CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 03-Mar-2020
Day Change Summary
Previous Current
02-Mar-2020 03-Mar-2020 Change Change % Previous Week
Open 0.7475 0.7490 0.0015 0.2% 0.7525
High 0.7502 0.7502 -0.0001 0.0% 0.7541
Low 0.7466 0.7461 -0.0005 -0.1% 0.7425
Close 0.7484 0.7469 -0.0015 -0.2% 0.7458
Range 0.0036 0.0041 0.0005 12.5% 0.0117
ATR 0.0030 0.0031 0.0001 2.5% 0.0000
Volume 305 455 150 49.2% 836
Daily Pivots for day following 03-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7599 0.7574 0.7491
R3 0.7558 0.7534 0.7480
R2 0.7518 0.7518 0.7476
R1 0.7493 0.7493 0.7473 0.7485
PP 0.7477 0.7477 0.7477 0.7473
S1 0.7453 0.7453 0.7465 0.7445
S2 0.7437 0.7437 0.7462
S3 0.7396 0.7412 0.7458
S4 0.7356 0.7372 0.7447
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 0.7529 0.7425 0.0105 1.4% 0.0036 0.5% 43% False False 286
10 0.7574 0.7425 0.0150 2.0% 0.0028 0.4% 30% False False 168
20 0.7574 0.7425 0.0150 2.0% 0.0023 0.3% 30% False False 116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7674
2.618 0.7608
1.618 0.7567
1.000 0.7542
0.618 0.7527
HIGH 0.7502
0.618 0.7486
0.500 0.7481
0.382 0.7476
LOW 0.7461
0.618 0.7436
1.000 0.7421
1.618 0.7395
2.618 0.7355
4.250 0.7289
Fisher Pivots for day following 03-Mar-2020
Pivot 1 day 3 day
R1 0.7481 0.7467
PP 0.7477 0.7465
S1 0.7473 0.7463

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

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