CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 15-May-2020
Day Change Summary
Previous Current
14-May-2020 15-May-2020 Change Change % Previous Week
Open 0.7089 0.7122 0.0034 0.5% 0.7180
High 0.7128 0.7135 0.0007 0.1% 0.7195
Low 0.7074 0.7086 0.0012 0.2% 0.7074
Close 0.7108 0.7091 -0.0017 -0.2% 0.7091
Range 0.0054 0.0049 -0.0005 -9.3% 0.0121
ATR 0.0068 0.0066 -0.0001 -2.0% 0.0000
Volume 153 208 55 35.9% 685
Daily Pivots for day following 15-May-2020
Classic Woodie Camarilla DeMark
R4 0.7249 0.7218 0.7117
R3 0.7201 0.7170 0.7104
R2 0.7152 0.7152 0.7099
R1 0.7121 0.7121 0.7095 0.7113
PP 0.7104 0.7104 0.7104 0.7099
S1 0.7073 0.7073 0.7086 0.7064
S2 0.7055 0.7055 0.7082
S3 0.7007 0.7024 0.7077
S4 0.6958 0.6976 0.7064
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 0.7483 0.7408 0.7157
R3 0.7362 0.7287 0.7124
R2 0.7241 0.7241 0.7113
R1 0.7166 0.7166 0.7102 0.7143
PP 0.7120 0.7120 0.7120 0.7108
S1 0.7045 0.7045 0.7079 0.7022
S2 0.6999 0.6999 0.7068
S3 0.6878 0.6924 0.7057
S4 0.6757 0.6803 0.7024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7195 0.7074 0.0121 1.7% 0.0056 0.8% 14% False False 137
10 0.7195 0.7057 0.0138 1.9% 0.0058 0.8% 24% False False 132
20 0.7222 0.7018 0.0204 2.9% 0.0061 0.9% 36% False False 120
40 0.7230 0.6878 0.0353 5.0% 0.0075 1.1% 60% False False 144
60 0.7574 0.6827 0.0747 10.5% 0.0075 1.1% 35% False False 184
80 0.7624 0.6827 0.0797 11.2% 0.0061 0.9% 33% False False 148
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7341
2.618 0.7261
1.618 0.7213
1.000 0.7183
0.618 0.7164
HIGH 0.7135
0.618 0.7116
0.500 0.7110
0.382 0.7105
LOW 0.7086
0.618 0.7056
1.000 0.7038
1.618 0.7008
2.618 0.6959
4.250 0.6880
Fisher Pivots for day following 15-May-2020
Pivot 1 day 3 day
R1 0.7110 0.7107
PP 0.7104 0.7102
S1 0.7097 0.7096

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

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