CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 20-Aug-2020

Day Change Summary
	Previous	Current
	19-Aug-2020	20-Aug-2020	Change	Change %	Previous Week
Open	0.7598	0.7571	-0.0027	-0.4%	0.7474
High	0.7615	0.7595	-0.0020	-0.3%	0.7581
Low	0.7561	0.7551	-0.0010	-0.1%	0.7466
Close	0.7581	0.7588	0.0007	0.1%	0.7544
Range	0.0054	0.0044	-0.0010	-18.5%	0.0115
ATR	0.0048	0.0047	0.0000	-0.5%	0.0000
Volume	53,955	58,965	5,010	9.3%	263,867

Daily Pivots for day following 20-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7710	0.7693	0.7612
R3	0.7666	0.7649	0.7600
R2	0.7622	0.7622	0.7596
R1	0.7605	0.7605	0.7592	0.7613
PP	0.7578	0.7578	0.7578	0.7582
S1	0.7561	0.7561	0.7583	0.7569
S2	0.7534	0.7534	0.7579
S3	0.7490	0.7517	0.7575
S4	0.7446	0.7473	0.7563

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7874	0.7823	0.7607
R3	0.7759	0.7709	0.7575
R2	0.7645	0.7645	0.7565
R1	0.7594	0.7594	0.7554	0.7620
PP	0.7530	0.7530	0.7530	0.7543
S1	0.7480	0.7480	0.7534	0.7505
S2	0.7416	0.7416	0.7523
S3	0.7301	0.7365	0.7513
S4	0.7187	0.7251	0.7481

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7615	0.7535	0.0080	1.0%	0.0044	0.6%	66%	False	False	52,359
10	0.7615	0.7464	0.0151	2.0%	0.0046	0.6%	82%	False	False	53,875
20	0.7615	0.7431	0.0184	2.4%	0.0046	0.6%	85%	False	False	58,672
40	0.7615	0.7292	0.0323	4.3%	0.0045	0.6%	92%	False	False	59,018
60	0.7615	0.7230	0.0385	5.1%	0.0051	0.7%	93%	False	False	51,568
80	0.7615	0.7057	0.0558	7.3%	0.0053	0.7%	95%	False	False	38,769
100	0.7615	0.6980	0.0635	8.4%	0.0058	0.8%	96%	False	False	31,039
120	0.7615	0.6827	0.0788	10.4%	0.0065	0.9%	97%	False	False	25,913

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	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7782
2.618	0.7710
1.618	0.7666
1.000	0.7639
0.618	0.7622
HIGH	0.7595
0.618	0.7578
0.500	0.7573
0.382	0.7567
LOW	0.7551
0.618	0.7523
1.000	0.7507
1.618	0.7479
2.618	0.7435
4.250	0.7364

Fisher Pivots for day following 20-Aug-2020
Pivot	1 day	3 day
R1	0.7583	0.7586
PP	0.7578	0.7584
S1	0.7573	0.7583

Download as Excel Spreadsheet

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

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