CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 0.7512 0.7479 -0.0034 -0.4% 0.7472
High 0.7512 0.7499 -0.0013 -0.2% 0.7556
Low 0.7468 0.7471 0.0003 0.0% 0.7440
Close 0.7474 0.7493 0.0019 0.3% 0.7474
Range 0.0045 0.0029 -0.0016 -36.0% 0.0116
ATR 0.0044 0.0043 -0.0001 -2.5% 0.0000
Volume 5 5 0 0.0% 39
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7573 0.7561 0.7508
R3 0.7544 0.7533 0.7500
R2 0.7516 0.7516 0.7498
R1 0.7504 0.7504 0.7495 0.7510
PP 0.7487 0.7487 0.7487 0.7490
S1 0.7476 0.7476 0.7490 0.7482
S2 0.7459 0.7459 0.7487
S3 0.7430 0.7447 0.7485
S4 0.7402 0.7419 0.7477
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7838 0.7772 0.7537
R3 0.7722 0.7656 0.7505
R2 0.7606 0.7606 0.7495
R1 0.7540 0.7540 0.7484 0.7573
PP 0.7490 0.7490 0.7490 0.7506
S1 0.7424 0.7424 0.7463 0.7457
S2 0.7374 0.7374 0.7452
S3 0.7258 0.7308 0.7442
S4 0.7142 0.7192 0.7410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7556 0.7456 0.0100 1.3% 0.0038 0.5% 37% False False 8
10 0.7556 0.7436 0.0120 1.6% 0.0035 0.5% 47% False False 5
20 0.7556 0.7336 0.0220 2.9% 0.0032 0.4% 71% False False 7
40 0.7556 0.7298 0.0259 3.5% 0.0036 0.5% 75% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7620
2.618 0.7574
1.618 0.7545
1.000 0.7528
0.618 0.7517
HIGH 0.7499
0.618 0.7488
0.500 0.7485
0.382 0.7481
LOW 0.7471
0.618 0.7453
1.000 0.7442
1.618 0.7424
2.618 0.7396
4.250 0.7349
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 0.7490 0.7509
PP 0.7487 0.7504
S1 0.7485 0.7498

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

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