CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 0.7613 0.7635 0.0022 0.3% 0.7559
High 0.7631 0.7666 0.0036 0.5% 0.7666
Low 0.7603 0.7627 0.0024 0.3% 0.7559
Close 0.7622 0.7641 0.0019 0.2% 0.7641
Range 0.0028 0.0040 0.0012 43.6% 0.0107
ATR 0.0041 0.0041 0.0000 0.6% 0.0000
Volume 7 14 7 100.0% 36
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7763 0.7742 0.7663
R3 0.7724 0.7702 0.7652
R2 0.7684 0.7684 0.7648
R1 0.7663 0.7663 0.7645 0.7673
PP 0.7645 0.7645 0.7645 0.7650
S1 0.7623 0.7623 0.7637 0.7634
S2 0.7605 0.7605 0.7634
S3 0.7566 0.7584 0.7630
S4 0.7526 0.7544 0.7619
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7943 0.7899 0.7700
R3 0.7836 0.7792 0.7670
R2 0.7729 0.7729 0.7661
R1 0.7685 0.7685 0.7651 0.7707
PP 0.7622 0.7622 0.7622 0.7633
S1 0.7578 0.7578 0.7631 0.7600
S2 0.7515 0.7515 0.7621
S3 0.7408 0.7471 0.7612
S4 0.7301 0.7364 0.7582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7666 0.7559 0.0107 1.4% 0.0036 0.5% 77% True False 7
10 0.7666 0.7543 0.0123 1.6% 0.0038 0.5% 80% True False 7
20 0.7666 0.7440 0.0226 3.0% 0.0038 0.5% 89% True False 8
40 0.7666 0.7336 0.0330 4.3% 0.0036 0.5% 92% True False 7
60 0.7666 0.7298 0.0369 4.8% 0.0038 0.5% 93% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7834
2.618 0.7769
1.618 0.7730
1.000 0.7706
0.618 0.7690
HIGH 0.7666
0.618 0.7651
0.500 0.7646
0.382 0.7642
LOW 0.7627
0.618 0.7602
1.000 0.7587
1.618 0.7563
2.618 0.7523
4.250 0.7459
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 0.7646 0.7635
PP 0.7645 0.7629
S1 0.7643 0.7623

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

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