CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 0.7650 0.7696 0.0046 0.6% 0.7559
High 0.7681 0.7697 0.0016 0.2% 0.7666
Low 0.7637 0.7648 0.0011 0.1% 0.7559
Close 0.7681 0.7652 -0.0029 -0.4% 0.7641
Range 0.0044 0.0049 0.0005 11.4% 0.0107
ATR 0.0041 0.0042 0.0001 1.4% 0.0000
Volume 14 61 47 335.7% 36
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7813 0.7781 0.7679
R3 0.7764 0.7732 0.7665
R2 0.7715 0.7715 0.7661
R1 0.7683 0.7683 0.7656 0.7675
PP 0.7666 0.7666 0.7666 0.7661
S1 0.7634 0.7634 0.7648 0.7626
S2 0.7617 0.7617 0.7643
S3 0.7568 0.7585 0.7639
S4 0.7519 0.7536 0.7625
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 0.7697 0.7580 0.0117 1.5% 0.0039 0.5% 62% True False 20
10 0.7697 0.7557 0.0140 1.8% 0.0039 0.5% 68% True False 13
20 0.7697 0.7468 0.0230 3.0% 0.0039 0.5% 80% True False 12
40 0.7697 0.7336 0.0361 4.7% 0.0036 0.5% 88% True False 9
60 0.7697 0.7298 0.0400 5.2% 0.0039 0.5% 89% True False 7
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 0.0008
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7905
2.618 0.7825
1.618 0.7776
1.000 0.7746
0.618 0.7727
HIGH 0.7697
0.618 0.7678
0.500 0.7673
0.382 0.7667
LOW 0.7648
0.618 0.7618
1.000 0.7599
1.618 0.7569
2.618 0.7520
4.250 0.7440
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 0.7673 0.7662
PP 0.7666 0.7659
S1 0.7659 0.7655

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

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