CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 05-Oct-2020
Day Change Summary
Previous Current
02-Oct-2020 05-Oct-2020 Change Change % Previous Week
Open 0.7524 0.7526 0.0002 0.0% 0.7475
High 0.7529 0.7547 0.0018 0.2% 0.7539
Low 0.7507 0.7522 0.0015 0.2% 0.7457
Close 0.7521 0.7538 0.0017 0.2% 0.7521
Range 0.0022 0.0025 0.0003 13.6% 0.0083
ATR 0.0043 0.0042 -0.0001 -2.9% 0.0000
Volume 26 69 43 165.4% 413
Daily Pivots for day following 05-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7610 0.7599 0.7551
R3 0.7585 0.7574 0.7544
R2 0.7560 0.7560 0.7542
R1 0.7549 0.7549 0.7540 0.7555
PP 0.7535 0.7535 0.7535 0.7538
S1 0.7524 0.7524 0.7535 0.7530
S2 0.7510 0.7510 0.7533
S3 0.7485 0.7499 0.7531
S4 0.7460 0.7474 0.7524
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 0.7547 0.7457 0.0090 1.2% 0.0035 0.5% 90% True False 95
10 0.7547 0.7457 0.0090 1.2% 0.0038 0.5% 90% True False 64
20 0.7626 0.7457 0.0169 2.2% 0.0041 0.5% 48% False False 66
40 0.7697 0.7457 0.0241 3.2% 0.0041 0.5% 34% False False 43
60 0.7697 0.7336 0.0361 4.8% 0.0038 0.5% 56% False False 31
80 0.7697 0.7298 0.0400 5.3% 0.0039 0.5% 60% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7653
2.618 0.7612
1.618 0.7587
1.000 0.7572
0.618 0.7562
HIGH 0.7547
0.618 0.7537
0.500 0.7534
0.382 0.7531
LOW 0.7522
0.618 0.7506
1.000 0.7497
1.618 0.7481
2.618 0.7456
4.250 0.7415
Fisher Pivots for day following 05-Oct-2020
Pivot 1 day 3 day
R1 0.7536 0.7534
PP 0.7535 0.7530
S1 0.7534 0.7527

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

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