CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 30-Jun-2020
Day Change Summary
Previous Current
29-Jun-2020 30-Jun-2020 Change Change % Previous Week
Open 0.7308 0.7321 0.0013 0.2% 0.7348
High 0.7330 0.7371 0.0041 0.6% 0.7417
Low 0.7298 0.7301 0.0004 0.0% 0.7292
Close 0.7307 0.7362 0.0055 0.8% 0.7324
Range 0.0032 0.0070 0.0038 117.2% 0.0125
ATR 0.0058 0.0059 0.0001 1.4% 0.0000
Volume 56,683 72,840 16,157 28.5% 268,815
Daily Pivots for day following 30-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7553 0.7527 0.7400
R3 0.7484 0.7458 0.7381
R2 0.7414 0.7414 0.7375
R1 0.7388 0.7388 0.7368 0.7401
PP 0.7345 0.7345 0.7345 0.7351
S1 0.7319 0.7319 0.7356 0.7332
S2 0.7275 0.7275 0.7349
S3 0.7206 0.7249 0.7343
S4 0.7136 0.7180 0.7324
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7718 0.7645 0.7392
R3 0.7593 0.7521 0.7358
R2 0.7469 0.7469 0.7346
R1 0.7396 0.7396 0.7335 0.7370
PP 0.7344 0.7344 0.7344 0.7331
S1 0.7272 0.7272 0.7312 0.7246
S2 0.7220 0.7220 0.7301
S3 0.7095 0.7147 0.7289
S4 0.6971 0.7023 0.7255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7394 0.7292 0.0102 1.4% 0.0049 0.7% 69% False False 60,198
10 0.7417 0.7292 0.0125 1.7% 0.0049 0.7% 56% False False 54,720
20 0.7510 0.7292 0.0218 3.0% 0.0058 0.8% 32% False False 48,437
40 0.7510 0.7057 0.0453 6.2% 0.0061 0.8% 67% False False 24,540
60 0.7510 0.7018 0.0492 6.7% 0.0063 0.8% 70% False False 16,405
80 0.7510 0.6827 0.0683 9.3% 0.0076 1.0% 78% False False 12,362
100 0.7574 0.6827 0.0747 10.1% 0.0065 0.9% 72% False False 9,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7666
2.618 0.7552
1.618 0.7483
1.000 0.7440
0.618 0.7413
HIGH 0.7371
0.618 0.7344
0.500 0.7336
0.382 0.7328
LOW 0.7301
0.618 0.7258
1.000 0.7232
1.618 0.7189
2.618 0.7119
4.250 0.7006
Fisher Pivots for day following 30-Jun-2020
Pivot 1 day 3 day
R1 0.7353 0.7352
PP 0.7345 0.7342
S1 0.7336 0.7331

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

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