CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 22-Apr-2020
Day Change Summary
Previous Current
21-Apr-2020 22-Apr-2020 Change Change % Previous Week
Open 0.7060 0.7049 -0.0011 -0.2% 0.7166
High 0.7093 0.7090 -0.0004 0.0% 0.7230
Low 0.7018 0.7032 0.0014 0.2% 0.7064
Close 0.7049 0.7056 0.0007 0.1% 0.7140
Range 0.0075 0.0058 -0.0018 -23.3% 0.0167
ATR 0.0083 0.0081 -0.0002 -2.2% 0.0000
Volume 130 45 -85 -65.4% 734
Daily Pivots for day following 22-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7232 0.7201 0.7087
R3 0.7174 0.7144 0.7071
R2 0.7117 0.7117 0.7066
R1 0.7086 0.7086 0.7061 0.7101
PP 0.7059 0.7059 0.7059 0.7067
S1 0.7029 0.7029 0.7050 0.7044
S2 0.7002 0.7002 0.7045
S3 0.6944 0.6971 0.7040
S4 0.6887 0.6914 0.7024
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7644 0.7558 0.7231
R3 0.7477 0.7392 0.7185
R2 0.7311 0.7311 0.7170
R1 0.7225 0.7225 0.7155 0.7185
PP 0.7144 0.7144 0.7144 0.7124
S1 0.7059 0.7059 0.7124 0.7018
S2 0.6978 0.6978 0.7109
S3 0.6811 0.6892 0.7094
S4 0.6645 0.6726 0.7048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7151 0.7018 0.0133 1.9% 0.0063 0.9% 28% False False 118
10 0.7230 0.7018 0.0212 3.0% 0.0066 0.9% 18% False False 121
20 0.7230 0.6943 0.0288 4.1% 0.0082 1.2% 39% False False 131
40 0.7529 0.6827 0.0702 9.9% 0.0085 1.2% 33% False False 216
60 0.7603 0.6827 0.0776 11.0% 0.0063 0.9% 29% False False 160
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7334
2.618 0.7240
1.618 0.7183
1.000 0.7147
0.618 0.7125
HIGH 0.7090
0.618 0.7068
0.500 0.7061
0.382 0.7054
LOW 0.7032
0.618 0.6996
1.000 0.6975
1.618 0.6939
2.618 0.6881
4.250 0.6788
Fisher Pivots for day following 22-Apr-2020
Pivot 1 day 3 day
R1 0.7061 0.7082
PP 0.7059 0.7073
S1 0.7057 0.7064

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

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