CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 11-Feb-2020
Day Change Summary
Previous Current
10-Feb-2020 11-Feb-2020 Change Change % Previous Week
Open 0.7520 0.7516 -0.0004 -0.1% 0.7537
High 0.7521 0.7528 0.0007 0.1% 0.7538
Low 0.7501 0.7513 0.0012 0.2% 0.7507
Close 0.7507 0.7522 0.0015 0.2% 0.7516
Range 0.0020 0.0016 -0.0005 -22.5% 0.0032
ATR 0.0025 0.0025 0.0000 -1.1% 0.0000
Volume 51 52 1 2.0% 522
Daily Pivots for day following 11-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7567 0.7560 0.7530
R3 0.7552 0.7544 0.7526
R2 0.7536 0.7536 0.7524
R1 0.7529 0.7529 0.7523 0.7533
PP 0.7521 0.7521 0.7521 0.7523
S1 0.7513 0.7513 0.7520 0.7517
S2 0.7505 0.7505 0.7519
S3 0.7490 0.7498 0.7517
S4 0.7474 0.7482 0.7513
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 0.7501 0.0037 0.5% 0.0019 0.3% 56% False False 100
10 0.7603 0.7501 0.0102 1.3% 0.0020 0.3% 20% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7594
2.618 0.7569
1.618 0.7553
1.000 0.7544
0.618 0.7538
HIGH 0.7528
0.618 0.7522
0.500 0.7520
0.382 0.7518
LOW 0.7513
0.618 0.7503
1.000 0.7497
1.618 0.7487
2.618 0.7472
4.250 0.7447
Fisher Pivots for day following 11-Feb-2020
Pivot 1 day 3 day
R1 0.7521 0.7519
PP 0.7521 0.7517
S1 0.7520 0.7515

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

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