CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 26-Feb-2020
Day Change Summary
Previous Current
25-Feb-2020 26-Feb-2020 Change Change % Previous Week
Open 0.7528 0.7515 -0.0013 -0.2% 0.7559
High 0.7533 0.7529 -0.0004 -0.1% 0.7574
Low 0.7518 0.7499 -0.0019 -0.3% 0.7533
Close 0.7532 0.7506 -0.0027 -0.4% 0.7570
Range 0.0015 0.0030 0.0015 100.0% 0.0041
ATR 0.0025 0.0026 0.0001 2.1% 0.0000
Volume 52 11 -41 -78.8% 87
Daily Pivots for day following 26-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7601 0.7583 0.7522
R3 0.7571 0.7553 0.7514
R2 0.7541 0.7541 0.7511
R1 0.7523 0.7523 0.7508 0.7517
PP 0.7511 0.7511 0.7511 0.7508
S1 0.7493 0.7493 0.7503 0.7487
S2 0.7481 0.7481 0.7500
S3 0.7451 0.7463 0.7497
S4 0.7421 0.7433 0.7489
Weekly Pivots for week ending 21-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7682 0.7667 0.7592
R3 0.7641 0.7626 0.7581
R2 0.7600 0.7600 0.7577
R1 0.7585 0.7585 0.7573 0.7592
PP 0.7559 0.7559 0.7559 0.7563
S1 0.7544 0.7544 0.7566 0.7551
S2 0.7518 0.7518 0.7562
S3 0.7477 0.7503 0.7558
S4 0.7436 0.7462 0.7547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7574 0.7499 0.0075 1.0% 0.0023 0.3% 9% False True 46
10 0.7574 0.7499 0.0075 1.0% 0.0020 0.3% 9% False True 31
20 0.7603 0.7499 0.0104 1.4% 0.0020 0.3% 6% False True 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7657
2.618 0.7608
1.618 0.7578
1.000 0.7559
0.618 0.7548
HIGH 0.7529
0.618 0.7518
0.500 0.7514
0.382 0.7510
LOW 0.7499
0.618 0.7480
1.000 0.7469
1.618 0.7450
2.618 0.7420
4.250 0.7372
Fisher Pivots for day following 26-Feb-2020
Pivot 1 day 3 day
R1 0.7514 0.7520
PP 0.7511 0.7515
S1 0.7508 0.7510

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

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