CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 28-May-2020
Day Change Summary
Previous Current
27-May-2020 28-May-2020 Change Change % Previous Week
Open 0.7255 0.7269 0.0014 0.2% 0.7090
High 0.7284 0.7281 -0.0003 0.0% 0.7214
Low 0.7235 0.7253 0.0018 0.2% 0.7090
Close 0.7258 0.7267 0.0009 0.1% 0.7137
Range 0.0049 0.0029 -0.0021 -41.8% 0.0124
ATR 0.0066 0.0064 -0.0003 -4.1% 0.0000
Volume 1,224 799 -425 -34.7% 1,845
Daily Pivots for day following 28-May-2020
Classic Woodie Camarilla DeMark
R4 0.7352 0.7338 0.7282
R3 0.7324 0.7309 0.7274
R2 0.7295 0.7295 0.7272
R1 0.7281 0.7281 0.7269 0.7274
PP 0.7267 0.7267 0.7267 0.7263
S1 0.7252 0.7252 0.7264 0.7245
S2 0.7238 0.7238 0.7261
S3 0.7210 0.7224 0.7259
S4 0.7181 0.7195 0.7251
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% 0.0060 0.8% 89% False False 1,087
10 0.7284 0.7074 0.0210 2.9% 0.0058 0.8% 92% False False 676
20 0.7284 0.7057 0.0227 3.1% 0.0060 0.8% 92% False False 406
40 0.7284 0.7006 0.0278 3.8% 0.0065 0.9% 94% False False 263
60 0.7493 0.6827 0.0666 9.2% 0.0079 1.1% 66% False False 263
80 0.7574 0.6827 0.0747 10.3% 0.0065 0.9% 59% False False 227
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7402
2.618 0.7356
1.618 0.7327
1.000 0.7310
0.618 0.7299
HIGH 0.7281
0.618 0.7270
0.500 0.7267
0.382 0.7263
LOW 0.7253
0.618 0.7235
1.000 0.7224
1.618 0.7206
2.618 0.7178
4.250 0.7131
Fisher Pivots for day following 28-May-2020
Pivot 1 day 3 day
R1 0.7267 0.7248
PP 0.7267 0.7230
S1 0.7267 0.7212

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

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