CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 19-Mar-2020
Day Change Summary
Previous Current
18-Mar-2020 19-Mar-2020 Change Change % Previous Week
Open 0.7062 0.6907 -0.0155 -2.2% 0.7397
High 0.7069 0.6945 -0.0124 -1.8% 0.7397
Low 0.6840 0.6827 -0.0013 -0.2% 0.7153
Close 0.6874 0.6903 0.0030 0.4% 0.7183
Range 0.0229 0.0118 -0.0112 -48.7% 0.0244
ATR 0.0078 0.0081 0.0003 3.5% 0.0000
Volume 466 267 -199 -42.7% 1,694
Daily Pivots for day following 19-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7244 0.7191 0.6968
R3 0.7127 0.7074 0.6935
R2 0.7009 0.7009 0.6925
R1 0.6956 0.6956 0.6914 0.6924
PP 0.6892 0.6892 0.6892 0.6875
S1 0.6839 0.6839 0.6892 0.6806
S2 0.6774 0.6774 0.6881
S3 0.6657 0.6721 0.6871
S4 0.6539 0.6604 0.6838
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 0.7275 0.6827 0.0448 6.5% 0.0146 2.1% 17% False True 291
10 0.7468 0.6827 0.0641 9.3% 0.0116 1.7% 12% False True 292
20 0.7574 0.6827 0.0747 10.8% 0.0073 1.1% 10% False True 264
40 0.7624 0.6827 0.0797 11.5% 0.0046 0.7% 10% False True 153
Crabel Price Patterns
NR True
NR4 True
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7444
2.618 0.7252
1.618 0.7135
1.000 0.7062
0.618 0.7017
HIGH 0.6945
0.618 0.6900
0.500 0.6886
0.382 0.6872
LOW 0.6827
0.618 0.6754
1.000 0.6710
1.618 0.6637
2.618 0.6519
4.250 0.6328
Fisher Pivots for day following 19-Mar-2020
Pivot 1 day 3 day
R1 0.6897 0.6999
PP 0.6892 0.6967
S1 0.6886 0.6935

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

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