CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 22-May-2020
Day Change Summary
Previous Current
21-May-2020 22-May-2020 Change Change % Previous Week
Open 0.7192 0.7168 -0.0024 -0.3% 0.7090
High 0.7197 0.7173 -0.0024 -0.3% 0.7214
Low 0.7160 0.7119 -0.0041 -0.6% 0.7090
Close 0.7171 0.7137 -0.0035 -0.5% 0.7137
Range 0.0037 0.0054 0.0017 45.9% 0.0124
ATR 0.0063 0.0063 -0.0001 -1.1% 0.0000
Volume 572 309 -263 -46.0% 1,845
Daily Pivots for day following 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.7305 0.7275 0.7166
R3 0.7251 0.7221 0.7151
R2 0.7197 0.7197 0.7146
R1 0.7167 0.7167 0.7141 0.7155
PP 0.7143 0.7143 0.7143 0.7137
S1 0.7113 0.7113 0.7132 0.7101
S2 0.7089 0.7089 0.7127
S3 0.7035 0.7059 0.7122
S4 0.6981 0.7005 0.7107
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.7519 0.7452 0.7205
R3 0.7395 0.7328 0.7171
R2 0.7271 0.7271 0.7159
R1 0.7204 0.7204 0.7148 0.7237
PP 0.7147 0.7147 0.7147 0.7163
S1 0.7080 0.7080 0.7125 0.7113
S2 0.7023 0.7023 0.7114
S3 0.6899 0.6956 0.7102
S4 0.6775 0.6832 0.7068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7214 0.7090 0.0124 1.7% 0.0055 0.8% 38% False False 369
10 0.7214 0.7074 0.0140 2.0% 0.0056 0.8% 45% False False 253
20 0.7222 0.7057 0.0165 2.3% 0.0058 0.8% 48% False False 193
40 0.7230 0.6980 0.0250 3.5% 0.0067 0.9% 63% False False 156
60 0.7502 0.6827 0.0675 9.5% 0.0077 1.1% 46% False False 203
80 0.7579 0.6827 0.0752 10.5% 0.0063 0.9% 41% False False 171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7403
2.618 0.7314
1.618 0.7260
1.000 0.7227
0.618 0.7206
HIGH 0.7173
0.618 0.7152
0.500 0.7146
0.382 0.7140
LOW 0.7119
0.618 0.7086
1.000 0.7065
1.618 0.7032
2.618 0.6978
4.250 0.6890
Fisher Pivots for day following 22-May-2020
Pivot 1 day 3 day
R1 0.7146 0.7166
PP 0.7143 0.7156
S1 0.7140 0.7146

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

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