CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 30-Apr-2020
Day Change Summary
Previous Current
29-Apr-2020 30-Apr-2020 Change Change % Previous Week
Open 0.7175 0.7211 0.0037 0.5% 0.7146
High 0.7209 0.7222 0.0013 0.2% 0.7146
Low 0.7146 0.7167 0.0021 0.3% 0.7018
Close 0.7199 0.7184 -0.0015 -0.2% 0.7095
Range 0.0063 0.0055 -0.0008 -12.7% 0.0128
ATR 0.0075 0.0074 -0.0001 -1.9% 0.0000
Volume 133 257 124 93.2% 389
Daily Pivots for day following 30-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7356 0.7325 0.7214
R3 0.7301 0.7270 0.7199
R2 0.7246 0.7246 0.7194
R1 0.7215 0.7215 0.7189 0.7203
PP 0.7191 0.7191 0.7191 0.7185
S1 0.7160 0.7160 0.7179 0.7148
S2 0.7136 0.7136 0.7174
S3 0.7081 0.7105 0.7169
S4 0.7026 0.7050 0.7154
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 0.7222 0.7089 0.0133 1.9% 0.0054 0.8% 71% True False 121
10 0.7222 0.7018 0.0204 2.8% 0.0063 0.9% 81% True False 97
20 0.7230 0.7006 0.0224 3.1% 0.0068 0.9% 79% False False 131
40 0.7468 0.6827 0.0641 8.9% 0.0089 1.2% 56% False False 191
60 0.7574 0.6827 0.0747 10.4% 0.0067 0.9% 48% False False 169
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 True
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7456
2.618 0.7366
1.618 0.7311
1.000 0.7277
0.618 0.7256
HIGH 0.7222
0.618 0.7201
0.500 0.7195
0.382 0.7188
LOW 0.7167
0.618 0.7133
1.000 0.7112
1.618 0.7078
2.618 0.7023
4.250 0.6933
Fisher Pivots for day following 30-Apr-2020
Pivot 1 day 3 day
R1 0.7195 0.7178
PP 0.7191 0.7172
S1 0.7188 0.7166

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

View Archives - Comment on this page... - Back to Index of Symbols