CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 02-Jul-2020
Day Change Summary
Previous Current
01-Jul-2020 02-Jul-2020 Change Change % Previous Week
Open 0.7365 0.7358 -0.0007 -0.1% 0.7357
High 0.7384 0.7375 -0.0009 -0.1% 0.7417
Low 0.7360 0.7346 -0.0015 -0.2% 0.7298
Close 0.7363 0.7360 -0.0004 0.0% 0.7325
Range 0.0024 0.0030 0.0006 25.5% 0.0119
ATR 0.0047 0.0046 -0.0001 -2.7% 0.0000
Volume 16 2 -14 -87.5% 9
Daily Pivots for day following 02-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7449 0.7434 0.7376
R3 0.7419 0.7404 0.7368
R2 0.7390 0.7390 0.7365
R1 0.7375 0.7375 0.7362 0.7382
PP 0.7360 0.7360 0.7360 0.7364
S1 0.7345 0.7345 0.7357 0.7353
S2 0.7331 0.7331 0.7354
S3 0.7301 0.7316 0.7351
S4 0.7272 0.7286 0.7343
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% 0.0037 0.5% 72% False False 4
10 0.7417 0.7298 0.0119 1.6% 0.0038 0.5% 52% False False 3
20 0.7506 0.7298 0.0209 2.8% 0.0044 0.6% 30% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7500
2.618 0.7452
1.618 0.7423
1.000 0.7405
0.618 0.7393
HIGH 0.7375
0.618 0.7364
0.500 0.7360
0.382 0.7357
LOW 0.7346
0.618 0.7327
1.000 0.7316
1.618 0.7298
2.618 0.7268
4.250 0.7220
Fisher Pivots for day following 02-Jul-2020
Pivot 1 day 3 day
R1 0.7360 0.7354
PP 0.7360 0.7349
S1 0.7360 0.7343

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

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