CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 0.7481 0.7510 0.0029 0.4% 0.7551
High 0.7494 0.7520 0.0026 0.3% 0.7597
Low 0.7459 0.7457 -0.0002 0.0% 0.7459
Close 0.7476 0.7516 0.0041 0.5% 0.7470
Range 0.0036 0.0064 0.0028 78.9% 0.0138
ATR 0.0044 0.0046 0.0001 3.1% 0.0000
Volume 142 76 -66 -46.5% 248
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7688 0.7666 0.7551
R3 0.7625 0.7602 0.7533
R2 0.7561 0.7561 0.7528
R1 0.7539 0.7539 0.7522 0.7550
PP 0.7498 0.7498 0.7498 0.7503
S1 0.7475 0.7475 0.7510 0.7486
S2 0.7434 0.7434 0.7504
S3 0.7371 0.7412 0.7499
S4 0.7307 0.7348 0.7481
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 0.7520 0.7457 0.0064 0.8% 0.0044 0.6% 94% True True 64
10 0.7616 0.7457 0.0160 2.1% 0.0048 0.6% 37% False True 66
20 0.7671 0.7457 0.0215 2.9% 0.0045 0.6% 28% False True 62
40 0.7697 0.7457 0.0241 3.2% 0.0042 0.6% 25% False True 37
60 0.7697 0.7336 0.0361 4.8% 0.0039 0.5% 50% False False 26
80 0.7697 0.7298 0.0400 5.3% 0.0041 0.5% 55% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7790
2.618 0.7686
1.618 0.7623
1.000 0.7584
0.618 0.7559
HIGH 0.7520
0.618 0.7496
0.500 0.7488
0.382 0.7481
LOW 0.7457
0.618 0.7417
1.000 0.7393
1.618 0.7354
2.618 0.7290
4.250 0.7187
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 0.7507 0.7507
PP 0.7498 0.7498
S1 0.7488 0.7488

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

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