CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 0.7569 0.7596 0.0027 0.4% 0.7619
High 0.7592 0.7607 0.0016 0.2% 0.7637
Low 0.7559 0.7584 0.0026 0.3% 0.7547
Close 0.7590 0.7590 0.0001 0.0% 0.7590
Range 0.0033 0.0023 -0.0010 -30.3% 0.0090
ATR 0.0041 0.0040 -0.0001 -3.1% 0.0000
Volume 254 28 -226 -89.0% 399
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7663 0.7649 0.7603
R3 0.7640 0.7626 0.7596
R2 0.7617 0.7617 0.7594
R1 0.7603 0.7603 0.7592 0.7599
PP 0.7594 0.7594 0.7594 0.7591
S1 0.7580 0.7580 0.7588 0.7576
S2 0.7571 0.7571 0.7586
S3 0.7548 0.7557 0.7584
S4 0.7525 0.7534 0.7577
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7861 0.7815 0.7639
R3 0.7771 0.7725 0.7614
R2 0.7681 0.7681 0.7606
R1 0.7635 0.7635 0.7598 0.7613
PP 0.7591 0.7591 0.7591 0.7580
S1 0.7545 0.7545 0.7581 0.7523
S2 0.7501 0.7501 0.7573
S3 0.7411 0.7455 0.7565
S4 0.7321 0.7365 0.7540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7637 0.7547 0.0090 1.2% 0.0035 0.5% 48% False False 84
10 0.7637 0.7500 0.0137 1.8% 0.0038 0.5% 66% False False 66
20 0.7637 0.7457 0.0181 2.4% 0.0038 0.5% 74% False False 65
40 0.7697 0.7457 0.0241 3.2% 0.0041 0.5% 56% False False 57
60 0.7697 0.7436 0.0261 3.4% 0.0039 0.5% 59% False False 40
80 0.7697 0.7298 0.0400 5.3% 0.0038 0.5% 73% False False 32
100 0.7697 0.7238 0.0459 6.0% 0.0040 0.5% 77% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7705
2.618 0.7667
1.618 0.7644
1.000 0.7630
0.618 0.7621
HIGH 0.7607
0.618 0.7598
0.500 0.7596
0.382 0.7593
LOW 0.7584
0.618 0.7570
1.000 0.7561
1.618 0.7547
2.618 0.7524
4.250 0.7486
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 0.7596 0.7586
PP 0.7594 0.7583
S1 0.7592 0.7579

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

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