CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 30-Mar-2020
Day Change Summary
Previous Current
27-Mar-2020 30-Mar-2020 Change Change % Previous Week
Open 0.7133 0.7098 -0.0035 -0.5% 0.6958
High 0.7194 0.7098 -0.0096 -1.3% 0.7194
Low 0.7080 0.7066 -0.0014 -0.2% 0.6878
Close 0.7180 0.7072 -0.0108 -1.5% 0.7180
Range 0.0115 0.0032 -0.0083 -72.1% 0.0317
ATR 0.0097 0.0098 0.0001 1.3% 0.0000
Volume 115 66 -49 -42.6% 1,054
Daily Pivots for day following 30-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7175 0.7155 0.7090
R3 0.7143 0.7123 0.7081
R2 0.7111 0.7111 0.7078
R1 0.7091 0.7091 0.7075 0.7085
PP 0.7079 0.7079 0.7079 0.7076
S1 0.7059 0.7059 0.7069 0.7053
S2 0.7047 0.7047 0.7066
S3 0.7015 0.7027 0.7063
S4 0.6983 0.6995 0.7054
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 0.6893 0.0302 4.3% 0.0092 1.3% 60% False False 156
10 0.7194 0.6827 0.0367 5.2% 0.0124 1.8% 67% False False 262
20 0.7502 0.6827 0.0675 9.5% 0.0101 1.4% 36% False False 282
40 0.7574 0.6827 0.0747 10.6% 0.0061 0.9% 33% False False 188
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7234
2.618 0.7182
1.618 0.7150
1.000 0.7130
0.618 0.7118
HIGH 0.7098
0.618 0.7086
0.500 0.7082
0.382 0.7078
LOW 0.7066
0.618 0.7046
1.000 0.7034
1.618 0.7014
2.618 0.6982
4.250 0.6930
Fisher Pivots for day following 30-Mar-2020
Pivot 1 day 3 day
R1 0.7082 0.7105
PP 0.7079 0.7094
S1 0.7075 0.7083

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

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