CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 0.7696 0.7656 -0.0040 -0.5% 0.7559
High 0.7697 0.7671 -0.0026 -0.3% 0.7666
Low 0.7648 0.7643 -0.0005 -0.1% 0.7559
Close 0.7652 0.7655 0.0003 0.0% 0.7641
Range 0.0049 0.0028 -0.0021 -42.9% 0.0107
ATR 0.0042 0.0041 -0.0001 -2.4% 0.0000
Volume 61 48 -13 -21.3% 36
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7740 0.7725 0.7670
R3 0.7712 0.7697 0.7662
R2 0.7684 0.7684 0.7660
R1 0.7669 0.7669 0.7657 0.7663
PP 0.7656 0.7656 0.7656 0.7653
S1 0.7641 0.7641 0.7652 0.7635
S2 0.7628 0.7628 0.7649
S3 0.7600 0.7613 0.7647
S4 0.7572 0.7585 0.7639
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 0.7603 0.0094 1.2% 0.0038 0.5% 55% False False 28
10 0.7697 0.7557 0.0140 1.8% 0.0038 0.5% 70% False False 16
20 0.7697 0.7468 0.0230 3.0% 0.0039 0.5% 81% False False 14
40 0.7697 0.7336 0.0361 4.7% 0.0035 0.5% 88% False False 10
60 0.7697 0.7298 0.0400 5.2% 0.0039 0.5% 89% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7790
2.618 0.7744
1.618 0.7716
1.000 0.7699
0.618 0.7688
HIGH 0.7671
0.618 0.7660
0.500 0.7657
0.382 0.7654
LOW 0.7643
0.618 0.7626
1.000 0.7615
1.618 0.7598
2.618 0.7570
4.250 0.7524
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 0.7657 0.7667
PP 0.7656 0.7663
S1 0.7655 0.7659

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

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