CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 07-Apr-2020
Day Change Summary
Previous Current
06-Apr-2020 07-Apr-2020 Change Change % Previous Week
Open 0.7026 0.7131 0.0105 1.5% 0.7098
High 0.7109 0.7180 0.0071 1.0% 0.7143
Low 0.7025 0.7089 0.0064 0.9% 0.6980
Close 0.7094 0.7159 0.0065 0.9% 0.7075
Range 0.0084 0.0091 0.0007 8.3% 0.0163
ATR 0.0098 0.0097 0.0000 -0.5% 0.0000
Volume 552 30 -522 -94.6% 326
Daily Pivots for day following 07-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7415 0.7378 0.7209
R3 0.7324 0.7287 0.7184
R2 0.7233 0.7233 0.7176
R1 0.7196 0.7196 0.7167 0.7215
PP 0.7142 0.7142 0.7142 0.7152
S1 0.7105 0.7105 0.7151 0.7124
S2 0.7051 0.7051 0.7142
S3 0.6960 0.7014 0.7134
S4 0.6869 0.6923 0.7109
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 0.7180 0.7006 0.0174 2.4% 0.0086 1.2% 88% True False 151
10 0.7194 0.6943 0.0252 3.5% 0.0098 1.4% 86% False False 141
20 0.7304 0.6827 0.0477 6.7% 0.0112 1.6% 70% False False 244
40 0.7574 0.6827 0.0747 10.4% 0.0073 1.0% 44% False False 195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7566
2.618 0.7418
1.618 0.7327
1.000 0.7271
0.618 0.7236
HIGH 0.7180
0.618 0.7145
0.500 0.7134
0.382 0.7123
LOW 0.7089
0.618 0.7032
1.000 0.6998
1.618 0.6941
2.618 0.6850
4.250 0.6702
Fisher Pivots for day following 07-Apr-2020
Pivot 1 day 3 day
R1 0.7151 0.7140
PP 0.7142 0.7121
S1 0.7134 0.7102

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

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