CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 12-Feb-2020
Day Change Summary
Previous Current
11-Feb-2020 12-Feb-2020 Change Change % Previous Week
Open 0.7516 0.7530 0.0014 0.2% 0.7537
High 0.7528 0.7549 0.0021 0.3% 0.7538
Low 0.7513 0.7530 0.0018 0.2% 0.7507
Close 0.7522 0.7539 0.0018 0.2% 0.7516
Range 0.0016 0.0019 0.0004 22.6% 0.0032
ATR 0.0025 0.0025 0.0000 0.9% 0.0000
Volume 52 17 -35 -67.3% 522
Daily Pivots for day following 12-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7596 0.7587 0.7549
R3 0.7577 0.7568 0.7544
R2 0.7558 0.7558 0.7542
R1 0.7549 0.7549 0.7541 0.7554
PP 0.7539 0.7539 0.7539 0.7542
S1 0.7530 0.7530 0.7537 0.7535
S2 0.7520 0.7520 0.7536
S3 0.7501 0.7511 0.7534
S4 0.7482 0.7492 0.7529
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 0.7549 0.7501 0.0048 0.6% 0.0020 0.3% 79% True False 71
10 0.7579 0.7501 0.0078 1.0% 0.0019 0.3% 49% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7630
2.618 0.7599
1.618 0.7580
1.000 0.7568
0.618 0.7561
HIGH 0.7549
0.618 0.7542
0.500 0.7540
0.382 0.7537
LOW 0.7530
0.618 0.7518
1.000 0.7511
1.618 0.7499
2.618 0.7480
4.250 0.7449
Fisher Pivots for day following 12-Feb-2020
Pivot 1 day 3 day
R1 0.7540 0.7534
PP 0.7539 0.7530
S1 0.7539 0.7525

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

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