CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 27-Mar-2020
Day Change Summary
Previous Current
26-Mar-2020 27-Mar-2020 Change Change % Previous Week
Open 0.7020 0.7133 0.0113 1.6% 0.6958
High 0.7141 0.7194 0.0054 0.7% 0.7194
Low 0.7017 0.7080 0.0063 0.9% 0.6878
Close 0.7137 0.7180 0.0043 0.6% 0.7180
Range 0.0124 0.0115 -0.0010 -7.7% 0.0317
ATR 0.0095 0.0097 0.0001 1.4% 0.0000
Volume 181 115 -66 -36.5% 1,054
Daily Pivots for day following 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7495 0.7452 0.7243
R3 0.7380 0.7337 0.7211
R2 0.7266 0.7266 0.7201
R1 0.7223 0.7223 0.7190 0.7244
PP 0.7151 0.7151 0.7151 0.7162
S1 0.7108 0.7108 0.7170 0.7130
S2 0.7037 0.7037 0.7159
S3 0.6922 0.6994 0.7149
S4 0.6808 0.6879 0.7117
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.8033 0.7923 0.7354
R3 0.7717 0.7607 0.7267
R2 0.7400 0.7400 0.7238
R1 0.7290 0.7290 0.7209 0.7345
PP 0.7084 0.7084 0.7084 0.7111
S1 0.6974 0.6974 0.7151 0.7029
S2 0.6767 0.6767 0.7122
S3 0.6451 0.6657 0.7093
S4 0.6134 0.6341 0.7006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7194 0.6878 0.0317 4.4% 0.0107 1.5% 96% True False 210
10 0.7275 0.6827 0.0448 6.2% 0.0135 1.9% 79% False False 262
20 0.7502 0.6827 0.0675 9.4% 0.0101 1.4% 52% False False 294
40 0.7576 0.6827 0.0749 10.4% 0.0061 0.9% 47% False False 187
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 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7681
2.618 0.7494
1.618 0.7379
1.000 0.7309
0.618 0.7265
HIGH 0.7194
0.618 0.7150
0.500 0.7137
0.382 0.7123
LOW 0.7080
0.618 0.7009
1.000 0.6965
1.618 0.6894
2.618 0.6780
4.250 0.6593
Fisher Pivots for day following 27-Mar-2020
Pivot 1 day 3 day
R1 0.7166 0.7143
PP 0.7151 0.7106
S1 0.7137 0.7068

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

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