CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 0.7519 0.7500 -0.0019 -0.2% 0.7591
High 0.7531 0.7527 -0.0004 -0.1% 0.7618
Low 0.7498 0.7476 -0.0022 -0.3% 0.7554
Close 0.7519 0.7479 -0.0040 -0.5% 0.7583
Range 0.0033 0.0051 0.0018 55.4% 0.0064
ATR 0.0046 0.0046 0.0000 0.7% 0.0000
Volume 29 39 10 34.5% 350
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7645 0.7613 0.7507
R3 0.7595 0.7562 0.7493
R2 0.7544 0.7544 0.7488
R1 0.7512 0.7512 0.7484 0.7503
PP 0.7494 0.7494 0.7494 0.7489
S1 0.7461 0.7461 0.7474 0.7452
S2 0.7443 0.7443 0.7470
S3 0.7393 0.7411 0.7465
S4 0.7342 0.7360 0.7451
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 0.7616 0.7476 0.0140 1.9% 0.0052 0.7% 2% False True 68
10 0.7626 0.7476 0.0150 2.0% 0.0042 0.6% 2% False True 58
20 0.7697 0.7476 0.0221 3.0% 0.0044 0.6% 1% False True 51
40 0.7697 0.7436 0.0261 3.5% 0.0041 0.5% 16% False False 29
60 0.7697 0.7303 0.0394 5.3% 0.0039 0.5% 45% False False 21
80 0.7697 0.7298 0.0400 5.3% 0.0039 0.5% 45% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7741
2.618 0.7659
1.618 0.7608
1.000 0.7577
0.618 0.7558
HIGH 0.7527
0.618 0.7507
0.500 0.7501
0.382 0.7495
LOW 0.7476
0.618 0.7445
1.000 0.7426
1.618 0.7394
2.618 0.7344
4.250 0.7261
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 0.7501 0.7536
PP 0.7494 0.7517
S1 0.7486 0.7498

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

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