CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 18-Jun-2020

Day Change Summary
	Previous	Current
	17-Jun-2020	18-Jun-2020	Change	Change %	Previous Week
Open	0.7384	0.7375	-0.0009	-0.1%	0.7454
High	0.7403	0.7397	-0.0006	-0.1%	0.7510
Low	0.7358	0.7346	-0.0012	-0.2%	0.7318
Close	0.7374	0.7353	-0.0021	-0.3%	0.7345
Range	0.0045	0.0052	0.0007	14.4%	0.0193
ATR	0.0068	0.0067	-0.0001	-1.7%	0.0000
Volume	48,045	46,310	-1,735	-3.6%	257,313

Daily Pivots for day following 18-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7520	0.7488	0.7381
R3	0.7468	0.7436	0.7367
R2	0.7417	0.7417	0.7362
R1	0.7385	0.7385	0.7358	0.7375
PP	0.7365	0.7365	0.7365	0.7360
S1	0.7333	0.7333	0.7348	0.7324
S2	0.7314	0.7314	0.7344
S3	0.7262	0.7282	0.7339
S4	0.7211	0.7230	0.7325

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	0.7406	0.7308	0.0098	1.3%	0.0062	0.8%	46%	False	False	70,178
10	0.7510	0.7308	0.0202	2.7%	0.0069	0.9%	22%	False	False	51,229
20	0.7510	0.7119	0.0391	5.3%	0.0066	0.9%	60%	False	False	26,327
40	0.7510	0.7050	0.0461	6.3%	0.0063	0.9%	66%	False	False	13,242
60	0.7510	0.6943	0.0568	7.7%	0.0069	0.9%	72%	False	False	8,872
80	0.7529	0.6827	0.0702	9.5%	0.0074	1.0%	75%	False	False	6,729
100	0.7603	0.6827	0.0776	10.5%	0.0063	0.9%	68%	False	False	5,393

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7616
2.618	0.7532
1.618	0.7480
1.000	0.7449
0.618	0.7429
HIGH	0.7397
0.618	0.7377
0.500	0.7371
0.382	0.7365
LOW	0.7346
0.618	0.7314
1.000	0.7294
1.618	0.7262
2.618	0.7211
4.250	0.7127

Fisher Pivots for day following 18-Jun-2020
Pivot	1 day	3 day
R1	0.7371	0.7374
PP	0.7365	0.7367
S1	0.7359	0.7360

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols