CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 27-Feb-2020
Day Change Summary
Previous Current
26-Feb-2020 27-Feb-2020 Change Change % Previous Week
Open 0.7515 0.7485 -0.0030 -0.4% 0.7559
High 0.7529 0.7492 -0.0038 -0.5% 0.7574
Low 0.7499 0.7464 -0.0036 -0.5% 0.7533
Close 0.7506 0.7478 -0.0028 -0.4% 0.7570
Range 0.0030 0.0028 -0.0002 -6.7% 0.0041
ATR 0.0026 0.0027 0.0001 4.4% 0.0000
Volume 11 495 484 4,400.0% 87
Daily Pivots for day following 27-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7562 0.7548 0.7493
R3 0.7534 0.7520 0.7485
R2 0.7506 0.7506 0.7483
R1 0.7492 0.7492 0.7480 0.7485
PP 0.7478 0.7478 0.7478 0.7474
S1 0.7464 0.7464 0.7475 0.7457
S2 0.7450 0.7450 0.7472
S3 0.7422 0.7436 0.7470
S4 0.7394 0.7408 0.7462
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 0.7464 0.0111 1.5% 0.0023 0.3% 13% False True 142
10 0.7574 0.7464 0.0111 1.5% 0.0021 0.3% 13% False True 79
20 0.7579 0.7464 0.0116 1.5% 0.0020 0.3% 12% False True 74
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7611
2.618 0.7565
1.618 0.7537
1.000 0.7520
0.618 0.7509
HIGH 0.7492
0.618 0.7481
0.500 0.7478
0.382 0.7474
LOW 0.7464
0.618 0.7446
1.000 0.7436
1.618 0.7418
2.618 0.7390
4.250 0.7345
Fisher Pivots for day following 27-Feb-2020
Pivot 1 day 3 day
R1 0.7478 0.7498
PP 0.7478 0.7491
S1 0.7478 0.7484

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

View Archives - Comment on this page... - Back to Index of Symbols