CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 03-Feb-2020
Day Change Summary
Previous Current
31-Jan-2020 03-Feb-2020 Change Change % Previous Week
Open 0.7574 0.7537 -0.0037 -0.5% 0.7591
High 0.7576 0.7538 -0.0038 -0.5% 0.7603
Low 0.7548 0.7520 -0.0029 -0.4% 0.7548
Close 0.7557 0.7521 -0.0037 -0.5% 0.7557
Range 0.0028 0.0019 -0.0009 -32.7% 0.0055
ATR
Volume 33 24 -9 -27.3% 65
Daily Pivots for day following 03-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7582 0.7570 0.7531
R3 0.7563 0.7551 0.7526
R2 0.7545 0.7545 0.7524
R1 0.7533 0.7533 0.7522 0.7529
PP 0.7526 0.7526 0.7526 0.7524
S1 0.7514 0.7514 0.7519 0.7511
S2 0.7508 0.7508 0.7517
S3 0.7489 0.7496 0.7515
S4 0.7471 0.7477 0.7510
Weekly Pivots for week ending 31-Jan-2020
Classic Woodie Camarilla DeMark
R4 0.7733 0.7699 0.7587
R3 0.7678 0.7645 0.7572
R2 0.7624 0.7624 0.7567
R1 0.7590 0.7590 0.7562 0.7580
PP 0.7569 0.7569 0.7569 0.7564
S1 0.7536 0.7536 0.7552 0.7525
S2 0.7515 0.7515 0.7547
S3 0.7460 0.7481 0.7542
S4 0.7406 0.7427 0.7527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7603 0.7520 0.0083 1.1% 0.0022 0.3% 1% False True 17
10 0.7666 0.7520 0.0147 1.9% 0.0024 0.3% 1% False True 20
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7617
2.618 0.7586
1.618 0.7568
1.000 0.7557
0.618 0.7549
HIGH 0.7538
0.618 0.7531
0.500 0.7529
0.382 0.7527
LOW 0.7520
0.618 0.7508
1.000 0.7501
1.618 0.7490
2.618 0.7471
4.250 0.7441
Fisher Pivots for day following 03-Feb-2020
Pivot 1 day 3 day
R1 0.7529 0.7549
PP 0.7526 0.7540
S1 0.7523 0.7530

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

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