CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 0.7479 0.7494 0.0015 0.2% 0.7551
High 0.7510 0.7501 -0.0009 -0.1% 0.7597
Low 0.7459 0.7459 0.0001 0.0% 0.7459
Close 0.7494 0.7470 -0.0025 -0.3% 0.7470
Range 0.0051 0.0042 -0.0009 -17.6% 0.0138
ATR 0.0047 0.0046 0.0000 -0.7% 0.0000
Volume 78 20 -58 -74.4% 248
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7603 0.7578 0.7493
R3 0.7561 0.7536 0.7481
R2 0.7519 0.7519 0.7477
R1 0.7494 0.7494 0.7473 0.7485
PP 0.7477 0.7477 0.7477 0.7472
S1 0.7452 0.7452 0.7466 0.7443
S2 0.7435 0.7435 0.7462
S3 0.7393 0.7410 0.7458
S4 0.7351 0.7368 0.7446
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7922 0.7834 0.7545
R3 0.7784 0.7696 0.7507
R2 0.7646 0.7646 0.7495
R1 0.7558 0.7558 0.7482 0.7533
PP 0.7508 0.7508 0.7508 0.7496
S1 0.7420 0.7420 0.7457 0.7395
S2 0.7370 0.7370 0.7444
S3 0.7232 0.7282 0.7432
S4 0.7094 0.7144 0.7394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7597 0.7459 0.0138 1.8% 0.0052 0.7% 8% False False 49
10 0.7618 0.7459 0.0159 2.1% 0.0044 0.6% 7% False False 59
20 0.7697 0.7459 0.0239 3.2% 0.0045 0.6% 5% False False 55
40 0.7697 0.7440 0.0257 3.4% 0.0041 0.5% 11% False False 32
60 0.7697 0.7336 0.0361 4.8% 0.0039 0.5% 37% False False 23
80 0.7697 0.7298 0.0400 5.3% 0.0040 0.5% 43% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7680
2.618 0.7611
1.618 0.7569
1.000 0.7543
0.618 0.7527
HIGH 0.7501
0.618 0.7485
0.500 0.7480
0.382 0.7475
LOW 0.7459
0.618 0.7433
1.000 0.7417
1.618 0.7391
2.618 0.7349
4.250 0.7281
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 0.7480 0.7493
PP 0.7477 0.7485
S1 0.7473 0.7477

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

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