CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 18-Sep-2020
Day Change Summary
Previous Current
17-Sep-2020 18-Sep-2020 Change Change % Previous Week
Open 0.7561 0.7610 0.0049 0.6% 0.7591
High 0.7609 0.7616 0.0008 0.1% 0.7618
Low 0.7554 0.7577 0.0023 0.3% 0.7554
Close 0.7594 0.7583 -0.0011 -0.1% 0.7583
Range 0.0055 0.0040 -0.0015 -27.5% 0.0064
ATR 0.0044 0.0044 0.0000 -0.8% 0.0000
Volume 125 69 -56 -44.8% 350
Daily Pivots for day following 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7710 0.7686 0.7605
R3 0.7671 0.7647 0.7594
R2 0.7631 0.7631 0.7590
R1 0.7607 0.7607 0.7587 0.7600
PP 0.7592 0.7592 0.7592 0.7588
S1 0.7568 0.7568 0.7579 0.7560
S2 0.7552 0.7552 0.7576
S3 0.7513 0.7528 0.7572
S4 0.7473 0.7489 0.7561
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7775 0.7743 0.7618
R3 0.7712 0.7679 0.7600
R2 0.7648 0.7648 0.7595
R1 0.7616 0.7616 0.7589 0.7600
PP 0.7585 0.7585 0.7585 0.7577
S1 0.7552 0.7552 0.7577 0.7537
S2 0.7521 0.7521 0.7571
S3 0.7458 0.7489 0.7566
S4 0.7394 0.7425 0.7548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7618 0.7554 0.0064 0.8% 0.0036 0.5% 46% False False 70
10 0.7670 0.7548 0.0122 1.6% 0.0042 0.6% 29% False False 61
20 0.7697 0.7548 0.0149 2.0% 0.0041 0.5% 23% False False 44
40 0.7697 0.7436 0.0261 3.4% 0.0039 0.5% 56% False False 26
60 0.7697 0.7298 0.0400 5.3% 0.0037 0.5% 71% False False 19
80 0.7697 0.7238 0.0459 6.1% 0.0039 0.5% 75% False False 16
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 True
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7784
2.618 0.7719
1.618 0.7680
1.000 0.7656
0.618 0.7640
HIGH 0.7616
0.618 0.7601
0.500 0.7596
0.382 0.7592
LOW 0.7577
0.618 0.7552
1.000 0.7537
1.618 0.7513
2.618 0.7473
4.250 0.7409
Fisher Pivots for day following 18-Sep-2020
Pivot 1 day 3 day
R1 0.7596 0.7586
PP 0.7592 0.7585
S1 0.7587 0.7584

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

View Archives - Comment on this page... - Back to Index of Symbols