CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 03-Apr-2020
Day Change Summary
Previous Current
02-Apr-2020 03-Apr-2020 Change Change % Previous Week
Open 0.7100 0.7089 -0.0011 -0.2% 0.7098
High 0.7105 0.7101 -0.0005 -0.1% 0.7143
Low 0.7006 0.7046 0.0040 0.6% 0.6980
Close 0.7057 0.7075 0.0018 0.3% 0.7075
Range 0.0099 0.0055 -0.0044 -44.4% 0.0163
ATR 0.0102 0.0099 -0.0003 -3.3% 0.0000
Volume 66 59 -7 -10.6% 326
Daily Pivots for day following 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7239 0.7212 0.7105
R3 0.7184 0.7157 0.7090
R2 0.7129 0.7129 0.7085
R1 0.7102 0.7102 0.7080 0.7088
PP 0.7074 0.7074 0.7074 0.7067
S1 0.7047 0.7047 0.7070 0.7033
S2 0.7019 0.7019 0.7065
S3 0.6964 0.6992 0.7060
S4 0.6909 0.6937 0.7045
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7555 0.7478 0.7165
R3 0.7392 0.7315 0.7120
R2 0.7229 0.7229 0.7105
R1 0.7152 0.7152 0.7090 0.7109
PP 0.7066 0.7066 0.7066 0.7045
S1 0.6989 0.6989 0.7060 0.6946
S2 0.6903 0.6903 0.7045
S3 0.6740 0.6826 0.7030
S4 0.6577 0.6663 0.6985
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7143 0.6980 0.0163 2.3% 0.0090 1.3% 58% False False 65
10 0.7194 0.6878 0.0317 4.5% 0.0098 1.4% 62% False False 138
20 0.7397 0.6827 0.0570 8.0% 0.0115 1.6% 44% False False 232
40 0.7574 0.6827 0.0747 10.6% 0.0070 1.0% 33% False False 185
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7334
2.618 0.7244
1.618 0.7189
1.000 0.7156
0.618 0.7134
HIGH 0.7101
0.618 0.7079
0.500 0.7073
0.382 0.7067
LOW 0.7046
0.618 0.7012
1.000 0.6991
1.618 0.6957
2.618 0.6902
4.250 0.6812
Fisher Pivots for day following 03-Apr-2020
Pivot 1 day 3 day
R1 0.7074 0.7070
PP 0.7074 0.7066
S1 0.7073 0.7061

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

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