CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 23-Mar-2020
Day Change Summary
Previous Current
20-Mar-2020 23-Mar-2020 Change Change % Previous Week
Open 0.6960 0.6958 -0.0002 0.0% 0.7275
High 0.7076 0.6981 -0.0096 -1.3% 0.7275
Low 0.6894 0.6878 -0.0017 -0.2% 0.6827
Close 0.6939 0.6893 -0.0046 -0.7% 0.6939
Range 0.0182 0.0103 -0.0079 -43.4% 0.0448
ATR 0.0088 0.0090 0.0001 1.2% 0.0000
Volume 414 336 -78 -18.8% 1,573
Daily Pivots for day following 23-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7226 0.7162 0.6949
R3 0.7123 0.7059 0.6921
R2 0.7020 0.7020 0.6911
R1 0.6956 0.6956 0.6902 0.6937
PP 0.6917 0.6917 0.6917 0.6907
S1 0.6853 0.6853 0.6883 0.6834
S2 0.6814 0.6814 0.6874
S3 0.6711 0.6750 0.6864
S4 0.6608 0.6647 0.6836
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.8358 0.8096 0.7185
R3 0.7910 0.7648 0.7062
R2 0.7462 0.7462 0.7021
R1 0.7200 0.7200 0.6980 0.7107
PP 0.7014 0.7014 0.7014 0.6967
S1 0.6752 0.6752 0.6897 0.6659
S2 0.6566 0.6566 0.6856
S3 0.6118 0.6304 0.6815
S4 0.5670 0.5856 0.6692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7171 0.6827 0.0344 5.0% 0.0156 2.3% 19% False False 368
10 0.7342 0.6827 0.0515 7.5% 0.0128 1.9% 13% False False 347
20 0.7533 0.6827 0.0706 10.2% 0.0086 1.2% 9% False False 294
40 0.7603 0.6827 0.0776 11.3% 0.0052 0.8% 8% False False 170
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0029
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7418
2.618 0.7250
1.618 0.7147
1.000 0.7084
0.618 0.7044
HIGH 0.6981
0.618 0.6941
0.500 0.6929
0.382 0.6917
LOW 0.6878
0.618 0.6814
1.000 0.6775
1.618 0.6711
2.618 0.6608
4.250 0.6440
Fisher Pivots for day following 23-Mar-2020
Pivot 1 day 3 day
R1 0.6929 0.6952
PP 0.6917 0.6932
S1 0.6905 0.6912

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

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