CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 0.7179 0.7180 0.0001 0.0% 0.7095
High 0.7190 0.7195 0.0005 0.1% 0.7190
Low 0.7163 0.7123 -0.0040 -0.6% 0.7057
Close 0.7179 0.7133 -0.0046 -0.6% 0.7179
Range 0.0028 0.0072 0.0045 161.8% 0.0133
ATR 0.0071 0.0071 0.0000 0.1% 0.0000
Volume 155 65 -90 -58.1% 638
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 0.7366 0.7321 0.7172
R3 0.7294 0.7249 0.7152
R2 0.7222 0.7222 0.7146
R1 0.7177 0.7177 0.7139 0.7164
PP 0.7150 0.7150 0.7150 0.7143
S1 0.7105 0.7105 0.7126 0.7092
S2 0.7078 0.7078 0.7119
S3 0.7006 0.7033 0.7113
S4 0.6934 0.6961 0.7093
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 0.7195 0.7057 0.0138 1.9% 0.0064 0.9% 55% True False 124
10 0.7222 0.7057 0.0165 2.3% 0.0064 0.9% 46% False False 139
20 0.7226 0.7018 0.0208 2.9% 0.0065 0.9% 55% False False 119
40 0.7275 0.6827 0.0448 6.3% 0.0086 1.2% 68% False False 157
60 0.7574 0.6827 0.0747 10.5% 0.0073 1.0% 41% False False 174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7501
2.618 0.7383
1.618 0.7311
1.000 0.7267
0.618 0.7239
HIGH 0.7195
0.618 0.7167
0.500 0.7159
0.382 0.7151
LOW 0.7123
0.618 0.7079
1.000 0.7051
1.618 0.7007
2.618 0.6935
4.250 0.6817
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 0.7159 0.7130
PP 0.7150 0.7128
S1 0.7141 0.7126

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

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