CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 18-May-2020
Day Change Summary
Previous Current
15-May-2020 18-May-2020 Change Change % Previous Week
Open 0.7122 0.7090 -0.0032 -0.4% 0.7180
High 0.7135 0.7176 0.0042 0.6% 0.7195
Low 0.7086 0.7090 0.0004 0.0% 0.7074
Close 0.7091 0.7164 0.0073 1.0% 0.7091
Range 0.0049 0.0087 0.0038 78.4% 0.0121
ATR 0.0066 0.0068 0.0001 2.2% 0.0000
Volume 208 143 -65 -31.3% 685
Daily Pivots for day following 18-May-2020
Classic Woodie Camarilla DeMark
R4 0.7403 0.7370 0.7211
R3 0.7316 0.7283 0.7187
R2 0.7230 0.7230 0.7179
R1 0.7197 0.7197 0.7171 0.7213
PP 0.7143 0.7143 0.7143 0.7151
S1 0.7110 0.7110 0.7156 0.7127
S2 0.7057 0.7057 0.7148
S3 0.6970 0.7024 0.7140
S4 0.6884 0.6937 0.7116
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 0.7176 0.7074 0.0102 1.4% 0.0059 0.8% 88% True False 152
10 0.7195 0.7057 0.0138 1.9% 0.0061 0.9% 77% False False 138
20 0.7222 0.7018 0.0204 2.8% 0.0062 0.9% 71% False False 125
40 0.7230 0.6878 0.0353 4.9% 0.0073 1.0% 81% False False 137
60 0.7541 0.6827 0.0714 10.0% 0.0076 1.1% 47% False False 186
80 0.7624 0.6827 0.0797 11.1% 0.0062 0.9% 42% False False 150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7544
2.618 0.7402
1.618 0.7316
1.000 0.7263
0.618 0.7229
HIGH 0.7176
0.618 0.7143
0.500 0.7133
0.382 0.7123
LOW 0.7090
0.618 0.7036
1.000 0.7003
1.618 0.6950
2.618 0.6863
4.250 0.6722
Fisher Pivots for day following 18-May-2020
Pivot 1 day 3 day
R1 0.7153 0.7151
PP 0.7143 0.7138
S1 0.7133 0.7125

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

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