CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 08-May-2020
Day Change Summary
Previous Current
07-May-2020 08-May-2020 Change Change % Previous Week
Open 0.7060 0.7179 0.0119 1.7% 0.7095
High 0.7168 0.7190 0.0023 0.3% 0.7190
Low 0.7057 0.7163 0.0106 1.5% 0.7057
Close 0.7148 0.7179 0.0031 0.4% 0.7179
Range 0.0111 0.0028 -0.0083 -75.1% 0.0133
ATR 0.0074 0.0071 -0.0002 -3.1% 0.0000
Volume 219 155 -64 -29.2% 638
Daily Pivots for day following 08-May-2020
Classic Woodie Camarilla DeMark
R4 0.7260 0.7247 0.7194
R3 0.7232 0.7219 0.7186
R2 0.7205 0.7205 0.7184
R1 0.7192 0.7192 0.7181 0.7184
PP 0.7177 0.7177 0.7177 0.7173
S1 0.7164 0.7164 0.7176 0.7157
S2 0.7150 0.7150 0.7173
S3 0.7122 0.7137 0.7171
S4 0.7095 0.7109 0.7163
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 0.7541 0.7493 0.7252
R3 0.7408 0.7360 0.7215
R2 0.7275 0.7275 0.7203
R1 0.7227 0.7227 0.7191 0.7251
PP 0.7142 0.7142 0.7142 0.7154
S1 0.7094 0.7094 0.7166 0.7118
S2 0.7009 0.7009 0.7154
S3 0.6876 0.6961 0.7142
S4 0.6743 0.6828 0.7105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7190 0.7057 0.0133 1.9% 0.0059 0.8% 91% True False 127
10 0.7222 0.7057 0.0165 2.3% 0.0060 0.8% 74% False False 133
20 0.7230 0.7018 0.0212 3.0% 0.0065 0.9% 76% False False 122
40 0.7275 0.6827 0.0448 6.2% 0.0087 1.2% 78% False False 163
60 0.7574 0.6827 0.0747 10.4% 0.0072 1.0% 47% False False 174
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 0.7307
2.618 0.7262
1.618 0.7234
1.000 0.7218
0.618 0.7207
HIGH 0.7190
0.618 0.7179
0.500 0.7176
0.382 0.7173
LOW 0.7163
0.618 0.7146
1.000 0.7135
1.618 0.7118
2.618 0.7091
4.250 0.7046
Fisher Pivots for day following 08-May-2020
Pivot 1 day 3 day
R1 0.7178 0.7160
PP 0.7177 0.7142
S1 0.7176 0.7124

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

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