CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 10-Jun-2020
Day Change Summary
Previous Current
09-Jun-2020 10-Jun-2020 Change Change % Previous Week
Open 0.7472 0.7454 -0.0018 -0.2% 0.7255
High 0.7486 0.7510 0.0025 0.3% 0.7467
Low 0.7415 0.7442 0.0027 0.4% 0.7246
Close 0.7467 0.7474 0.0008 0.1% 0.7444
Range 0.0071 0.0068 -0.0003 -3.5% 0.0222
ATR 0.0063 0.0064 0.0000 0.5% 0.0000
Volume 14,862 60,319 45,457 305.9% 11,721
Daily Pivots for day following 10-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7679 0.7645 0.7511
R3 0.7611 0.7577 0.7493
R2 0.7543 0.7543 0.7486
R1 0.7509 0.7509 0.7480 0.7526
PP 0.7475 0.7475 0.7475 0.7484
S1 0.7441 0.7441 0.7468 0.7458
S2 0.7407 0.7407 0.7462
S3 0.7339 0.7373 0.7455
S4 0.7271 0.7305 0.7437
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 0.7510 0.7386 0.0125 1.7% 0.0058 0.8% 71% True False 19,291
10 0.7510 0.7230 0.0281 3.8% 0.0061 0.8% 87% True False 10,402
20 0.7510 0.7074 0.0436 5.8% 0.0061 0.8% 92% True False 5,509
40 0.7510 0.7018 0.0492 6.6% 0.0063 0.8% 93% True False 2,813
60 0.7510 0.6827 0.0683 9.1% 0.0076 1.0% 95% True False 1,941
80 0.7574 0.6827 0.0747 10.0% 0.0070 0.9% 87% False False 1,509
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 0.7799
2.618 0.7688
1.618 0.7620
1.000 0.7578
0.618 0.7552
HIGH 0.7510
0.618 0.7484
0.500 0.7476
0.382 0.7468
LOW 0.7442
0.618 0.7400
1.000 0.7374
1.618 0.7332
2.618 0.7264
4.250 0.7153
Fisher Pivots for day following 10-Jun-2020
Pivot 1 day 3 day
R1 0.7476 0.7470
PP 0.7475 0.7466
S1 0.7475 0.7463

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

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