CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 27-May-2020
Day Change Summary
Previous Current
26-May-2020 27-May-2020 Change Change % Previous Week
Open 0.7145 0.7255 0.0111 1.5% 0.7090
High 0.7269 0.7284 0.0015 0.2% 0.7214
Low 0.7140 0.7235 0.0095 1.3% 0.7090
Close 0.7269 0.7258 -0.0011 -0.1% 0.7137
Range 0.0129 0.0049 -0.0080 -62.0% 0.0124
ATR 0.0068 0.0066 -0.0001 -2.0% 0.0000
Volume 2,532 1,224 -1,308 -51.7% 1,845
Daily Pivots for day following 27-May-2020
Classic Woodie Camarilla DeMark
R4 0.7406 0.7381 0.7285
R3 0.7357 0.7332 0.7271
R2 0.7308 0.7308 0.7267
R1 0.7283 0.7283 0.7262 0.7296
PP 0.7259 0.7259 0.7259 0.7265
S1 0.7234 0.7234 0.7254 0.7247
S2 0.7210 0.7210 0.7249
S3 0.7161 0.7185 0.7245
S4 0.7112 0.7136 0.7231
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 0.7284 0.7119 0.0165 2.3% 0.0063 0.9% 84% True False 1,034
10 0.7284 0.7074 0.0210 2.9% 0.0061 0.8% 88% True False 616
20 0.7284 0.7057 0.0227 3.1% 0.0061 0.8% 89% True False 373
40 0.7284 0.6980 0.0304 4.2% 0.0068 0.9% 91% True False 246
60 0.7502 0.6827 0.0675 9.3% 0.0079 1.1% 64% False False 258
80 0.7574 0.6827 0.0747 10.3% 0.0065 0.9% 58% False False 217
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7492
2.618 0.7412
1.618 0.7363
1.000 0.7333
0.618 0.7314
HIGH 0.7284
0.618 0.7265
0.500 0.7260
0.382 0.7254
LOW 0.7235
0.618 0.7205
1.000 0.7186
1.618 0.7156
2.618 0.7107
4.250 0.7027
Fisher Pivots for day following 27-May-2020
Pivot 1 day 3 day
R1 0.7260 0.7239
PP 0.7259 0.7220
S1 0.7259 0.7202

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

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