CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 0.7585 0.7640 0.0055 0.7% 0.7619
High 0.7633 0.7648 0.0015 0.2% 0.7637
Low 0.7578 0.7608 0.0030 0.4% 0.7547
Close 0.7626 0.7620 -0.0006 -0.1% 0.7590
Range 0.0055 0.0041 -0.0015 -26.4% 0.0090
ATR 0.0041 0.0041 0.0000 0.0% 0.0000
Volume 73 20 -53 -72.6% 399
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7747 0.7724 0.7642
R3 0.7706 0.7683 0.7631
R2 0.7666 0.7666 0.7627
R1 0.7643 0.7643 0.7623 0.7634
PP 0.7625 0.7625 0.7625 0.7621
S1 0.7602 0.7602 0.7616 0.7593
S2 0.7585 0.7585 0.7612
S3 0.7544 0.7562 0.7608
S4 0.7504 0.7521 0.7597
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 0.7648 0.7547 0.0101 1.3% 0.0043 0.6% 72% True False 86
10 0.7648 0.7542 0.0106 1.4% 0.0038 0.5% 73% True False 61
20 0.7648 0.7457 0.0192 2.5% 0.0038 0.5% 85% True False 67
40 0.7697 0.7457 0.0241 3.2% 0.0041 0.5% 68% False False 59
60 0.7697 0.7436 0.0261 3.4% 0.0040 0.5% 70% False False 42
80 0.7697 0.7303 0.0394 5.2% 0.0039 0.5% 80% False False 33
100 0.7697 0.7298 0.0400 5.2% 0.0039 0.5% 81% False False 27
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 True
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7820
2.618 0.7754
1.618 0.7714
1.000 0.7689
0.618 0.7673
HIGH 0.7648
0.618 0.7633
0.500 0.7628
0.382 0.7623
LOW 0.7608
0.618 0.7582
1.000 0.7567
1.618 0.7542
2.618 0.7501
4.250 0.7435
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 0.7628 0.7617
PP 0.7625 0.7615
S1 0.7622 0.7613

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

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