CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 08-Apr-2020
Day Change Summary
Previous Current
07-Apr-2020 08-Apr-2020 Change Change % Previous Week
Open 0.7131 0.7135 0.0004 0.1% 0.7098
High 0.7180 0.7160 -0.0020 -0.3% 0.7143
Low 0.7089 0.7115 0.0027 0.4% 0.6980
Close 0.7159 0.7137 -0.0022 -0.3% 0.7075
Range 0.0091 0.0045 -0.0047 -51.1% 0.0163
ATR 0.0097 0.0093 -0.0004 -3.9% 0.0000
Volume 30 79 49 163.3% 326
Daily Pivots for day following 08-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7271 0.7248 0.7161
R3 0.7226 0.7204 0.7149
R2 0.7182 0.7182 0.7145
R1 0.7159 0.7159 0.7141 0.7171
PP 0.7137 0.7137 0.7137 0.7143
S1 0.7115 0.7115 0.7133 0.7126
S2 0.7093 0.7093 0.7129
S3 0.7048 0.7070 0.7125
S4 0.7004 0.7026 0.7113
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% 0.0075 1.0% 76% False False 157
10 0.7194 0.6980 0.0214 3.0% 0.0091 1.3% 73% False False 128
20 0.7288 0.6827 0.0461 6.5% 0.0112 1.6% 67% False False 210
40 0.7574 0.6827 0.0747 10.5% 0.0074 1.0% 41% False False 196
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7349
2.618 0.7276
1.618 0.7232
1.000 0.7204
0.618 0.7187
HIGH 0.7160
0.618 0.7143
0.500 0.7137
0.382 0.7132
LOW 0.7115
0.618 0.7087
1.000 0.7071
1.618 0.7043
2.618 0.6998
4.250 0.6926
Fisher Pivots for day following 08-Apr-2020
Pivot 1 day 3 day
R1 0.7137 0.7125
PP 0.7137 0.7114
S1 0.7137 0.7102

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

View Archives - Comment on this page... - Back to Index of Symbols