CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 19-Feb-2020
Day Change Summary
Previous Current
18-Feb-2020 19-Feb-2020 Change Change % Previous Week
Open 0.7559 0.7550 -0.0009 -0.1% 0.7520
High 0.7559 0.7564 0.0005 0.1% 0.7551
Low 0.7533 0.7548 0.0015 0.2% 0.7501
Close 0.7545 0.7560 0.0015 0.2% 0.7545
Range 0.0026 0.0016 -0.0011 -40.4% 0.0050
ATR 0.0023 0.0023 0.0000 -1.4% 0.0000
Volume 3 30 27 900.0% 152
Daily Pivots for day following 19-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7604 0.7597 0.7568
R3 0.7588 0.7582 0.7564
R2 0.7573 0.7573 0.7562
R1 0.7566 0.7566 0.7561 0.7569
PP 0.7557 0.7557 0.7557 0.7559
S1 0.7551 0.7551 0.7558 0.7554
S2 0.7542 0.7542 0.7557
S3 0.7526 0.7535 0.7555
S4 0.7511 0.7520 0.7551
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 0.7564 0.7530 0.0034 0.4% 0.0017 0.2% 88% True False 16
10 0.7564 0.7501 0.0063 0.8% 0.0018 0.2% 94% True False 58
20 0.7666 0.7501 0.0165 2.2% 0.0021 0.3% 35% False False 43
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7629
2.618 0.7604
1.618 0.7589
1.000 0.7579
0.618 0.7573
HIGH 0.7564
0.618 0.7558
0.500 0.7556
0.382 0.7554
LOW 0.7548
0.618 0.7538
1.000 0.7533
1.618 0.7523
2.618 0.7507
4.250 0.7482
Fisher Pivots for day following 19-Feb-2020
Pivot 1 day 3 day
R1 0.7558 0.7556
PP 0.7557 0.7552
S1 0.7556 0.7548

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

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