CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 11-Mar-2020
Day Change Summary
Previous Current
10-Mar-2020 11-Mar-2020 Change Change % Previous Week
Open 0.7316 0.7284 -0.0032 -0.4% 0.7475
High 0.7342 0.7304 -0.0038 -0.5% 0.7502
Low 0.7250 0.7250 0.0000 0.0% 0.7438
Close 0.7276 0.7261 -0.0015 -0.2% 0.7443
Range 0.0092 0.0054 -0.0038 -41.5% 0.0064
ATR 0.0045 0.0046 0.0001 1.3% 0.0000
Volume 211 761 550 260.7% 1,561
Daily Pivots for day following 11-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7432 0.7400 0.7290
R3 0.7378 0.7346 0.7275
R2 0.7325 0.7325 0.7270
R1 0.7293 0.7293 0.7265 0.7282
PP 0.7271 0.7271 0.7271 0.7266
S1 0.7239 0.7239 0.7256 0.7229
S2 0.7218 0.7218 0.7251
S3 0.7164 0.7186 0.7246
S4 0.7111 0.7132 0.7231
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 0.7468 0.7250 0.0218 3.0% 0.0066 0.9% 5% False True 318
10 0.7502 0.7250 0.0252 3.5% 0.0053 0.7% 4% False True 332
20 0.7574 0.7250 0.0324 4.5% 0.0036 0.5% 3% False True 181
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7531
2.618 0.7444
1.618 0.7390
1.000 0.7357
0.618 0.7337
HIGH 0.7304
0.618 0.7283
0.500 0.7277
0.382 0.7270
LOW 0.7250
0.618 0.7217
1.000 0.7197
1.618 0.7163
2.618 0.7110
4.250 0.7023
Fisher Pivots for day following 11-Mar-2020
Pivot 1 day 3 day
R1 0.7277 0.7323
PP 0.7271 0.7302
S1 0.7266 0.7281

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

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