CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 14-Apr-2020
Day Change Summary
Previous Current
13-Apr-2020 14-Apr-2020 Change Change % Previous Week
Open 0.7166 0.7204 0.0038 0.5% 0.7026
High 0.7230 0.7226 -0.0004 -0.1% 0.7188
Low 0.7158 0.7197 0.0039 0.5% 0.7025
Close 0.7223 0.7204 -0.0019 -0.3% 0.7173
Range 0.0073 0.0030 -0.0043 -59.3% 0.0164
ATR 0.0090 0.0086 -0.0004 -4.8% 0.0000
Volume 132 111 -21 -15.9% 836
Daily Pivots for day following 14-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7297 0.7280 0.7220
R3 0.7268 0.7251 0.7212
R2 0.7238 0.7238 0.7209
R1 0.7221 0.7221 0.7207 0.7219
PP 0.7209 0.7209 0.7209 0.7208
S1 0.7192 0.7192 0.7201 0.7189
S2 0.7179 0.7179 0.7199
S3 0.7150 0.7162 0.7196
S4 0.7120 0.7133 0.7188
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7619 0.7559 0.7262
R3 0.7455 0.7396 0.7217
R2 0.7292 0.7292 0.7202
R1 0.7232 0.7232 0.7187 0.7262
PP 0.7128 0.7128 0.7128 0.7143
S1 0.7069 0.7069 0.7158 0.7099
S2 0.6965 0.6965 0.7143
S3 0.6801 0.6905 0.7128
S4 0.6638 0.6742 0.7083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7230 0.7089 0.0142 2.0% 0.0061 0.8% 82% False False 105
10 0.7230 0.6980 0.0250 3.5% 0.0080 1.1% 90% False False 133
20 0.7230 0.6827 0.0403 5.6% 0.0102 1.4% 94% False False 198
40 0.7574 0.6827 0.0747 10.4% 0.0077 1.1% 50% False False 205
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.7351
2.618 0.7303
1.618 0.7274
1.000 0.7256
0.618 0.7244
HIGH 0.7226
0.618 0.7215
0.500 0.7211
0.382 0.7208
LOW 0.7197
0.618 0.7178
1.000 0.7167
1.618 0.7149
2.618 0.7119
4.250 0.7071
Fisher Pivots for day following 14-Apr-2020
Pivot 1 day 3 day
R1 0.7211 0.7195
PP 0.7209 0.7186
S1 0.7206 0.7176

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

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