CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 0.7598 0.7591 -0.0007 -0.1% 0.7617
High 0.7607 0.7604 -0.0004 0.0% 0.7626
Low 0.7578 0.7588 0.0010 0.1% 0.7548
Close 0.7586 0.7594 0.0008 0.1% 0.7586
Range 0.0029 0.0016 -0.0013 -44.8% 0.0078
ATR 0.0047 0.0045 -0.0002 -4.4% 0.0000
Volume 37 76 39 105.4% 259
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7643 0.7634 0.7602
R3 0.7627 0.7618 0.7598
R2 0.7611 0.7611 0.7596
R1 0.7602 0.7602 0.7595 0.7607
PP 0.7595 0.7595 0.7595 0.7597
S1 0.7586 0.7586 0.7592 0.7591
S2 0.7579 0.7579 0.7591
S3 0.7563 0.7570 0.7589
S4 0.7547 0.7554 0.7585
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7819 0.7780 0.7628
R3 0.7741 0.7702 0.7607
R2 0.7664 0.7664 0.7600
R1 0.7625 0.7625 0.7593 0.7606
PP 0.7586 0.7586 0.7586 0.7577
S1 0.7547 0.7547 0.7578 0.7528
S2 0.7509 0.7509 0.7571
S3 0.7431 0.7470 0.7564
S4 0.7354 0.7392 0.7543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7626 0.7548 0.0078 1.0% 0.0040 0.5% 59% False False 67
10 0.7697 0.7548 0.0149 2.0% 0.0044 0.6% 31% False False 57
20 0.7697 0.7543 0.0154 2.0% 0.0041 0.5% 33% False False 32
40 0.7697 0.7360 0.0337 4.4% 0.0039 0.5% 69% False False 21
60 0.7697 0.7298 0.0400 5.3% 0.0037 0.5% 74% False False 15
80 0.7697 0.7127 0.0570 7.5% 0.0038 0.5% 82% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.7672
2.618 0.7645
1.618 0.7629
1.000 0.7620
0.618 0.7613
HIGH 0.7604
0.618 0.7597
0.500 0.7596
0.382 0.7594
LOW 0.7588
0.618 0.7578
1.000 0.7572
1.618 0.7562
2.618 0.7546
4.250 0.7520
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 0.7596 0.7602
PP 0.7595 0.7599
S1 0.7594 0.7596

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

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