CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 31-Jul-2020
Day Change Summary
Previous Current
30-Jul-2020 31-Jul-2020 Change Change % Previous Week
Open 0.7448 0.7474 0.0026 0.3% 0.7492
High 0.7501 0.7478 -0.0024 -0.3% 0.7504
Low 0.7436 0.7474 0.0038 0.5% 0.7436
Close 0.7443 0.7474 0.0031 0.4% 0.7474
Range 0.0065 0.0004 -0.0062 -94.6% 0.0068
ATR 0.0041 0.0041 0.0000 -1.2% 0.0000
Volume 2 3 1 50.0% 13
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7486 0.7483 0.7476
R3 0.7482 0.7480 0.7475
R2 0.7479 0.7479 0.7475
R1 0.7476 0.7476 0.7474 0.7476
PP 0.7475 0.7475 0.7475 0.7475
S1 0.7473 0.7473 0.7474 0.7472
S2 0.7472 0.7472 0.7473
S3 0.7468 0.7469 0.7473
S4 0.7465 0.7466 0.7472
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7674 0.7641 0.7511
R3 0.7606 0.7574 0.7493
R2 0.7539 0.7539 0.7486
R1 0.7506 0.7506 0.7480 0.7489
PP 0.7471 0.7471 0.7471 0.7462
S1 0.7439 0.7439 0.7468 0.7421
S2 0.7404 0.7404 0.7462
S3 0.7336 0.7371 0.7455
S4 0.7269 0.7304 0.7437
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% 0.0027 0.4% 56% False False 2
10 0.7504 0.7360 0.0144 1.9% 0.0034 0.5% 79% False False 9
20 0.7504 0.7336 0.0168 2.2% 0.0033 0.4% 82% False False 6
40 0.7506 0.7298 0.0209 2.8% 0.0039 0.5% 85% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 0.7492
2.618 0.7487
1.618 0.7483
1.000 0.7481
0.618 0.7480
HIGH 0.7478
0.618 0.7476
0.500 0.7476
0.382 0.7475
LOW 0.7474
0.618 0.7472
1.000 0.7471
1.618 0.7468
2.618 0.7465
4.250 0.7459
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 0.7476 0.7472
PP 0.7475 0.7470
S1 0.7475 0.7469

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

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