CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 23-Apr-2020
Day Change Summary
Previous Current
22-Apr-2020 23-Apr-2020 Change Change % Previous Week
Open 0.7049 0.7058 0.0009 0.1% 0.7166
High 0.7090 0.7145 0.0056 0.8% 0.7230
Low 0.7032 0.7050 0.0018 0.2% 0.7064
Close 0.7056 0.7125 0.0070 1.0% 0.7140
Range 0.0058 0.0096 0.0038 66.1% 0.0167
ATR 0.0081 0.0082 0.0001 1.3% 0.0000
Volume 45 101 56 124.4% 734
Daily Pivots for day following 23-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7393 0.7355 0.7178
R3 0.7298 0.7259 0.7151
R2 0.7202 0.7202 0.7143
R1 0.7164 0.7164 0.7134 0.7183
PP 0.7107 0.7107 0.7107 0.7116
S1 0.7068 0.7068 0.7116 0.7087
S2 0.7011 0.7011 0.7107
S3 0.6916 0.6973 0.7099
S4 0.6820 0.6877 0.7072
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% 0.0071 1.0% 81% False False 74
10 0.7230 0.7018 0.0212 3.0% 0.0071 1.0% 50% False False 123
20 0.7230 0.6980 0.0250 3.5% 0.0081 1.1% 58% False False 125
40 0.7502 0.6827 0.0675 9.5% 0.0087 1.2% 44% False False 219
60 0.7603 0.6827 0.0776 10.9% 0.0065 0.9% 38% False False 162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7551
2.618 0.7395
1.618 0.7300
1.000 0.7241
0.618 0.7204
HIGH 0.7145
0.618 0.7109
0.500 0.7097
0.382 0.7086
LOW 0.7050
0.618 0.6990
1.000 0.6954
1.618 0.6895
2.618 0.6799
4.250 0.6644
Fisher Pivots for day following 23-Apr-2020
Pivot 1 day 3 day
R1 0.7116 0.7111
PP 0.7107 0.7096
S1 0.7097 0.7082

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

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