CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 05-Feb-2020
Day Change Summary
Previous Current
04-Feb-2020 05-Feb-2020 Change Change % Previous Week
Open 0.7523 0.7525 0.0003 0.0% 0.7591
High 0.7537 0.7538 0.0001 0.0% 0.7603
Low 0.7523 0.7520 -0.0003 0.0% 0.7548
Close 0.7527 0.7522 -0.0005 -0.1% 0.7557
Range 0.0014 0.0018 0.0004 25.0% 0.0055
ATR
Volume 98 165 67 68.4% 65
Daily Pivots for day following 05-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7579 0.7568 0.7532
R3 0.7562 0.7551 0.7527
R2 0.7544 0.7544 0.7525
R1 0.7533 0.7533 0.7524 0.7530
PP 0.7527 0.7527 0.7527 0.7525
S1 0.7516 0.7516 0.7520 0.7512
S2 0.7509 0.7509 0.7519
S3 0.7492 0.7498 0.7517
S4 0.7474 0.7481 0.7512
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 0.7579 0.7520 0.0060 0.8% 0.0019 0.3% 4% False False 68
10 0.7624 0.7520 0.0104 1.4% 0.0019 0.3% 2% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7612
2.618 0.7583
1.618 0.7566
1.000 0.7555
0.618 0.7548
HIGH 0.7538
0.618 0.7531
0.500 0.7529
0.382 0.7527
LOW 0.7520
0.618 0.7509
1.000 0.7503
1.618 0.7492
2.618 0.7474
4.250 0.7446
Fisher Pivots for day following 05-Feb-2020
Pivot 1 day 3 day
R1 0.7529 0.7529
PP 0.7527 0.7527
S1 0.7524 0.7524

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

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