CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 0.7611 0.7615 0.0004 0.0% 0.7526
High 0.7637 0.7627 -0.0010 -0.1% 0.7631
Low 0.7609 0.7603 -0.0007 -0.1% 0.7500
Close 0.7614 0.7611 -0.0003 0.0% 0.7619
Range 0.0028 0.0025 -0.0004 -12.5% 0.0131
ATR 0.0041 0.0040 -0.0001 -2.9% 0.0000
Volume 54 30 -24 -44.4% 311
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7687 0.7674 0.7624
R3 0.7663 0.7649 0.7618
R2 0.7638 0.7638 0.7615
R1 0.7625 0.7625 0.7613 0.7619
PP 0.7614 0.7614 0.7614 0.7611
S1 0.7600 0.7600 0.7609 0.7595
S2 0.7589 0.7589 0.7607
S3 0.7565 0.7576 0.7604
S4 0.7540 0.7551 0.7598
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 0.7637 0.7542 0.0095 1.2% 0.0033 0.4% 73% False False 36
10 0.7637 0.7500 0.0137 1.8% 0.0033 0.4% 81% False False 59
20 0.7637 0.7457 0.0181 2.4% 0.0041 0.5% 86% False False 62
40 0.7697 0.7457 0.0241 3.2% 0.0041 0.5% 64% False False 49
60 0.7697 0.7422 0.0275 3.6% 0.0039 0.5% 69% False False 35
80 0.7697 0.7298 0.0400 5.2% 0.0038 0.5% 78% False False 27
100 0.7697 0.7234 0.0464 6.1% 0.0039 0.5% 81% False False 23
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7731
2.618 0.7691
1.618 0.7667
1.000 0.7652
0.618 0.7642
HIGH 0.7627
0.618 0.7618
0.500 0.7615
0.382 0.7612
LOW 0.7603
0.618 0.7587
1.000 0.7578
1.618 0.7563
2.618 0.7538
4.250 0.7498
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 0.7615 0.7620
PP 0.7614 0.7617
S1 0.7612 0.7614

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

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