CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 13-May-2020
Day Change Summary
Previous Current
12-May-2020 13-May-2020 Change Change % Previous Week
Open 0.7129 0.7105 -0.0024 -0.3% 0.7095
High 0.7158 0.7141 -0.0017 -0.2% 0.7190
Low 0.7105 0.7087 -0.0018 -0.2% 0.7057
Close 0.7124 0.7091 -0.0034 -0.5% 0.7179
Range 0.0053 0.0054 0.0001 0.9% 0.0133
ATR 0.0070 0.0069 -0.0001 -1.7% 0.0000
Volume 59 200 141 239.0% 638
Daily Pivots for day following 13-May-2020
Classic Woodie Camarilla DeMark
R4 0.7267 0.7232 0.7120
R3 0.7213 0.7179 0.7105
R2 0.7160 0.7160 0.7100
R1 0.7125 0.7125 0.7095 0.7116
PP 0.7106 0.7106 0.7106 0.7101
S1 0.7072 0.7072 0.7086 0.7062
S2 0.7053 0.7053 0.7081
S3 0.6999 0.7018 0.7076
S4 0.6946 0.6965 0.7061
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% 0.0063 0.9% 24% False False 139
10 0.7222 0.7057 0.0165 2.3% 0.0061 0.9% 20% False False 137
20 0.7222 0.7018 0.0204 2.9% 0.0062 0.9% 36% False False 120
40 0.7230 0.6827 0.0403 5.7% 0.0082 1.2% 65% False False 153
60 0.7574 0.6827 0.0747 10.5% 0.0074 1.0% 35% False False 179
80 0.7666 0.6827 0.0839 11.8% 0.0061 0.9% 31% False False 145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7368
2.618 0.7281
1.618 0.7227
1.000 0.7194
0.618 0.7174
HIGH 0.7141
0.618 0.7120
0.500 0.7114
0.382 0.7107
LOW 0.7087
0.618 0.7054
1.000 0.7034
1.618 0.7000
2.618 0.6947
4.250 0.6860
Fisher Pivots for day following 13-May-2020
Pivot 1 day 3 day
R1 0.7114 0.7141
PP 0.7106 0.7124
S1 0.7098 0.7107

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

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