CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 17-Jul-2020
Day Change Summary
Previous Current
16-Jul-2020 17-Jul-2020 Change Change % Previous Week
Open 0.7403 0.7370 -0.0033 -0.4% 0.7364
High 0.7403 0.7372 -0.0031 -0.4% 0.7408
Low 0.7370 0.7364 -0.0006 -0.1% 0.7336
Close 0.7371 0.7370 -0.0001 0.0% 0.7370
Range 0.0034 0.0008 -0.0026 -76.1% 0.0072
ATR 0.0044 0.0041 -0.0003 -5.8% 0.0000
Volume 10 2 -8 -80.0% 14
Daily Pivots for day following 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7393 0.7389 0.7374
R3 0.7385 0.7381 0.7372
R2 0.7377 0.7377 0.7371
R1 0.7373 0.7373 0.7371 0.7374
PP 0.7369 0.7369 0.7369 0.7369
S1 0.7365 0.7365 0.7369 0.7366
S2 0.7361 0.7361 0.7369
S3 0.7353 0.7357 0.7368
S4 0.7345 0.7349 0.7366
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7586 0.7549 0.7409
R3 0.7514 0.7478 0.7390
R2 0.7443 0.7443 0.7383
R1 0.7406 0.7406 0.7377 0.7425
PP 0.7371 0.7371 0.7371 0.7380
S1 0.7335 0.7335 0.7363 0.7353
S2 0.7300 0.7300 0.7357
S3 0.7228 0.7263 0.7350
S4 0.7157 0.7192 0.7331
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% 0.0025 0.3% 48% False False 2
10 0.7414 0.7336 0.0078 1.1% 0.0033 0.4% 44% False False 2
20 0.7417 0.7298 0.0119 1.6% 0.0035 0.5% 61% False False 3
40 0.7506 0.7127 0.0379 5.1% 0.0038 0.5% 64% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 0.7406
2.618 0.7393
1.618 0.7385
1.000 0.7380
0.618 0.7377
HIGH 0.7372
0.618 0.7369
0.500 0.7368
0.382 0.7367
LOW 0.7364
0.618 0.7359
1.000 0.7356
1.618 0.7351
2.618 0.7343
4.250 0.7330
Fisher Pivots for day following 17-Jul-2020
Pivot 1 day 3 day
R1 0.7369 0.7386
PP 0.7369 0.7381
S1 0.7368 0.7375

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

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