CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 07-May-2020
Day Change Summary
Previous Current
06-May-2020 07-May-2020 Change Change % Previous Week
Open 0.7117 0.7060 -0.0057 -0.8% 0.7104
High 0.7132 0.7168 0.0036 0.5% 0.7222
Low 0.7066 0.7057 -0.0009 -0.1% 0.7089
Close 0.7083 0.7148 0.0066 0.9% 0.7106
Range 0.0066 0.0111 0.0045 67.4% 0.0133
ATR 0.0071 0.0074 0.0003 4.0% 0.0000
Volume 121 219 98 81.0% 698
Daily Pivots for day following 07-May-2020
Classic Woodie Camarilla DeMark
R4 0.7456 0.7412 0.7209
R3 0.7345 0.7302 0.7178
R2 0.7235 0.7235 0.7168
R1 0.7191 0.7191 0.7158 0.7213
PP 0.7124 0.7124 0.7124 0.7135
S1 0.7081 0.7081 0.7138 0.7103
S2 0.7014 0.7014 0.7128
S3 0.6903 0.6970 0.7118
S4 0.6793 0.6860 0.7087
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.7538 0.7455 0.7179
R3 0.7405 0.7322 0.7142
R2 0.7272 0.7272 0.7130
R1 0.7189 0.7189 0.7118 0.7230
PP 0.7139 0.7139 0.7139 0.7160
S1 0.7056 0.7056 0.7093 0.7097
S2 0.7006 0.7006 0.7081
S3 0.6873 0.6923 0.7069
S4 0.6740 0.6790 0.7032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7170 0.7057 0.0113 1.6% 0.0070 1.0% 81% False True 127
10 0.7222 0.7057 0.0165 2.3% 0.0062 0.9% 55% False True 124
20 0.7230 0.7018 0.0212 3.0% 0.0066 0.9% 61% False False 123
40 0.7288 0.6827 0.0461 6.4% 0.0089 1.2% 70% False False 167
60 0.7574 0.6827 0.0747 10.5% 0.0071 1.0% 43% False False 172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7637
2.618 0.7457
1.618 0.7346
1.000 0.7278
0.618 0.7236
HIGH 0.7168
0.618 0.7125
0.500 0.7112
0.382 0.7099
LOW 0.7057
0.618 0.6989
1.000 0.6947
1.618 0.6878
2.618 0.6768
4.250 0.6587
Fisher Pivots for day following 07-May-2020
Pivot 1 day 3 day
R1 0.7136 0.7136
PP 0.7124 0.7124
S1 0.7112 0.7112

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

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