CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 04-Feb-2020
Day Change Summary
Previous Current
03-Feb-2020 04-Feb-2020 Change Change % Previous Week
Open 0.7537 0.7523 -0.0015 -0.2% 0.7591
High 0.7538 0.7537 -0.0002 0.0% 0.7603
Low 0.7520 0.7523 0.0003 0.0% 0.7548
Close 0.7521 0.7527 0.0007 0.1% 0.7557
Range 0.0019 0.0014 -0.0005 -24.3% 0.0055
ATR
Volume 24 98 74 308.3% 65
Daily Pivots for day following 04-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7571 0.7563 0.7535
R3 0.7557 0.7549 0.7531
R2 0.7543 0.7543 0.7530
R1 0.7535 0.7535 0.7528 0.7539
PP 0.7529 0.7529 0.7529 0.7531
S1 0.7521 0.7521 0.7526 0.7525
S2 0.7515 0.7515 0.7524
S3 0.7501 0.7507 0.7523
S4 0.7487 0.7493 0.7519
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% 0.0021 0.3% 9% False False 36
10 0.7666 0.7520 0.0147 1.9% 0.0024 0.3% 5% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7596
2.618 0.7573
1.618 0.7559
1.000 0.7551
0.618 0.7545
HIGH 0.7537
0.618 0.7531
0.500 0.7530
0.382 0.7528
LOW 0.7523
0.618 0.7514
1.000 0.7509
1.618 0.7500
2.618 0.7486
4.250 0.7463
Fisher Pivots for day following 04-Feb-2020
Pivot 1 day 3 day
R1 0.7530 0.7548
PP 0.7529 0.7541
S1 0.7528 0.7534

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

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