CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 22-Jul-2020
Day Change Summary
Previous Current
21-Jul-2020 22-Jul-2020 Change Change % Previous Week
Open 0.7397 0.7445 0.0049 0.7% 0.7364
High 0.7450 0.7463 0.0013 0.2% 0.7408
Low 0.7397 0.7422 0.0026 0.3% 0.7336
Close 0.7446 0.7457 0.0011 0.1% 0.7370
Range 0.0054 0.0041 -0.0013 -23.4% 0.0072
ATR 0.0042 0.0042 0.0000 -0.2% 0.0000
Volume 47 6 -41 -87.2% 14
Daily Pivots for day following 22-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7570 0.7555 0.7480
R3 0.7529 0.7514 0.7468
R2 0.7488 0.7488 0.7465
R1 0.7473 0.7473 0.7461 0.7481
PP 0.7447 0.7447 0.7447 0.7451
S1 0.7432 0.7432 0.7453 0.7440
S2 0.7406 0.7406 0.7449
S3 0.7365 0.7391 0.7446
S4 0.7324 0.7350 0.7434
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 0.7463 0.7360 0.0103 1.4% 0.0034 0.5% 94% True False 13
10 0.7463 0.7336 0.0127 1.7% 0.0032 0.4% 95% True False 7
20 0.7463 0.7298 0.0166 2.2% 0.0036 0.5% 96% True False 5
40 0.7506 0.7238 0.0268 3.6% 0.0040 0.5% 82% False False 5
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7637
2.618 0.7570
1.618 0.7529
1.000 0.7504
0.618 0.7488
HIGH 0.7463
0.618 0.7447
0.500 0.7443
0.382 0.7438
LOW 0.7422
0.618 0.7397
1.000 0.7381
1.618 0.7356
2.618 0.7315
4.250 0.7248
Fisher Pivots for day following 22-Jul-2020
Pivot 1 day 3 day
R1 0.7452 0.7442
PP 0.7447 0.7427
S1 0.7443 0.7412

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

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