CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 23-Jun-2020
Day Change Summary
Previous Current
22-Jun-2020 23-Jun-2020 Change Change % Previous Week
Open 0.7348 0.7398 0.0050 0.7% 0.7355
High 0.7399 0.7417 0.0018 0.2% 0.7406
Low 0.7338 0.7371 0.0033 0.4% 0.7308
Close 0.7395 0.7387 -0.0009 -0.1% 0.7352
Range 0.0061 0.0046 -0.0015 -24.6% 0.0098
ATR 0.0064 0.0063 -0.0001 -2.0% 0.0000
Volume 39,459 57,889 18,430 46.7% 305,658
Daily Pivots for day following 23-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7529 0.7504 0.7412
R3 0.7483 0.7458 0.7399
R2 0.7437 0.7437 0.7395
R1 0.7412 0.7412 0.7391 0.7402
PP 0.7391 0.7391 0.7391 0.7386
S1 0.7366 0.7366 0.7382 0.7356
S2 0.7345 0.7345 0.7378
S3 0.7299 0.7320 0.7374
S4 0.7253 0.7274 0.7361
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7649 0.7599 0.7406
R3 0.7551 0.7501 0.7379
R2 0.7453 0.7453 0.7370
R1 0.7403 0.7403 0.7361 0.7379
PP 0.7355 0.7355 0.7355 0.7344
S1 0.7305 0.7305 0.7343 0.7281
S2 0.7257 0.7257 0.7334
S3 0.7159 0.7207 0.7325
S4 0.7061 0.7109 0.7298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7417 0.7338 0.0079 1.1% 0.0048 0.7% 62% True False 49,242
10 0.7510 0.7308 0.0202 2.7% 0.0065 0.9% 39% False False 63,006
20 0.7510 0.7230 0.0281 3.8% 0.0062 0.8% 56% False False 33,750
40 0.7510 0.7057 0.0453 6.1% 0.0062 0.8% 73% False False 17,034
60 0.7510 0.6980 0.0530 7.2% 0.0066 0.9% 77% False False 11,394
80 0.7510 0.6827 0.0683 9.2% 0.0075 1.0% 82% False False 8,619
100 0.7576 0.6827 0.0749 10.1% 0.0064 0.9% 75% False False 6,911
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 True
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7612
2.618 0.7537
1.618 0.7491
1.000 0.7463
0.618 0.7445
HIGH 0.7417
0.618 0.7399
0.500 0.7394
0.382 0.7388
LOW 0.7371
0.618 0.7342
1.000 0.7325
1.618 0.7296
2.618 0.7250
4.250 0.7175
Fisher Pivots for day following 23-Jun-2020
Pivot 1 day 3 day
R1 0.7394 0.7383
PP 0.7391 0.7380
S1 0.7389 0.7377

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

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