CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 16-Jul-2020
Day Change Summary
Previous Current
15-Jul-2020 16-Jul-2020 Change Change % Previous Week
Open 0.7375 0.7403 0.0028 0.4% 0.7385
High 0.7408 0.7403 -0.0005 -0.1% 0.7414
Low 0.7370 0.7370 0.0000 0.0% 0.7344
Close 0.7408 0.7371 -0.0037 -0.5% 0.7362
Range 0.0038 0.0034 -0.0005 -11.8% 0.0070
ATR 0.0044 0.0044 0.0000 -1.0% 0.0000
Volume 1 10 9 900.0% 13
Daily Pivots for day following 16-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7482 0.7460 0.7389
R3 0.7448 0.7426 0.7380
R2 0.7415 0.7415 0.7377
R1 0.7393 0.7393 0.7374 0.7387
PP 0.7381 0.7381 0.7381 0.7378
S1 0.7359 0.7359 0.7368 0.7354
S2 0.7348 0.7348 0.7365
S3 0.7314 0.7326 0.7362
S4 0.7281 0.7292 0.7353
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 0.7408 0.7336 0.0072 1.0% 0.0027 0.4% 49% False False 2
10 0.7414 0.7336 0.0078 1.1% 0.0035 0.5% 45% False False 2
20 0.7417 0.7298 0.0119 1.6% 0.0037 0.5% 62% False False 3
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7545
2.618 0.7491
1.618 0.7457
1.000 0.7437
0.618 0.7424
HIGH 0.7403
0.618 0.7390
0.500 0.7386
0.382 0.7382
LOW 0.7370
0.618 0.7349
1.000 0.7336
1.618 0.7315
2.618 0.7282
4.250 0.7227
Fisher Pivots for day following 16-Jul-2020
Pivot 1 day 3 day
R1 0.7386 0.7372
PP 0.7381 0.7372
S1 0.7376 0.7371

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

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