CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 12-Mar-2020
Day Change Summary
Previous Current
11-Mar-2020 12-Mar-2020 Change Change % Previous Week
Open 0.7284 0.7252 -0.0032 -0.4% 0.7475
High 0.7304 0.7288 -0.0016 -0.2% 0.7502
Low 0.7250 0.7166 -0.0085 -1.2% 0.7438
Close 0.7261 0.7223 -0.0038 -0.5% 0.7443
Range 0.0054 0.0123 0.0069 129.0% 0.0064
ATR 0.0046 0.0052 0.0005 11.9% 0.0000
Volume 761 295 -466 -61.2% 1,561
Daily Pivots for day following 12-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7593 0.7531 0.7290
R3 0.7471 0.7408 0.7257
R2 0.7348 0.7348 0.7245
R1 0.7286 0.7286 0.7234 0.7256
PP 0.7226 0.7226 0.7226 0.7211
S1 0.7163 0.7163 0.7212 0.7133
S2 0.7103 0.7103 0.7201
S3 0.6981 0.7041 0.7189
S4 0.6858 0.6918 0.7156
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 0.7166 0.0302 4.2% 0.0086 1.2% 19% False True 293
10 0.7502 0.7166 0.0337 4.7% 0.0062 0.9% 17% False True 312
20 0.7574 0.7166 0.0409 5.7% 0.0042 0.6% 14% False True 195
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7809
2.618 0.7609
1.618 0.7486
1.000 0.7411
0.618 0.7364
HIGH 0.7288
0.618 0.7241
0.500 0.7227
0.382 0.7212
LOW 0.7166
0.618 0.7090
1.000 0.7043
1.618 0.6967
2.618 0.6845
4.250 0.6645
Fisher Pivots for day following 12-Mar-2020
Pivot 1 day 3 day
R1 0.7227 0.7254
PP 0.7226 0.7243
S1 0.7224 0.7233

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

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