CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 29-Apr-2020
Day Change Summary
Previous Current
28-Apr-2020 29-Apr-2020 Change Change % Previous Week
Open 0.7134 0.7175 0.0041 0.6% 0.7146
High 0.7179 0.7209 0.0030 0.4% 0.7146
Low 0.7111 0.7146 0.0036 0.5% 0.7018
Close 0.7154 0.7199 0.0045 0.6% 0.7095
Range 0.0069 0.0063 -0.0006 -8.0% 0.0128
ATR 0.0076 0.0075 -0.0001 -1.2% 0.0000
Volume 144 133 -11 -7.6% 389
Daily Pivots for day following 29-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7374 0.7349 0.7233
R3 0.7311 0.7286 0.7216
R2 0.7248 0.7248 0.7210
R1 0.7223 0.7223 0.7204 0.7235
PP 0.7185 0.7185 0.7185 0.7191
S1 0.7160 0.7160 0.7193 0.7172
S2 0.7122 0.7122 0.7187
S3 0.7059 0.7097 0.7181
S4 0.6996 0.7034 0.7164
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 0.7209 0.7050 0.0160 2.2% 0.0062 0.9% 93% True False 90
10 0.7209 0.7018 0.0191 2.7% 0.0063 0.9% 95% True False 104
20 0.7230 0.7006 0.0224 3.1% 0.0070 1.0% 86% False False 121
40 0.7493 0.6827 0.0666 9.3% 0.0089 1.2% 56% False False 192
60 0.7574 0.6827 0.0747 10.4% 0.0067 0.9% 50% False False 167
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7477
2.618 0.7374
1.618 0.7311
1.000 0.7272
0.618 0.7248
HIGH 0.7209
0.618 0.7185
0.500 0.7178
0.382 0.7170
LOW 0.7146
0.618 0.7107
1.000 0.7083
1.618 0.7044
2.618 0.6981
4.250 0.6878
Fisher Pivots for day following 29-Apr-2020
Pivot 1 day 3 day
R1 0.7192 0.7182
PP 0.7185 0.7166
S1 0.7178 0.7149

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

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