CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 0.7479 0.7528 0.0050 0.7% 0.7472
High 0.7499 0.7536 0.0037 0.5% 0.7556
Low 0.7471 0.7490 0.0020 0.3% 0.7440
Close 0.7493 0.7530 0.0038 0.5% 0.7474
Range 0.0029 0.0046 0.0017 59.6% 0.0116
ATR 0.0043 0.0043 0.0000 0.5% 0.0000
Volume 5 13 8 160.0% 39
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7655 0.7638 0.7555
R3 0.7610 0.7593 0.7543
R2 0.7564 0.7564 0.7538
R1 0.7547 0.7547 0.7534 0.7556
PP 0.7519 0.7519 0.7519 0.7523
S1 0.7502 0.7502 0.7526 0.7510
S2 0.7473 0.7473 0.7522
S3 0.7428 0.7456 0.7517
S4 0.7382 0.7411 0.7505
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 0.7468 0.0089 1.2% 0.0037 0.5% 71% False False 11
10 0.7556 0.7436 0.0120 1.6% 0.0036 0.5% 78% False False 6
20 0.7556 0.7360 0.0196 2.6% 0.0034 0.5% 87% False False 8
40 0.7556 0.7298 0.0259 3.4% 0.0036 0.5% 90% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7729
2.618 0.7655
1.618 0.7609
1.000 0.7581
0.618 0.7564
HIGH 0.7536
0.618 0.7518
0.500 0.7513
0.382 0.7507
LOW 0.7490
0.618 0.7462
1.000 0.7445
1.618 0.7416
2.618 0.7371
4.250 0.7297
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 0.7524 0.7521
PP 0.7519 0.7511
S1 0.7513 0.7502

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

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