CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 14-Feb-2020
Day Change Summary
Previous Current
13-Feb-2020 14-Feb-2020 Change Change % Previous Week
Open 0.7542 0.7545 0.0003 0.0% 0.7520
High 0.7547 0.7551 0.0004 0.0% 0.7551
Low 0.7537 0.7537 0.0001 0.0% 0.7501
Close 0.7540 0.7545 0.0005 0.1% 0.7545
Range 0.0011 0.0014 0.0003 28.6% 0.0050
ATR 0.0024 0.0023 -0.0001 -3.1% 0.0000
Volume 28 4 -24 -85.7% 152
Daily Pivots for day following 14-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7585 0.7578 0.7552
R3 0.7571 0.7565 0.7548
R2 0.7558 0.7558 0.7547
R1 0.7551 0.7551 0.7546 0.7548
PP 0.7544 0.7544 0.7544 0.7542
S1 0.7538 0.7538 0.7543 0.7534
S2 0.7531 0.7531 0.7542
S3 0.7517 0.7524 0.7541
S4 0.7504 0.7511 0.7537
Weekly Pivots for week ending 14-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7681 0.7662 0.7572
R3 0.7631 0.7613 0.7558
R2 0.7582 0.7582 0.7554
R1 0.7563 0.7563 0.7549 0.7572
PP 0.7532 0.7532 0.7532 0.7537
S1 0.7514 0.7514 0.7540 0.7523
S2 0.7483 0.7483 0.7535
S3 0.7433 0.7464 0.7531
S4 0.7384 0.7415 0.7517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7551 0.7501 0.0050 0.7% 0.0016 0.2% 88% True False 30
10 0.7551 0.7501 0.0050 0.7% 0.0017 0.2% 88% True False 67
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 0.7608
2.618 0.7586
1.618 0.7572
1.000 0.7564
0.618 0.7559
HIGH 0.7551
0.618 0.7545
0.500 0.7544
0.382 0.7542
LOW 0.7537
0.618 0.7529
1.000 0.7524
1.618 0.7515
2.618 0.7502
4.250 0.7480
Fisher Pivots for day following 14-Feb-2020
Pivot 1 day 3 day
R1 0.7544 0.7543
PP 0.7544 0.7542
S1 0.7544 0.7540

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

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