CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 24-Mar-2020
Day Change Summary
Previous Current
23-Mar-2020 24-Mar-2020 Change Change % Previous Week
Open 0.6958 0.6914 -0.0044 -0.6% 0.7275
High 0.6981 0.6965 -0.0016 -0.2% 0.7275
Low 0.6878 0.6893 0.0015 0.2% 0.6827
Close 0.6893 0.6907 0.0014 0.2% 0.6939
Range 0.0103 0.0073 -0.0031 -29.6% 0.0448
ATR 0.0090 0.0088 -0.0001 -1.4% 0.0000
Volume 336 213 -123 -36.6% 1,573
Daily Pivots for day following 24-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7139 0.7095 0.6946
R3 0.7066 0.7023 0.6926
R2 0.6994 0.6994 0.6920
R1 0.6950 0.6950 0.6913 0.6936
PP 0.6921 0.6921 0.6921 0.6914
S1 0.6878 0.6878 0.6900 0.6863
S2 0.6849 0.6849 0.6893
S3 0.6776 0.6805 0.6887
S4 0.6704 0.6733 0.6867
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 0.7076 0.6827 0.0249 3.6% 0.0141 2.0% 32% False False 339
10 0.7304 0.6827 0.0477 6.9% 0.0126 1.8% 17% False False 347
20 0.7529 0.6827 0.0702 10.2% 0.0088 1.3% 11% False False 302
40 0.7603 0.6827 0.0776 11.2% 0.0054 0.8% 10% False False 175
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7273
2.618 0.7155
1.618 0.7082
1.000 0.7038
0.618 0.7010
HIGH 0.6965
0.618 0.6937
0.500 0.6929
0.382 0.6920
LOW 0.6893
0.618 0.6848
1.000 0.6820
1.618 0.6775
2.618 0.6703
4.250 0.6584
Fisher Pivots for day following 24-Mar-2020
Pivot 1 day 3 day
R1 0.6929 0.6977
PP 0.6921 0.6953
S1 0.6914 0.6930

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

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