CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 14-Jul-2020
Day Change Summary
Previous Current
13-Jul-2020 14-Jul-2020 Change Change % Previous Week
Open 0.7357 0.7352 -0.0005 -0.1% 0.7374
High 0.7390 0.7356 -0.0034 -0.5% 0.7413
Low 0.7349 0.7330 -0.0019 -0.3% 0.7337
Close 0.7361 0.7343 -0.0019 -0.3% 0.7360
Range 0.0041 0.0026 -0.0015 -36.6% 0.0077
ATR 0.0052 0.0051 -0.0002 -2.9% 0.0000
Volume 55,225 71,035 15,810 28.6% 297,779
Daily Pivots for day following 14-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7421 0.7408 0.7357
R3 0.7395 0.7382 0.7350
R2 0.7369 0.7369 0.7347
R1 0.7356 0.7356 0.7345 0.7349
PP 0.7343 0.7343 0.7343 0.7340
S1 0.7330 0.7330 0.7340 0.7323
S2 0.7317 0.7317 0.7338
S3 0.7291 0.7304 0.7335
S4 0.7265 0.7278 0.7328
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7599 0.7556 0.7402
R3 0.7523 0.7480 0.7381
R2 0.7446 0.7446 0.7374
R1 0.7403 0.7403 0.7367 0.7387
PP 0.7370 0.7370 0.7370 0.7362
S1 0.7327 0.7327 0.7353 0.7310
S2 0.7293 0.7293 0.7346
S3 0.7217 0.7250 0.7339
S4 0.7140 0.7174 0.7318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7413 0.7330 0.0083 1.1% 0.0045 0.6% 15% False True 63,734
10 0.7413 0.7301 0.0112 1.5% 0.0044 0.6% 37% False False 60,864
20 0.7417 0.7292 0.0125 1.7% 0.0046 0.6% 41% False False 57,930
40 0.7510 0.7090 0.0421 5.7% 0.0057 0.8% 60% False False 37,904
60 0.7510 0.7018 0.0492 6.7% 0.0058 0.8% 66% False False 25,309
80 0.7510 0.6878 0.0633 8.6% 0.0066 0.9% 74% False False 19,024
100 0.7574 0.6827 0.0747 10.2% 0.0068 0.9% 69% False False 15,272
120 0.7624 0.6827 0.0797 10.8% 0.0059 0.8% 65% False False 12,734
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0010
Narrowest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 0.7467
2.618 0.7424
1.618 0.7398
1.000 0.7382
0.618 0.7372
HIGH 0.7356
0.618 0.7346
0.500 0.7343
0.382 0.7340
LOW 0.7330
0.618 0.7314
1.000 0.7304
1.618 0.7288
2.618 0.7262
4.250 0.7220
Fisher Pivots for day following 14-Jul-2020
Pivot 1 day 3 day
R1 0.7343 0.7360
PP 0.7343 0.7354
S1 0.7343 0.7348

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

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