CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 15-Jul-2020
Day Change Summary
Previous Current
14-Jul-2020 15-Jul-2020 Change Change % Previous Week
Open 0.7345 0.7375 0.0030 0.4% 0.7385
High 0.7345 0.7408 0.0063 0.9% 0.7414
Low 0.7336 0.7370 0.0034 0.5% 0.7344
Close 0.7345 0.7408 0.0063 0.9% 0.7362
Range 0.0009 0.0038 0.0029 322.2% 0.0070
ATR 0.0043 0.0044 0.0001 3.3% 0.0000
Volume 1 1 0 0.0% 13
Daily Pivots for day following 15-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7509 0.7496 0.7428
R3 0.7471 0.7458 0.7418
R2 0.7433 0.7433 0.7414
R1 0.7420 0.7420 0.7411 0.7427
PP 0.7395 0.7395 0.7395 0.7398
S1 0.7382 0.7382 0.7404 0.7389
S2 0.7357 0.7357 0.7401
S3 0.7319 0.7344 0.7397
S4 0.7281 0.7306 0.7387
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7582 0.7541 0.7400
R3 0.7512 0.7472 0.7381
R2 0.7443 0.7443 0.7375
R1 0.7402 0.7402 0.7368 0.7388
PP 0.7373 0.7373 0.7373 0.7366
S1 0.7333 0.7333 0.7356 0.7318
S2 0.7304 0.7304 0.7349
S3 0.7234 0.7263 0.7343
S4 0.7165 0.7194 0.7324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7414 0.7336 0.0078 1.0% 0.0030 0.4% 92% False False 1
10 0.7414 0.7336 0.0078 1.0% 0.0034 0.5% 92% False False 3
20 0.7417 0.7298 0.0119 1.6% 0.0037 0.5% 92% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7569
2.618 0.7507
1.618 0.7469
1.000 0.7446
0.618 0.7431
HIGH 0.7408
0.618 0.7393
0.500 0.7389
0.382 0.7384
LOW 0.7370
0.618 0.7346
1.000 0.7332
1.618 0.7308
2.618 0.7270
4.250 0.7208
Fisher Pivots for day following 15-Jul-2020
Pivot 1 day 3 day
R1 0.7401 0.7396
PP 0.7395 0.7384
S1 0.7389 0.7372

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

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