CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 04-Mar-2020
Day Change Summary
Previous Current
03-Mar-2020 04-Mar-2020 Change Change % Previous Week
Open 0.7490 0.7472 -0.0018 -0.2% 0.7525
High 0.7502 0.7493 -0.0009 -0.1% 0.7541
Low 0.7461 0.7442 -0.0019 -0.3% 0.7425
Close 0.7469 0.7456 -0.0013 -0.2% 0.7458
Range 0.0041 0.0051 0.0011 25.9% 0.0117
ATR 0.0031 0.0032 0.0001 4.7% 0.0000
Volume 455 308 -147 -32.3% 836
Daily Pivots for day following 04-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7617 0.7587 0.7484
R3 0.7566 0.7536 0.7470
R2 0.7515 0.7515 0.7465
R1 0.7485 0.7485 0.7461 0.7475
PP 0.7464 0.7464 0.7464 0.7458
S1 0.7434 0.7434 0.7451 0.7424
S2 0.7413 0.7413 0.7447
S3 0.7362 0.7383 0.7442
S4 0.7311 0.7332 0.7428
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 0.7502 0.7425 0.0078 1.0% 0.0040 0.5% 41% False False 345
10 0.7574 0.7425 0.0150 2.0% 0.0031 0.4% 21% False False 195
20 0.7574 0.7425 0.0150 2.0% 0.0025 0.3% 21% False False 127
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 0.0008
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.7710
2.618 0.7627
1.618 0.7576
1.000 0.7544
0.618 0.7525
HIGH 0.7493
0.618 0.7474
0.500 0.7468
0.382 0.7461
LOW 0.7442
0.618 0.7410
1.000 0.7391
1.618 0.7359
2.618 0.7308
4.250 0.7225
Fisher Pivots for day following 04-Mar-2020
Pivot 1 day 3 day
R1 0.7468 0.7472
PP 0.7464 0.7467
S1 0.7460 0.7461

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

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