CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 0.7180 0.7129 -0.0051 -0.7% 0.7095
High 0.7195 0.7158 -0.0038 -0.5% 0.7190
Low 0.7123 0.7105 -0.0019 -0.3% 0.7057
Close 0.7133 0.7124 -0.0009 -0.1% 0.7179
Range 0.0072 0.0053 -0.0019 -26.4% 0.0133
ATR 0.0071 0.0070 -0.0001 -1.8% 0.0000
Volume 65 59 -6 -9.2% 638
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 0.7288 0.7259 0.7153
R3 0.7235 0.7206 0.7139
R2 0.7182 0.7182 0.7134
R1 0.7153 0.7153 0.7129 0.7141
PP 0.7129 0.7129 0.7129 0.7123
S1 0.7100 0.7100 0.7119 0.7088
S2 0.7076 0.7076 0.7114
S3 0.7023 0.7047 0.7109
S4 0.6970 0.6994 0.7095
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% 0.0066 0.9% 49% False False 123
10 0.7222 0.7057 0.0165 2.3% 0.0062 0.9% 41% False False 130
20 0.7222 0.7018 0.0204 2.9% 0.0066 0.9% 52% False False 117
40 0.7230 0.6827 0.0403 5.7% 0.0084 1.2% 74% False False 157
60 0.7574 0.6827 0.0747 10.5% 0.0073 1.0% 40% False False 175
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7383
2.618 0.7296
1.618 0.7243
1.000 0.7211
0.618 0.7190
HIGH 0.7158
0.618 0.7137
0.500 0.7131
0.382 0.7125
LOW 0.7105
0.618 0.7072
1.000 0.7052
1.618 0.7019
2.618 0.6966
4.250 0.6879
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 0.7131 0.7150
PP 0.7129 0.7141
S1 0.7126 0.7133

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

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