CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 06-Jul-2020

Day Change Summary
	Previous	Current
	02-Jul-2020	06-Jul-2020	Change	Change %	Previous Week
Open	0.7364	0.7374	0.0010	0.1%	0.7308
High	0.7376	0.7398	0.0023	0.3%	0.7384
Low	0.7341	0.7365	0.0024	0.3%	0.7298
Close	0.7358	0.7386	0.0028	0.4%	0.7358
Range	0.0035	0.0034	-0.0001	-2.9%	0.0086
ATR	0.0055	0.0054	-0.0001	-2.0%	0.0000
Volume	59,070	53,245	-5,825	-9.9%	241,293

Daily Pivots for day following 06-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7483	0.7468	0.7404
R3	0.7450	0.7435	0.7395
R2	0.7416	0.7416	0.7392
R1	0.7401	0.7401	0.7389	0.7409
PP	0.7383	0.7383	0.7383	0.7387
S1	0.7368	0.7368	0.7383	0.7375
S2	0.7349	0.7349	0.7380
S3	0.7316	0.7334	0.7377
S4	0.7282	0.7301	0.7368

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7604	0.7567	0.7405
R3	0.7518	0.7481	0.7382
R2	0.7432	0.7432	0.7374
R1	0.7395	0.7395	0.7366	0.7414
PP	0.7346	0.7346	0.7346	0.7356
S1	0.7309	0.7309	0.7350	0.7328
S2	0.7260	0.7260	0.7342
S3	0.7174	0.7223	0.7334
S4	0.7088	0.7137	0.7311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7398	0.7298	0.0101	1.4%	0.0040	0.5%	88%	True	False	58,907
10	0.7417	0.7292	0.0125	1.7%	0.0045	0.6%	76%	False	False	56,335
20	0.7510	0.7292	0.0218	3.0%	0.0055	0.8%	43%	False	False	56,316
40	0.7510	0.7074	0.0436	5.9%	0.0057	0.8%	72%	False	False	28,655
60	0.7510	0.7018	0.0492	6.7%	0.0060	0.8%	75%	False	False	19,145
80	0.7510	0.6827	0.0683	9.2%	0.0073	1.0%	82%	False	False	14,411
100	0.7574	0.6827	0.0747	10.1%	0.0066	0.9%	75%	False	False	11,565

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7540
2.618	0.7486
1.618	0.7452
1.000	0.7432
0.618	0.7419
HIGH	0.7398
0.618	0.7385
0.500	0.7381
0.382	0.7377
LOW	0.7365
0.618	0.7344
1.000	0.7331
1.618	0.7310
2.618	0.7277
4.250	0.7222

Fisher Pivots for day following 06-Jul-2020
Pivot	1 day	3 day
R1	0.7384	0.7381
PP	0.7383	0.7375
S1	0.7381	0.7370

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