CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 0.7551 0.7519 -0.0033 -0.4% 0.7591
High 0.7597 0.7531 -0.0066 -0.9% 0.7618
Low 0.7513 0.7498 -0.0015 -0.2% 0.7554
Close 0.7513 0.7519 0.0006 0.1% 0.7583
Range 0.0084 0.0033 -0.0052 -61.3% 0.0064
ATR 0.0047 0.0046 -0.0001 -2.2% 0.0000
Volume 82 29 -53 -64.6% 350
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7613 0.7598 0.7536
R3 0.7581 0.7566 0.7527
R2 0.7548 0.7548 0.7524
R1 0.7533 0.7533 0.7521 0.7535
PP 0.7516 0.7516 0.7516 0.7516
S1 0.7501 0.7501 0.7516 0.7502
S2 0.7483 0.7483 0.7513
S3 0.7451 0.7468 0.7510
S4 0.7418 0.7436 0.7501
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 0.7498 0.0120 1.6% 0.0049 0.7% 17% False True 63
10 0.7626 0.7498 0.0128 1.7% 0.0043 0.6% 16% False True 59
20 0.7697 0.7498 0.0199 2.6% 0.0042 0.6% 10% False True 49
40 0.7697 0.7436 0.0261 3.5% 0.0040 0.5% 32% False False 28
60 0.7697 0.7303 0.0394 5.2% 0.0038 0.5% 55% False False 21
80 0.7697 0.7285 0.0412 5.5% 0.0040 0.5% 57% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7669
2.618 0.7616
1.618 0.7583
1.000 0.7563
0.618 0.7551
HIGH 0.7531
0.618 0.7518
0.500 0.7514
0.382 0.7510
LOW 0.7498
0.618 0.7478
1.000 0.7466
1.618 0.7445
2.618 0.7413
4.250 0.7360
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 0.7517 0.7557
PP 0.7516 0.7544
S1 0.7514 0.7531

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

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