CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 04-Jun-2020
Day Change Summary
Previous Current
03-Jun-2020 04-Jun-2020 Change Change % Previous Week
Open 0.7396 0.7405 0.0009 0.1% 0.7145
High 0.7419 0.7425 0.0007 0.1% 0.7291
Low 0.7369 0.7386 0.0017 0.2% 0.7140
Close 0.7416 0.7405 -0.0012 -0.2% 0.7256
Range 0.0050 0.0040 -0.0011 -21.0% 0.0151
ATR 0.0066 0.0064 -0.0002 -2.9% 0.0000
Volume 1,550 2,054 504 32.5% 5,493
Daily Pivots for day following 04-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7524 0.7504 0.7426
R3 0.7484 0.7464 0.7415
R2 0.7445 0.7445 0.7412
R1 0.7425 0.7425 0.7408 0.7415
PP 0.7405 0.7405 0.7405 0.7400
S1 0.7385 0.7385 0.7401 0.7375
S2 0.7366 0.7366 0.7397
S3 0.7326 0.7346 0.7394
S4 0.7287 0.7306 0.7383
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 0.7682 0.7620 0.7339
R3 0.7531 0.7469 0.7298
R2 0.7380 0.7380 0.7284
R1 0.7318 0.7318 0.7270 0.7349
PP 0.7229 0.7229 0.7229 0.7245
S1 0.7167 0.7167 0.7242 0.7198
S2 0.7078 0.7078 0.7228
S3 0.6927 0.7016 0.7214
S4 0.6776 0.6865 0.7173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7425 0.7230 0.0196 2.6% 0.0067 0.9% 90% True False 1,765
10 0.7425 0.7119 0.0306 4.1% 0.0063 0.9% 93% True False 1,426
20 0.7425 0.7057 0.0368 5.0% 0.0062 0.8% 94% True False 814
40 0.7425 0.7018 0.0407 5.5% 0.0062 0.8% 95% True False 465
60 0.7425 0.6827 0.0598 8.1% 0.0079 1.1% 97% True False 391
80 0.7574 0.6827 0.0747 10.1% 0.0068 0.9% 77% False False 330
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7593
2.618 0.7528
1.618 0.7489
1.000 0.7465
0.618 0.7449
HIGH 0.7425
0.618 0.7410
0.500 0.7405
0.382 0.7401
LOW 0.7386
0.618 0.7361
1.000 0.7346
1.618 0.7322
2.618 0.7282
4.250 0.7218
Fisher Pivots for day following 04-Jun-2020
Pivot 1 day 3 day
R1 0.7405 0.7401
PP 0.7405 0.7397
S1 0.7405 0.7393

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

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