CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 28-Feb-2020
Day Change Summary
Previous Current
27-Feb-2020 28-Feb-2020 Change Change % Previous Week
Open 0.7485 0.7468 -0.0017 -0.2% 0.7525
High 0.7492 0.7468 -0.0024 -0.3% 0.7541
Low 0.7464 0.7425 -0.0039 -0.5% 0.7425
Close 0.7478 0.7458 -0.0020 -0.3% 0.7458
Range 0.0028 0.0044 0.0016 55.4% 0.0117
ATR 0.0027 0.0029 0.0002 6.8% 0.0000
Volume 495 165 -330 -66.7% 836
Daily Pivots for day following 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7581 0.7563 0.7482
R3 0.7537 0.7519 0.7470
R2 0.7494 0.7494 0.7466
R1 0.7476 0.7476 0.7462 0.7463
PP 0.7450 0.7450 0.7450 0.7444
S1 0.7432 0.7432 0.7454 0.7420
S2 0.7407 0.7407 0.7450
S3 0.7363 0.7389 0.7446
S4 0.7320 0.7345 0.7434
Weekly Pivots for week ending 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7824 0.7758 0.7522
R3 0.7708 0.7641 0.7490
R2 0.7591 0.7591 0.7479
R1 0.7525 0.7525 0.7469 0.7500
PP 0.7475 0.7475 0.7475 0.7462
S1 0.7408 0.7408 0.7447 0.7383
S2 0.7358 0.7358 0.7437
S3 0.7242 0.7292 0.7426
S4 0.7125 0.7175 0.7394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7541 0.7425 0.0117 1.6% 0.0028 0.4% 29% False True 167
10 0.7574 0.7425 0.0150 2.0% 0.0024 0.3% 22% False True 92
20 0.7576 0.7425 0.0151 2.0% 0.0021 0.3% 22% False True 81
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 26 trading days
Fibonacci Retracements and Extensions
4.250 0.7653
2.618 0.7582
1.618 0.7538
1.000 0.7512
0.618 0.7495
HIGH 0.7468
0.618 0.7451
0.500 0.7446
0.382 0.7441
LOW 0.7425
0.618 0.7398
1.000 0.7381
1.618 0.7354
2.618 0.7311
4.250 0.7240
Fisher Pivots for day following 28-Feb-2020
Pivot 1 day 3 day
R1 0.7454 0.7477
PP 0.7450 0.7471
S1 0.7446 0.7464

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

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