CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 0.7583 0.7619 0.0036 0.5% 0.7526
High 0.7631 0.7634 0.0003 0.0% 0.7631
Low 0.7582 0.7613 0.0031 0.4% 0.7500
Close 0.7619 0.7629 0.0010 0.1% 0.7619
Range 0.0049 0.0021 -0.0028 -57.1% 0.0131
ATR 0.0044 0.0042 -0.0002 -3.7% 0.0000
Volume 58 6 -52 -89.7% 311
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7688 0.7679 0.7640
R3 0.7667 0.7658 0.7634
R2 0.7646 0.7646 0.7632
R1 0.7637 0.7637 0.7630 0.7642
PP 0.7625 0.7625 0.7625 0.7627
S1 0.7616 0.7616 0.7627 0.7621
S2 0.7604 0.7604 0.7625
S3 0.7583 0.7595 0.7623
S4 0.7562 0.7574 0.7617
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 0.7634 0.7500 0.0134 1.8% 0.0041 0.5% 96% True False 49
10 0.7634 0.7457 0.0178 2.3% 0.0038 0.5% 97% True False 72
20 0.7634 0.7457 0.0178 2.3% 0.0042 0.5% 97% True False 62
40 0.7697 0.7457 0.0241 3.2% 0.0041 0.5% 72% False False 47
60 0.7697 0.7360 0.0337 4.4% 0.0040 0.5% 80% False False 35
80 0.7697 0.7298 0.0400 5.2% 0.0038 0.5% 83% False False 27
100 0.7697 0.7127 0.0570 7.5% 0.0039 0.5% 88% 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 0.0006
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7723
2.618 0.7689
1.618 0.7668
1.000 0.7655
0.618 0.7647
HIGH 0.7634
0.618 0.7626
0.500 0.7624
0.382 0.7621
LOW 0.7613
0.618 0.7600
1.000 0.7592
1.618 0.7579
2.618 0.7558
4.250 0.7524
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 0.7627 0.7615
PP 0.7625 0.7602
S1 0.7624 0.7588

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

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