CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 02-Mar-2020
Day Change Summary
Previous Current
28-Feb-2020 02-Mar-2020 Change Change % Previous Week
Open 0.7468 0.7475 0.0007 0.1% 0.7525
High 0.7468 0.7502 0.0034 0.5% 0.7541
Low 0.7425 0.7466 0.0042 0.6% 0.7425
Close 0.7458 0.7484 0.0026 0.3% 0.7458
Range 0.0044 0.0036 -0.0008 -17.2% 0.0117
ATR 0.0029 0.0030 0.0001 3.7% 0.0000
Volume 165 305 140 84.8% 836
Daily Pivots for day following 02-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7592 0.7574 0.7503
R3 0.7556 0.7538 0.7493
R2 0.7520 0.7520 0.7490
R1 0.7502 0.7502 0.7487 0.7511
PP 0.7484 0.7484 0.7484 0.7488
S1 0.7466 0.7466 0.7480 0.7475
S2 0.7448 0.7448 0.7477
S3 0.7412 0.7430 0.7474
S4 0.7376 0.7394 0.7464
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 0.7533 0.7425 0.0109 1.4% 0.0031 0.4% 54% False False 205
10 0.7574 0.7425 0.0150 2.0% 0.0026 0.3% 39% False False 122
20 0.7574 0.7425 0.0150 2.0% 0.0022 0.3% 39% False False 95
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 0.7655
2.618 0.7596
1.618 0.7560
1.000 0.7538
0.618 0.7524
HIGH 0.7502
0.618 0.7488
0.500 0.7484
0.382 0.7480
LOW 0.7466
0.618 0.7444
1.000 0.7430
1.618 0.7408
2.618 0.7372
4.250 0.7313
Fisher Pivots for day following 02-Mar-2020
Pivot 1 day 3 day
R1 0.7484 0.7477
PP 0.7484 0.7470
S1 0.7484 0.7463

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

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