CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 20-May-2020
Day Change Summary
Previous Current
19-May-2020 20-May-2020 Change Change % Previous Week
Open 0.7175 0.7184 0.0009 0.1% 0.7180
High 0.7214 0.7212 -0.0002 0.0% 0.7195
Low 0.7162 0.7166 0.0004 0.1% 0.7074
Close 0.7203 0.7200 -0.0003 0.0% 0.7091
Range 0.0052 0.0047 -0.0006 -10.6% 0.0121
ATR 0.0067 0.0065 -0.0001 -2.2% 0.0000
Volume 287 534 247 86.1% 685
Daily Pivots for day following 20-May-2020
Classic Woodie Camarilla DeMark
R4 0.7332 0.7313 0.7226
R3 0.7286 0.7266 0.7213
R2 0.7239 0.7239 0.7209
R1 0.7220 0.7220 0.7204 0.7229
PP 0.7193 0.7193 0.7193 0.7197
S1 0.7173 0.7173 0.7196 0.7183
S2 0.7146 0.7146 0.7191
S3 0.7100 0.7127 0.7187
S4 0.7053 0.7080 0.7174
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 0.7214 0.7074 0.0140 1.9% 0.0057 0.8% 90% False False 265
10 0.7214 0.7057 0.0157 2.2% 0.0060 0.8% 91% False False 202
20 0.7222 0.7050 0.0173 2.4% 0.0060 0.8% 87% False False 157
40 0.7230 0.6943 0.0288 4.0% 0.0071 1.0% 90% False False 144
60 0.7529 0.6827 0.0702 9.8% 0.0077 1.1% 53% False False 197
80 0.7603 0.6827 0.0776 10.8% 0.0063 0.9% 48% False False 160
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7410
2.618 0.7334
1.618 0.7287
1.000 0.7259
0.618 0.7241
HIGH 0.7212
0.618 0.7194
0.500 0.7189
0.382 0.7183
LOW 0.7166
0.618 0.7137
1.000 0.7119
1.618 0.7090
2.618 0.7044
4.250 0.6968
Fisher Pivots for day following 20-May-2020
Pivot 1 day 3 day
R1 0.7196 0.7184
PP 0.7193 0.7168
S1 0.7189 0.7152

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

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