CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 08-Jun-2020
Day Change Summary
Previous Current
05-Jun-2020 08-Jun-2020 Change Change % Previous Week
Open 0.7408 0.7454 0.0046 0.6% 0.7255
High 0.7467 0.7487 0.0020 0.3% 0.7467
Low 0.7401 0.7443 0.0042 0.6% 0.7246
Close 0.7444 0.7484 0.0040 0.5% 0.7444
Range 0.0066 0.0044 -0.0022 -33.3% 0.0222
ATR 0.0064 0.0063 -0.0001 -2.3% 0.0000
Volume 3,832 15,389 11,557 301.6% 11,721
Daily Pivots for day following 08-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7603 0.7587 0.7508
R3 0.7559 0.7543 0.7496
R2 0.7515 0.7515 0.7492
R1 0.7499 0.7499 0.7488 0.7507
PP 0.7471 0.7471 0.7471 0.7475
S1 0.7455 0.7455 0.7479 0.7463
S2 0.7427 0.7427 0.7475
S3 0.7383 0.7411 0.7471
S4 0.7339 0.7367 0.7459
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.8050 0.7968 0.7565
R3 0.7828 0.7747 0.7504
R2 0.7607 0.7607 0.7484
R1 0.7525 0.7525 0.7464 0.7566
PP 0.7385 0.7385 0.7385 0.7406
S1 0.7304 0.7304 0.7423 0.7345
S2 0.7164 0.7164 0.7403
S3 0.6942 0.7082 0.7383
S4 0.6721 0.6861 0.7322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7487 0.7362 0.0125 1.7% 0.0051 0.7% 98% True False 5,197
10 0.7487 0.7140 0.0347 4.6% 0.0065 0.9% 99% True False 3,260
20 0.7487 0.7074 0.0413 5.5% 0.0060 0.8% 99% True False 1,756
40 0.7487 0.7018 0.0469 6.3% 0.0062 0.8% 99% True False 939
60 0.7487 0.6827 0.0660 8.8% 0.0078 1.0% 100% True False 694
80 0.7574 0.6827 0.0747 10.0% 0.0069 0.9% 88% False False 569
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7674
2.618 0.7602
1.618 0.7558
1.000 0.7531
0.618 0.7514
HIGH 0.7487
0.618 0.7470
0.500 0.7465
0.382 0.7459
LOW 0.7443
0.618 0.7415
1.000 0.7399
1.618 0.7371
2.618 0.7327
4.250 0.7256
Fisher Pivots for day following 08-Jun-2020
Pivot 1 day 3 day
R1 0.7477 0.7468
PP 0.7471 0.7452
S1 0.7465 0.7436

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

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