CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 0.7370 0.7391 0.0021 0.3% 0.7364
High 0.7372 0.7395 0.0023 0.3% 0.7408
Low 0.7364 0.7360 -0.0004 -0.1% 0.7336
Close 0.7370 0.7393 0.0023 0.3% 0.7370
Range 0.0008 0.0035 0.0027 337.5% 0.0072
ATR 0.0041 0.0041 0.0000 -1.1% 0.0000
Volume 2 4 2 100.0% 14
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7488 0.7475 0.7412
R3 0.7453 0.7440 0.7403
R2 0.7418 0.7418 0.7399
R1 0.7405 0.7405 0.7396 0.7412
PP 0.7383 0.7383 0.7383 0.7386
S1 0.7370 0.7370 0.7390 0.7377
S2 0.7348 0.7348 0.7387
S3 0.7313 0.7335 0.7383
S4 0.7278 0.7300 0.7374
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% 80% False False 3
10 0.7414 0.7336 0.0078 1.0% 0.0033 0.4% 74% False False 2
20 0.7417 0.7298 0.0119 1.6% 0.0036 0.5% 80% False False 3
40 0.7506 0.7127 0.0379 5.1% 0.0039 0.5% 70% 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 True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7544
2.618 0.7487
1.618 0.7452
1.000 0.7430
0.618 0.7417
HIGH 0.7395
0.618 0.7382
0.500 0.7378
0.382 0.7373
LOW 0.7360
0.618 0.7338
1.000 0.7325
1.618 0.7303
2.618 0.7268
4.250 0.7211
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 0.7388 0.7389
PP 0.7383 0.7385
S1 0.7378 0.7382

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

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