CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 06-Feb-2020
Day Change Summary
Previous Current
05-Feb-2020 06-Feb-2020 Change Change % Previous Week
Open 0.7525 0.7530 0.0005 0.1% 0.7591
High 0.7538 0.7534 -0.0004 0.0% 0.7603
Low 0.7520 0.7513 -0.0007 -0.1% 0.7548
Close 0.7522 0.7523 0.0001 0.0% 0.7557
Range 0.0018 0.0021 0.0004 20.0% 0.0055
ATR 0.0000 0.0025 0.0025 0.0000
Volume 165 84 -81 -49.1% 65
Daily Pivots for day following 06-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7586 0.7575 0.7534
R3 0.7565 0.7554 0.7528
R2 0.7544 0.7544 0.7526
R1 0.7533 0.7533 0.7524 0.7528
PP 0.7523 0.7523 0.7523 0.7521
S1 0.7512 0.7512 0.7521 0.7507
S2 0.7502 0.7502 0.7519
S3 0.7481 0.7491 0.7517
S4 0.7460 0.7470 0.7511
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 0.7576 0.7513 0.0063 0.8% 0.0020 0.3% 15% False True 80
10 0.7624 0.7513 0.0111 1.5% 0.0019 0.3% 9% False True 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7623
2.618 0.7589
1.618 0.7568
1.000 0.7555
0.618 0.7547
HIGH 0.7534
0.618 0.7526
0.500 0.7524
0.382 0.7521
LOW 0.7513
0.618 0.7500
1.000 0.7492
1.618 0.7479
2.618 0.7458
4.250 0.7424
Fisher Pivots for day following 06-Feb-2020
Pivot 1 day 3 day
R1 0.7524 0.7525
PP 0.7523 0.7524
S1 0.7523 0.7523

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

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