CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 30-Jul-2020
Day Change Summary
Previous Current
29-Jul-2020 30-Jul-2020 Change Change % Previous Week
Open 0.7486 0.7448 -0.0038 -0.5% 0.7391
High 0.7501 0.7501 0.0001 0.0% 0.7491
Low 0.7476 0.7436 -0.0040 -0.5% 0.7360
Close 0.7486 0.7443 -0.0043 -0.6% 0.7453
Range 0.0025 0.0065 0.0040 160.0% 0.0131
ATR 0.0040 0.0041 0.0002 4.6% 0.0000
Volume 0 2 2 80
Daily Pivots for day following 30-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7655 0.7614 0.7479
R3 0.7590 0.7549 0.7461
R2 0.7525 0.7525 0.7455
R1 0.7484 0.7484 0.7449 0.7472
PP 0.7460 0.7460 0.7460 0.7454
S1 0.7419 0.7419 0.7437 0.7407
S2 0.7395 0.7395 0.7431
S3 0.7330 0.7354 0.7425
S4 0.7265 0.7289 0.7407
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7828 0.7771 0.7525
R3 0.7697 0.7640 0.7489
R2 0.7566 0.7566 0.7477
R1 0.7509 0.7509 0.7465 0.7538
PP 0.7435 0.7435 0.7435 0.7449
S1 0.7378 0.7378 0.7441 0.7407
S2 0.7304 0.7304 0.7429
S3 0.7173 0.7247 0.7417
S4 0.7042 0.7116 0.7381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7504 0.7436 0.0068 0.9% 0.0033 0.4% 10% False True 4
10 0.7504 0.7360 0.0144 1.9% 0.0034 0.5% 58% False False 9
20 0.7504 0.7336 0.0168 2.3% 0.0035 0.5% 64% False False 5
40 0.7506 0.7298 0.0209 2.8% 0.0039 0.5% 70% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7777
2.618 0.7671
1.618 0.7606
1.000 0.7566
0.618 0.7541
HIGH 0.7501
0.618 0.7476
0.500 0.7469
0.382 0.7461
LOW 0.7436
0.618 0.7396
1.000 0.7371
1.618 0.7331
2.618 0.7266
4.250 0.7160
Fisher Pivots for day following 30-Jul-2020
Pivot 1 day 3 day
R1 0.7469 0.7470
PP 0.7460 0.7461
S1 0.7452 0.7452

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

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