CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 0.7363 0.7365 0.0002 0.0% 0.7357
High 0.7369 0.7384 0.0015 0.2% 0.7417
Low 0.7303 0.7360 0.0057 0.8% 0.7298
Close 0.7363 0.7363 0.0000 0.0% 0.7325
Range 0.0066 0.0024 -0.0043 -64.4% 0.0119
ATR 0.0049 0.0047 -0.0002 -3.7% 0.0000
Volume 0 16 16 9
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7439 0.7425 0.7376
R3 0.7416 0.7401 0.7369
R2 0.7392 0.7392 0.7367
R1 0.7378 0.7378 0.7365 0.7373
PP 0.7369 0.7369 0.7369 0.7367
S1 0.7354 0.7354 0.7361 0.7350
S2 0.7345 0.7345 0.7359
S3 0.7322 0.7331 0.7357
S4 0.7298 0.7307 0.7350
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7703 0.7633 0.7390
R3 0.7584 0.7514 0.7357
R2 0.7465 0.7465 0.7346
R1 0.7395 0.7395 0.7335 0.7371
PP 0.7346 0.7346 0.7346 0.7334
S1 0.7276 0.7276 0.7314 0.7252
S2 0.7227 0.7227 0.7303
S3 0.7108 0.7157 0.7292
S4 0.6989 0.7038 0.7259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7384 0.7298 0.0086 1.2% 0.0036 0.5% 76% True False 3
10 0.7417 0.7298 0.0119 1.6% 0.0039 0.5% 55% False False 3
20 0.7506 0.7298 0.0209 2.8% 0.0044 0.6% 31% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7483
2.618 0.7445
1.618 0.7422
1.000 0.7407
0.618 0.7398
HIGH 0.7384
0.618 0.7375
0.500 0.7372
0.382 0.7369
LOW 0.7360
0.618 0.7345
1.000 0.7337
1.618 0.7322
2.618 0.7298
4.250 0.7260
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 0.7372 0.7356
PP 0.7369 0.7350
S1 0.7366 0.7343

These figures are updated between 7pm and 10pm EST after a trading day.

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