CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 0.7475 0.7481 0.0007 0.1% 0.7551
High 0.7493 0.7494 0.0001 0.0% 0.7597
Low 0.7466 0.7459 -0.0008 -0.1% 0.7459
Close 0.7484 0.7476 -0.0008 -0.1% 0.7470
Range 0.0027 0.0036 0.0009 31.5% 0.0138
ATR 0.0045 0.0044 -0.0001 -1.5% 0.0000
Volume 6 142 136 2,266.7% 248
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7583 0.7565 0.7495
R3 0.7547 0.7529 0.7485
R2 0.7512 0.7512 0.7482
R1 0.7494 0.7494 0.7479 0.7485
PP 0.7476 0.7476 0.7476 0.7472
S1 0.7458 0.7458 0.7472 0.7449
S2 0.7441 0.7441 0.7469
S3 0.7405 0.7423 0.7466
S4 0.7370 0.7387 0.7456
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 0.7527 0.7459 0.0068 0.9% 0.0041 0.6% 25% False True 57
10 0.7618 0.7459 0.0159 2.1% 0.0045 0.6% 11% False True 60
20 0.7697 0.7459 0.0239 3.2% 0.0044 0.6% 7% False True 61
40 0.7697 0.7456 0.0241 3.2% 0.0042 0.6% 8% False False 35
60 0.7697 0.7336 0.0361 4.8% 0.0039 0.5% 39% False False 25
80 0.7697 0.7298 0.0400 5.3% 0.0040 0.5% 45% False False 20
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7645
2.618 0.7587
1.618 0.7551
1.000 0.7530
0.618 0.7516
HIGH 0.7494
0.618 0.7480
0.500 0.7476
0.382 0.7472
LOW 0.7459
0.618 0.7437
1.000 0.7423
1.618 0.7401
2.618 0.7366
4.250 0.7308
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 0.7476 0.7480
PP 0.7476 0.7478
S1 0.7476 0.7477

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

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