CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 0.7656 0.7668 0.0012 0.2% 0.7559
High 0.7671 0.7670 -0.0001 0.0% 0.7666
Low 0.7643 0.7604 -0.0039 -0.5% 0.7559
Close 0.7655 0.7618 -0.0037 -0.5% 0.7641
Range 0.0028 0.0066 0.0038 135.7% 0.0107
ATR 0.0041 0.0043 0.0002 4.4% 0.0000
Volume 48 112 64 133.3% 36
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7829 0.7789 0.7654
R3 0.7763 0.7723 0.7636
R2 0.7697 0.7697 0.7630
R1 0.7657 0.7657 0.7624 0.7644
PP 0.7631 0.7631 0.7631 0.7624
S1 0.7591 0.7591 0.7611 0.7578
S2 0.7565 0.7565 0.7605
S3 0.7499 0.7525 0.7599
S4 0.7433 0.7459 0.7581
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 0.7604 0.0093 1.2% 0.0045 0.6% 15% False True 49
10 0.7697 0.7559 0.0138 1.8% 0.0040 0.5% 42% False False 27
20 0.7697 0.7468 0.0230 3.0% 0.0040 0.5% 65% False False 18
40 0.7697 0.7336 0.0361 4.7% 0.0036 0.5% 78% False False 12
60 0.7697 0.7298 0.0400 5.2% 0.0039 0.5% 80% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 41 trading days
Fibonacci Retracements and Extensions
4.250 0.7951
2.618 0.7843
1.618 0.7777
1.000 0.7736
0.618 0.7711
HIGH 0.7670
0.618 0.7645
0.500 0.7637
0.382 0.7629
LOW 0.7604
0.618 0.7563
1.000 0.7538
1.618 0.7497
2.618 0.7431
4.250 0.7324
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 0.7637 0.7651
PP 0.7631 0.7640
S1 0.7624 0.7629

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

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