CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 09-Mar-2020
Day Change Summary
Previous Current
06-Mar-2020 09-Mar-2020 Change Change % Previous Week
Open 0.7461 0.7397 -0.0065 -0.9% 0.7475
High 0.7468 0.7397 -0.0071 -1.0% 0.7502
Low 0.7438 0.7266 -0.0172 -2.3% 0.7438
Close 0.7443 0.7334 -0.0110 -1.5% 0.7443
Range 0.0030 0.0131 0.0101 342.4% 0.0064
ATR 0.0032 0.0042 0.0010 32.9% 0.0000
Volume 71 128 57 80.3% 1,561
Daily Pivots for day following 09-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7724 0.7659 0.7405
R3 0.7593 0.7529 0.7369
R2 0.7463 0.7463 0.7357
R1 0.7398 0.7398 0.7345 0.7365
PP 0.7332 0.7332 0.7332 0.7316
S1 0.7268 0.7268 0.7322 0.7235
S2 0.7202 0.7202 0.7310
S3 0.7071 0.7137 0.7298
S4 0.6941 0.7007 0.7262
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7653 0.7612 0.7478
R3 0.7589 0.7548 0.7461
R2 0.7525 0.7525 0.7455
R1 0.7484 0.7484 0.7449 0.7473
PP 0.7461 0.7461 0.7461 0.7455
S1 0.7420 0.7420 0.7437 0.7409
S2 0.7397 0.7397 0.7431
S3 0.7333 0.7356 0.7425
S4 0.7269 0.7292 0.7408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7502 0.7266 0.0236 3.2% 0.0055 0.8% 29% False True 276
10 0.7533 0.7266 0.0267 3.6% 0.0043 0.6% 25% False True 241
20 0.7574 0.7266 0.0308 4.2% 0.0031 0.4% 22% False True 138
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 35 trading days
Fibonacci Retracements and Extensions
4.250 0.7951
2.618 0.7738
1.618 0.7608
1.000 0.7527
0.618 0.7477
HIGH 0.7397
0.618 0.7347
0.500 0.7331
0.382 0.7316
LOW 0.7266
0.618 0.7185
1.000 0.7136
1.618 0.7055
2.618 0.6924
4.250 0.6711
Fisher Pivots for day following 09-Mar-2020
Pivot 1 day 3 day
R1 0.7333 0.7367
PP 0.7332 0.7356
S1 0.7331 0.7345

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

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