CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 0.7510 0.7514 0.0005 0.1% 0.7551
High 0.7520 0.7539 0.0019 0.3% 0.7597
Low 0.7457 0.7512 0.0056 0.7% 0.7459
Close 0.7516 0.7539 0.0023 0.3% 0.7470
Range 0.0064 0.0027 -0.0037 -57.5% 0.0138
ATR 0.0046 0.0044 -0.0001 -2.9% 0.0000
Volume 76 163 87 114.5% 248
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7611 0.7602 0.7553
R3 0.7584 0.7575 0.7546
R2 0.7557 0.7557 0.7543
R1 0.7548 0.7548 0.7541 0.7552
PP 0.7530 0.7530 0.7530 0.7532
S1 0.7521 0.7521 0.7536 0.7525
S2 0.7503 0.7503 0.7534
S3 0.7476 0.7494 0.7531
S4 0.7449 0.7467 0.7524
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 0.7539 0.7457 0.0083 1.1% 0.0039 0.5% 99% True False 81
10 0.7616 0.7457 0.0160 2.1% 0.0045 0.6% 51% False False 70
20 0.7670 0.7457 0.0214 2.8% 0.0045 0.6% 38% False False 68
40 0.7697 0.7457 0.0241 3.2% 0.0042 0.6% 34% False False 41
60 0.7697 0.7336 0.0361 4.8% 0.0039 0.5% 56% False False 29
80 0.7697 0.7298 0.0400 5.3% 0.0040 0.5% 60% False False 23
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7654
2.618 0.7610
1.618 0.7583
1.000 0.7566
0.618 0.7556
HIGH 0.7539
0.618 0.7529
0.500 0.7526
0.382 0.7522
LOW 0.7512
0.618 0.7495
1.000 0.7485
1.618 0.7468
2.618 0.7441
4.250 0.7397
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 0.7534 0.7525
PP 0.7530 0.7511
S1 0.7526 0.7498

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

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