CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 0.7514 0.7524 0.0010 0.1% 0.7475
High 0.7539 0.7529 -0.0011 -0.1% 0.7539
Low 0.7512 0.7507 -0.0006 -0.1% 0.7457
Close 0.7539 0.7521 -0.0018 -0.2% 0.7521
Range 0.0027 0.0022 -0.0005 -18.5% 0.0083
ATR 0.0044 0.0043 -0.0001 -2.0% 0.0000
Volume 163 26 -137 -84.0% 413
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7585 0.7575 0.7533
R3 0.7563 0.7553 0.7527
R2 0.7541 0.7541 0.7525
R1 0.7531 0.7531 0.7523 0.7525
PP 0.7519 0.7519 0.7519 0.7516
S1 0.7509 0.7509 0.7518 0.7503
S2 0.7497 0.7497 0.7516
S3 0.7475 0.7487 0.7514
S4 0.7453 0.7465 0.7508
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7753 0.7719 0.7566
R3 0.7670 0.7637 0.7543
R2 0.7588 0.7588 0.7536
R1 0.7554 0.7554 0.7528 0.7571
PP 0.7505 0.7505 0.7505 0.7514
S1 0.7472 0.7472 0.7513 0.7489
S2 0.7423 0.7423 0.7505
S3 0.7340 0.7389 0.7498
S4 0.7258 0.7307 0.7475
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% 0.0035 0.5% 78% False False 82
10 0.7597 0.7457 0.0140 1.9% 0.0044 0.6% 46% False False 66
20 0.7670 0.7457 0.0214 2.8% 0.0043 0.6% 30% False False 63
40 0.7697 0.7457 0.0241 3.2% 0.0041 0.6% 27% False False 41
60 0.7697 0.7336 0.0361 4.8% 0.0038 0.5% 51% False False 29
80 0.7697 0.7298 0.0400 5.3% 0.0040 0.5% 56% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7622
2.618 0.7586
1.618 0.7564
1.000 0.7551
0.618 0.7542
HIGH 0.7529
0.618 0.7520
0.500 0.7518
0.382 0.7515
LOW 0.7507
0.618 0.7493
1.000 0.7485
1.618 0.7471
2.618 0.7449
4.250 0.7413
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 0.7520 0.7513
PP 0.7519 0.7505
S1 0.7518 0.7498

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

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