CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 17-Jun-2020
Day Change Summary
Previous Current
16-Jun-2020 17-Jun-2020 Change Change % Previous Week
Open 0.7374 0.7384 0.0010 0.1% 0.7454
High 0.7406 0.7403 -0.0004 0.0% 0.7510
Low 0.7342 0.7358 0.0016 0.2% 0.7318
Close 0.7373 0.7374 0.0002 0.0% 0.7345
Range 0.0064 0.0045 -0.0019 -29.7% 0.0193
ATR 0.0069 0.0068 -0.0002 -2.5% 0.0000
Volume 75,597 48,045 -27,552 -36.4% 257,313
Daily Pivots for day following 17-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7513 0.7489 0.7399
R3 0.7468 0.7444 0.7386
R2 0.7423 0.7423 0.7382
R1 0.7399 0.7399 0.7378 0.7388
PP 0.7378 0.7378 0.7378 0.7373
S1 0.7354 0.7354 0.7370 0.7343
S2 0.7333 0.7333 0.7366
S3 0.7288 0.7309 0.7362
S4 0.7243 0.7264 0.7349
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7968 0.7849 0.7451
R3 0.7776 0.7657 0.7398
R2 0.7583 0.7583 0.7380
R1 0.7464 0.7464 0.7363 0.7428
PP 0.7391 0.7391 0.7391 0.7373
S1 0.7272 0.7272 0.7327 0.7235
S2 0.7198 0.7198 0.7310
S3 0.7006 0.7079 0.7292
S4 0.6813 0.6887 0.7239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7463 0.7308 0.0155 2.1% 0.0077 1.0% 43% False False 74,316
10 0.7510 0.7308 0.0202 2.7% 0.0068 0.9% 33% False False 46,803
20 0.7510 0.7119 0.0391 5.3% 0.0066 0.9% 65% False False 24,038
40 0.7510 0.7032 0.0478 6.5% 0.0063 0.9% 72% False False 12,086
60 0.7510 0.6893 0.0618 8.4% 0.0070 0.9% 78% False False 8,103
80 0.7533 0.6827 0.0706 9.6% 0.0074 1.0% 77% False False 6,151
100 0.7603 0.6827 0.0776 10.5% 0.0063 0.9% 71% False False 4,930
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7594
2.618 0.7520
1.618 0.7475
1.000 0.7448
0.618 0.7430
HIGH 0.7403
0.618 0.7385
0.500 0.7380
0.382 0.7375
LOW 0.7358
0.618 0.7330
1.000 0.7313
1.618 0.7285
2.618 0.7240
4.250 0.7166
Fisher Pivots for day following 17-Jun-2020
Pivot 1 day 3 day
R1 0.7380 0.7368
PP 0.7378 0.7363
S1 0.7376 0.7357

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

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