CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 0.7526 0.7547 0.0021 0.3% 0.7475
High 0.7547 0.7555 0.0008 0.1% 0.7539
Low 0.7522 0.7514 -0.0008 -0.1% 0.7457
Close 0.7538 0.7523 -0.0015 -0.2% 0.7521
Range 0.0025 0.0041 0.0016 64.0% 0.0083
ATR 0.0042 0.0042 0.0000 -0.2% 0.0000
Volume 69 52 -17 -24.6% 413
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7653 0.7629 0.7545
R3 0.7612 0.7588 0.7534
R2 0.7571 0.7571 0.7530
R1 0.7547 0.7547 0.7526 0.7539
PP 0.7530 0.7530 0.7530 0.7526
S1 0.7506 0.7506 0.7519 0.7498
S2 0.7489 0.7489 0.7515
S3 0.7448 0.7465 0.7511
S4 0.7407 0.7424 0.7500
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 0.7555 0.7457 0.0098 1.3% 0.0036 0.5% 67% True False 77
10 0.7555 0.7457 0.0098 1.3% 0.0038 0.5% 67% True False 67
20 0.7626 0.7457 0.0169 2.2% 0.0041 0.5% 39% False False 63
40 0.7697 0.7457 0.0241 3.2% 0.0041 0.5% 27% False False 44
60 0.7697 0.7336 0.0361 4.8% 0.0038 0.5% 52% False False 31
80 0.7697 0.7298 0.0400 5.3% 0.0039 0.5% 56% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7729
2.618 0.7662
1.618 0.7621
1.000 0.7596
0.618 0.7580
HIGH 0.7555
0.618 0.7539
0.500 0.7534
0.382 0.7529
LOW 0.7514
0.618 0.7488
1.000 0.7473
1.618 0.7447
2.618 0.7406
4.250 0.7339
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 0.7534 0.7531
PP 0.7530 0.7528
S1 0.7526 0.7525

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

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