CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 20-Feb-2020
Day Change Summary
Previous Current
19-Feb-2020 20-Feb-2020 Change Change % Previous Week
Open 0.7550 0.7542 -0.0008 -0.1% 0.7520
High 0.7564 0.7567 0.0003 0.0% 0.7551
Low 0.7548 0.7539 -0.0010 -0.1% 0.7501
Close 0.7560 0.7539 -0.0021 -0.3% 0.7545
Range 0.0016 0.0028 0.0013 80.6% 0.0050
ATR 0.0023 0.0023 0.0000 1.6% 0.0000
Volume 30 15 -15 -50.0% 152
Daily Pivots for day following 20-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7632 0.7614 0.7554
R3 0.7604 0.7586 0.7547
R2 0.7576 0.7576 0.7544
R1 0.7558 0.7558 0.7542 0.7553
PP 0.7548 0.7548 0.7548 0.7546
S1 0.7530 0.7530 0.7536 0.7525
S2 0.7520 0.7520 0.7534
S3 0.7492 0.7502 0.7531
S4 0.7464 0.7474 0.7524
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 0.7567 0.7533 0.0034 0.4% 0.0019 0.2% 18% True False 16
10 0.7567 0.7501 0.0066 0.9% 0.0019 0.3% 58% True False 43
20 0.7624 0.7501 0.0123 1.6% 0.0019 0.3% 31% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7686
2.618 0.7640
1.618 0.7612
1.000 0.7595
0.618 0.7584
HIGH 0.7567
0.618 0.7556
0.500 0.7553
0.382 0.7549
LOW 0.7539
0.618 0.7521
1.000 0.7511
1.618 0.7493
2.618 0.7465
4.250 0.7420
Fisher Pivots for day following 20-Feb-2020
Pivot 1 day 3 day
R1 0.7553 0.7550
PP 0.7548 0.7546
S1 0.7544 0.7543

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

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