CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 08-Oct-2020
Day Change Summary
Previous Current
07-Oct-2020 08-Oct-2020 Change Change % Previous Week
Open 0.7510 0.7545 0.0035 0.5% 0.7475
High 0.7554 0.7582 0.0028 0.4% 0.7539
Low 0.7500 0.7542 0.0042 0.6% 0.7457
Close 0.7541 0.7578 0.0037 0.5% 0.7521
Range 0.0054 0.0040 -0.0014 -25.9% 0.0083
ATR 0.0043 0.0043 0.0000 -0.2% 0.0000
Volume 97 35 -62 -63.9% 413
Daily Pivots for day following 08-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7687 0.7672 0.7600
R3 0.7647 0.7632 0.7589
R2 0.7607 0.7607 0.7585
R1 0.7592 0.7592 0.7581 0.7600
PP 0.7567 0.7567 0.7567 0.7571
S1 0.7552 0.7552 0.7574 0.7560
S2 0.7527 0.7527 0.7570
S3 0.7487 0.7512 0.7567
S4 0.7447 0.7472 0.7556
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 0.7582 0.7500 0.0082 1.1% 0.0036 0.5% 95% True False 55
10 0.7582 0.7457 0.0126 1.7% 0.0038 0.5% 96% True False 68
20 0.7618 0.7457 0.0161 2.1% 0.0040 0.5% 75% False False 65
40 0.7697 0.7457 0.0241 3.2% 0.0041 0.5% 50% False False 46
60 0.7697 0.7360 0.0337 4.4% 0.0039 0.5% 65% False False 34
80 0.7697 0.7298 0.0400 5.3% 0.0039 0.5% 70% False False 26
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7752
2.618 0.7687
1.618 0.7647
1.000 0.7622
0.618 0.7607
HIGH 0.7582
0.618 0.7567
0.500 0.7562
0.382 0.7557
LOW 0.7542
0.618 0.7517
1.000 0.7502
1.618 0.7477
2.618 0.7437
4.250 0.7372
Fisher Pivots for day following 08-Oct-2020
Pivot 1 day 3 day
R1 0.7572 0.7565
PP 0.7567 0.7553
S1 0.7562 0.7541

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

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