CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 24-Apr-2020
Day Change Summary
Previous Current
23-Apr-2020 24-Apr-2020 Change Change % Previous Week
Open 0.7058 0.7110 0.0052 0.7% 0.7146
High 0.7145 0.7135 -0.0010 -0.1% 0.7146
Low 0.7050 0.7091 0.0041 0.6% 0.7018
Close 0.7125 0.7095 -0.0030 -0.4% 0.7095
Range 0.0096 0.0045 -0.0051 -53.4% 0.0128
ATR 0.0082 0.0079 -0.0003 -3.3% 0.0000
Volume 101 65 -36 -35.6% 389
Daily Pivots for day following 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7240 0.7212 0.7119
R3 0.7196 0.7168 0.7107
R2 0.7151 0.7151 0.7103
R1 0.7123 0.7123 0.7099 0.7115
PP 0.7107 0.7107 0.7107 0.7103
S1 0.7079 0.7079 0.7091 0.7071
S2 0.7062 0.7062 0.7087
S3 0.7018 0.7034 0.7083
S4 0.6973 0.6990 0.7071
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7469 0.7409 0.7165
R3 0.7341 0.7282 0.7130
R2 0.7214 0.7214 0.7118
R1 0.7154 0.7154 0.7107 0.7120
PP 0.7086 0.7086 0.7086 0.7069
S1 0.7027 0.7027 0.7083 0.6993
S2 0.6959 0.6959 0.7072
S3 0.6831 0.6899 0.7060
S4 0.6704 0.6772 0.7025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7146 0.7018 0.0128 1.8% 0.0068 1.0% 60% False False 77
10 0.7230 0.7018 0.0212 3.0% 0.0069 1.0% 36% False False 112
20 0.7230 0.6980 0.0250 3.5% 0.0077 1.1% 46% False False 120
40 0.7502 0.6827 0.0675 9.5% 0.0087 1.2% 40% False False 208
60 0.7579 0.6827 0.0752 10.6% 0.0065 0.9% 36% False False 163
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 0.0014
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7324
2.618 0.7252
1.618 0.7207
1.000 0.7180
0.618 0.7163
HIGH 0.7135
0.618 0.7118
0.500 0.7113
0.382 0.7107
LOW 0.7091
0.618 0.7063
1.000 0.7046
1.618 0.7018
2.618 0.6974
4.250 0.6901
Fisher Pivots for day following 24-Apr-2020
Pivot 1 day 3 day
R1 0.7113 0.7093
PP 0.7107 0.7091
S1 0.7101 0.7089

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

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