CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 09-Oct-2020
Day Change Summary
Previous Current
08-Oct-2020 09-Oct-2020 Change Change % Previous Week
Open 0.7545 0.7583 0.0039 0.5% 0.7526
High 0.7582 0.7631 0.0049 0.6% 0.7631
Low 0.7542 0.7582 0.0040 0.5% 0.7500
Close 0.7578 0.7619 0.0041 0.5% 0.7619
Range 0.0040 0.0049 0.0009 22.5% 0.0131
ATR 0.0043 0.0044 0.0001 1.8% 0.0000
Volume 35 58 23 65.7% 311
Daily Pivots for day following 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7758 0.7737 0.7645
R3 0.7709 0.7688 0.7632
R2 0.7660 0.7660 0.7627
R1 0.7639 0.7639 0.7623 0.7649
PP 0.7611 0.7611 0.7611 0.7616
S1 0.7590 0.7590 0.7614 0.7600
S2 0.7562 0.7562 0.7610
S3 0.7513 0.7541 0.7605
S4 0.7464 0.7492 0.7592
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7976 0.7928 0.7691
R3 0.7845 0.7797 0.7655
R2 0.7714 0.7714 0.7643
R1 0.7666 0.7666 0.7631 0.7690
PP 0.7583 0.7583 0.7583 0.7595
S1 0.7535 0.7535 0.7606 0.7559
S2 0.7452 0.7452 0.7594
S3 0.7321 0.7404 0.7582
S4 0.7190 0.7273 0.7546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7631 0.7500 0.0131 1.7% 0.0042 0.5% 90% True False 62
10 0.7631 0.7457 0.0175 2.3% 0.0038 0.5% 93% True False 72
20 0.7631 0.7457 0.0175 2.3% 0.0041 0.5% 93% True False 66
40 0.7697 0.7457 0.0241 3.2% 0.0042 0.5% 67% False False 47
60 0.7697 0.7360 0.0337 4.4% 0.0039 0.5% 77% False False 34
80 0.7697 0.7298 0.0400 5.2% 0.0039 0.5% 80% False False 26
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7839
2.618 0.7759
1.618 0.7710
1.000 0.7680
0.618 0.7661
HIGH 0.7631
0.618 0.7612
0.500 0.7607
0.382 0.7601
LOW 0.7582
0.618 0.7552
1.000 0.7533
1.618 0.7503
2.618 0.7454
4.250 0.7374
Fisher Pivots for day following 09-Oct-2020
Pivot 1 day 3 day
R1 0.7615 0.7601
PP 0.7611 0.7583
S1 0.7607 0.7566

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

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