CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 01-Apr-2020
Day Change Summary
Previous Current
31-Mar-2020 01-Apr-2020 Change Change % Previous Week
Open 0.7034 0.7116 0.0083 1.2% 0.6958
High 0.7143 0.7116 -0.0027 -0.4% 0.7194
Low 0.6980 0.7017 0.0037 0.5% 0.6878
Close 0.7108 0.7041 -0.0067 -0.9% 0.7180
Range 0.0163 0.0099 -0.0064 -39.3% 0.0317
ATR 0.0103 0.0102 0.0000 -0.2% 0.0000
Volume 85 50 -35 -41.2% 1,054
Daily Pivots for day following 01-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7355 0.7297 0.7095
R3 0.7256 0.7198 0.7068
R2 0.7157 0.7157 0.7059
R1 0.7099 0.7099 0.7050 0.7079
PP 0.7058 0.7058 0.7058 0.7048
S1 0.7000 0.7000 0.7032 0.6980
S2 0.6959 0.6959 0.7023
S3 0.6860 0.6901 0.7014
S4 0.6761 0.6802 0.6987
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 0.6980 0.0214 3.0% 0.0107 1.5% 29% False False 99
10 0.7194 0.6827 0.0367 5.2% 0.0113 1.6% 58% False False 193
20 0.7468 0.6827 0.0641 9.1% 0.0110 1.6% 33% False False 250
40 0.7574 0.6827 0.0747 10.6% 0.0067 1.0% 29% False False 188
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7537
2.618 0.7375
1.618 0.7276
1.000 0.7215
0.618 0.7177
HIGH 0.7116
0.618 0.7078
0.500 0.7067
0.382 0.7055
LOW 0.7017
0.618 0.6956
1.000 0.6918
1.618 0.6857
2.618 0.6758
4.250 0.6596
Fisher Pivots for day following 01-Apr-2020
Pivot 1 day 3 day
R1 0.7067 0.7062
PP 0.7058 0.7055
S1 0.7050 0.7048

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

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