CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 0.7668 0.7624 -0.0044 -0.6% 0.7650
High 0.7670 0.7670 0.0000 0.0% 0.7697
Low 0.7604 0.7616 0.0012 0.2% 0.7604
Close 0.7618 0.7670 0.0053 0.7% 0.7670
Range 0.0066 0.0055 -0.0012 -17.4% 0.0093
ATR 0.0043 0.0043 0.0001 2.0% 0.0000
Volume 112 9 -103 -92.0% 244
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7815 0.7797 0.7700
R3 0.7761 0.7743 0.7685
R2 0.7706 0.7706 0.7680
R1 0.7688 0.7688 0.7675 0.7697
PP 0.7652 0.7652 0.7652 0.7656
S1 0.7634 0.7634 0.7665 0.7643
S2 0.7597 0.7597 0.7660
S3 0.7543 0.7579 0.7655
S4 0.7488 0.7525 0.7640
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7936 0.7896 0.7721
R3 0.7843 0.7803 0.7696
R2 0.7750 0.7750 0.7687
R1 0.7710 0.7710 0.7679 0.7730
PP 0.7657 0.7657 0.7657 0.7667
S1 0.7617 0.7617 0.7661 0.7637
S2 0.7564 0.7564 0.7653
S3 0.7471 0.7524 0.7644
S4 0.7378 0.7431 0.7619
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% 0.0048 0.6% 71% False False 48
10 0.7697 0.7559 0.0138 1.8% 0.0042 0.5% 80% False False 28
20 0.7697 0.7471 0.0227 3.0% 0.0041 0.5% 88% False False 19
40 0.7697 0.7336 0.0361 4.7% 0.0037 0.5% 93% False False 13
60 0.7697 0.7298 0.0400 5.2% 0.0038 0.5% 93% False False 9
Crabel Price Patterns
NR True
NR4 False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7902
2.618 0.7813
1.618 0.7758
1.000 0.7725
0.618 0.7704
HIGH 0.7670
0.618 0.7649
0.500 0.7643
0.382 0.7636
LOW 0.7616
0.618 0.7582
1.000 0.7561
1.618 0.7527
2.618 0.7473
4.250 0.7384
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 0.7661 0.7659
PP 0.7652 0.7648
S1 0.7643 0.7638

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

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