CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 13-Mar-2020
Day Change Summary
Previous Current
12-Mar-2020 13-Mar-2020 Change Change % Previous Week
Open 0.7252 0.7206 -0.0046 -0.6% 0.7397
High 0.7288 0.7252 -0.0036 -0.5% 0.7397
Low 0.7166 0.7153 -0.0013 -0.2% 0.7153
Close 0.7223 0.7183 -0.0040 -0.6% 0.7183
Range 0.0123 0.0099 -0.0024 -19.2% 0.0244
ATR 0.0052 0.0055 0.0003 6.6% 0.0000
Volume 295 299 4 1.4% 1,694
Daily Pivots for day following 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7493 0.7437 0.7237
R3 0.7394 0.7338 0.7210
R2 0.7295 0.7295 0.7201
R1 0.7239 0.7239 0.7192 0.7218
PP 0.7196 0.7196 0.7196 0.7185
S1 0.7140 0.7140 0.7174 0.7119
S2 0.7097 0.7097 0.7165
S3 0.6998 0.7041 0.7156
S4 0.6899 0.6942 0.7129
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7975 0.7822 0.7317
R3 0.7731 0.7579 0.7250
R2 0.7488 0.7488 0.7228
R1 0.7335 0.7335 0.7205 0.7290
PP 0.7244 0.7244 0.7244 0.7221
S1 0.7092 0.7092 0.7161 0.7046
S2 0.7001 0.7001 0.7138
S3 0.6757 0.6848 0.7116
S4 0.6514 0.6605 0.7049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7397 0.7153 0.0244 3.4% 0.0099 1.4% 12% False True 338
10 0.7502 0.7153 0.0349 4.9% 0.0068 0.9% 9% False True 325
20 0.7574 0.7153 0.0421 5.9% 0.0046 0.6% 7% False True 209
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7673
2.618 0.7511
1.618 0.7412
1.000 0.7351
0.618 0.7313
HIGH 0.7252
0.618 0.7214
0.500 0.7203
0.382 0.7191
LOW 0.7153
0.618 0.7092
1.000 0.7054
1.618 0.6993
2.618 0.6894
4.250 0.6732
Fisher Pivots for day following 13-Mar-2020
Pivot 1 day 3 day
R1 0.7203 0.7228
PP 0.7196 0.7213
S1 0.7190 0.7198

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

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