CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 31-Mar-2020
Day Change Summary
Previous Current
30-Mar-2020 31-Mar-2020 Change Change % Previous Week
Open 0.7098 0.7034 -0.0065 -0.9% 0.6958
High 0.7098 0.7143 0.0045 0.6% 0.7194
Low 0.7066 0.6980 -0.0086 -1.2% 0.6878
Close 0.7072 0.7108 0.0036 0.5% 0.7180
Range 0.0032 0.0163 0.0131 409.4% 0.0317
ATR 0.0098 0.0103 0.0005 4.8% 0.0000
Volume 66 85 19 28.8% 1,054
Daily Pivots for day following 31-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7566 0.7500 0.7197
R3 0.7403 0.7337 0.7152
R2 0.7240 0.7240 0.7137
R1 0.7174 0.7174 0.7122 0.7207
PP 0.7077 0.7077 0.7077 0.7093
S1 0.7011 0.7011 0.7093 0.7044
S2 0.6914 0.6914 0.7078
S3 0.6751 0.6848 0.7063
S4 0.6588 0.6685 0.7018
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 0.6943 0.0252 3.5% 0.0111 1.6% 66% False False 131
10 0.7194 0.6827 0.0367 5.2% 0.0126 1.8% 76% False False 235
20 0.7493 0.6827 0.0666 9.4% 0.0107 1.5% 42% False False 263
40 0.7574 0.6827 0.0747 10.5% 0.0065 0.9% 38% False False 190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7836
2.618 0.7570
1.618 0.7407
1.000 0.7306
0.618 0.7244
HIGH 0.7143
0.618 0.7081
0.500 0.7062
0.382 0.7042
LOW 0.6980
0.618 0.6879
1.000 0.6817
1.618 0.6716
2.618 0.6553
4.250 0.6287
Fisher Pivots for day following 31-Mar-2020
Pivot 1 day 3 day
R1 0.7092 0.7101
PP 0.7077 0.7094
S1 0.7062 0.7087

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.