CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 25-Aug-2020
Day Change Summary
Previous Current
24-Aug-2020 25-Aug-2020 Change Change % Previous Week
Open 0.7559 0.7580 0.0021 0.3% 0.7543
High 0.7615 0.7595 -0.0020 -0.3% 0.7614
Low 0.7559 0.7575 0.0016 0.2% 0.7543
Close 0.7560 0.7588 0.0028 0.4% 0.7585
Range 0.0056 0.0020 -0.0036 -64.0% 0.0071
ATR 0.0043 0.0042 -0.0001 -1.3% 0.0000
Volume 1 9 8 800.0% 36
Daily Pivots for day following 25-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7646 0.7637 0.7599
R3 0.7626 0.7617 0.7594
R2 0.7606 0.7606 0.7592
R1 0.7597 0.7597 0.7590 0.7602
PP 0.7586 0.7586 0.7586 0.7588
S1 0.7577 0.7577 0.7586 0.7582
S2 0.7566 0.7566 0.7584
S3 0.7546 0.7557 0.7583
S4 0.7526 0.7537 0.7577
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7794 0.7760 0.7624
R3 0.7723 0.7689 0.7605
R2 0.7652 0.7652 0.7598
R1 0.7618 0.7618 0.7592 0.7635
PP 0.7581 0.7581 0.7581 0.7589
S1 0.7547 0.7547 0.7578 0.7564
S2 0.7510 0.7510 0.7572
S3 0.7439 0.7476 0.7565
S4 0.7368 0.7405 0.7546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7615 0.7557 0.0058 0.8% 0.0040 0.5% 54% False False 6
10 0.7615 0.7497 0.0118 1.6% 0.0039 0.5% 78% False False 9
20 0.7615 0.7436 0.0179 2.4% 0.0038 0.5% 85% False False 7
40 0.7615 0.7303 0.0312 4.1% 0.0036 0.5% 91% False False 7
60 0.7615 0.7298 0.0317 4.2% 0.0038 0.5% 92% False False 6
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 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7680
2.618 0.7647
1.618 0.7627
1.000 0.7615
0.618 0.7607
HIGH 0.7595
0.618 0.7587
0.500 0.7585
0.382 0.7583
LOW 0.7575
0.618 0.7563
1.000 0.7555
1.618 0.7543
2.618 0.7523
4.250 0.7490
Fisher Pivots for day following 25-Aug-2020
Pivot 1 day 3 day
R1 0.7587 0.7588
PP 0.7586 0.7587
S1 0.7585 0.7587

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

View Archives - Comment on this page... - Back to Index of Symbols