CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 0.7591 0.7590 -0.0002 0.0% 0.7617
High 0.7604 0.7616 0.0013 0.2% 0.7626
Low 0.7588 0.7581 -0.0007 -0.1% 0.7548
Close 0.7594 0.7592 -0.0002 0.0% 0.7586
Range 0.0016 0.0035 0.0019 118.8% 0.0078
ATR 0.0045 0.0044 -0.0001 -1.6% 0.0000
Volume 76 69 -7 -9.2% 259
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7701 0.7681 0.7611
R3 0.7666 0.7646 0.7601
R2 0.7631 0.7631 0.7598
R1 0.7611 0.7611 0.7595 0.7621
PP 0.7596 0.7596 0.7596 0.7601
S1 0.7576 0.7576 0.7588 0.7586
S2 0.7561 0.7561 0.7585
S3 0.7526 0.7541 0.7582
S4 0.7491 0.7506 0.7572
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% 0.0036 0.5% 56% False False 55
10 0.7697 0.7548 0.0149 2.0% 0.0043 0.6% 29% False False 63
20 0.7697 0.7548 0.0149 2.0% 0.0041 0.5% 29% False False 35
40 0.7697 0.7397 0.0301 4.0% 0.0039 0.5% 65% False False 22
60 0.7697 0.7298 0.0400 5.3% 0.0038 0.5% 74% False False 16
80 0.7697 0.7127 0.0570 7.5% 0.0039 0.5% 81% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7765
2.618 0.7708
1.618 0.7673
1.000 0.7651
0.618 0.7638
HIGH 0.7616
0.618 0.7603
0.500 0.7599
0.382 0.7594
LOW 0.7581
0.618 0.7559
1.000 0.7546
1.618 0.7524
2.618 0.7489
4.250 0.7432
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 0.7599 0.7597
PP 0.7596 0.7595
S1 0.7594 0.7593

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

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