CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 07-Feb-2020
Day Change Summary
Previous Current
06-Feb-2020 07-Feb-2020 Change Change % Previous Week
Open 0.7530 0.7520 -0.0010 -0.1% 0.7537
High 0.7534 0.7530 -0.0005 -0.1% 0.7538
Low 0.7513 0.7507 -0.0007 -0.1% 0.7507
Close 0.7523 0.7516 -0.0007 -0.1% 0.7516
Range 0.0021 0.0023 0.0002 9.5% 0.0032
ATR 0.0025 0.0025 0.0000 -0.7% 0.0000
Volume 84 151 67 79.8% 522
Daily Pivots for day following 07-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7586 0.7574 0.7529
R3 0.7563 0.7551 0.7522
R2 0.7540 0.7540 0.7520
R1 0.7528 0.7528 0.7518 0.7523
PP 0.7517 0.7517 0.7517 0.7515
S1 0.7505 0.7505 0.7514 0.7500
S2 0.7494 0.7494 0.7512
S3 0.7471 0.7482 0.7510
S4 0.7448 0.7459 0.7503
Weekly Pivots for week ending 07-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7615 0.7597 0.7533
R3 0.7583 0.7565 0.7525
R2 0.7552 0.7552 0.7522
R1 0.7534 0.7534 0.7519 0.7527
PP 0.7520 0.7520 0.7520 0.7517
S1 0.7502 0.7502 0.7513 0.7496
S2 0.7489 0.7489 0.7510
S3 0.7457 0.7471 0.7507
S4 0.7426 0.7439 0.7499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7538 0.7507 0.0032 0.4% 0.0019 0.3% 30% False True 104
10 0.7603 0.7507 0.0096 1.3% 0.0020 0.3% 10% False True 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7627
2.618 0.7590
1.618 0.7567
1.000 0.7553
0.618 0.7544
HIGH 0.7530
0.618 0.7521
0.500 0.7518
0.382 0.7515
LOW 0.7507
0.618 0.7492
1.000 0.7484
1.618 0.7469
2.618 0.7446
4.250 0.7409
Fisher Pivots for day following 07-Feb-2020
Pivot 1 day 3 day
R1 0.7518 0.7522
PP 0.7517 0.7520
S1 0.7517 0.7518

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

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