CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 0.7369 0.7361 -0.0008 -0.1% 0.7357
High 0.7374 0.7395 0.0022 0.3% 0.7408
Low 0.7360 0.7354 -0.0006 -0.1% 0.7330
Close 0.7367 0.7390 0.0023 0.3% 0.7367
Range 0.0014 0.0042 0.0028 196.4% 0.0078
ATR 0.0049 0.0048 -0.0001 -1.0% 0.0000
Volume 37,329 44,591 7,262 19.5% 287,680
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7504 0.7489 0.7413
R3 0.7463 0.7447 0.7401
R2 0.7421 0.7421 0.7398
R1 0.7406 0.7406 0.7394 0.7413
PP 0.7380 0.7380 0.7380 0.7383
S1 0.7364 0.7364 0.7386 0.7372
S2 0.7338 0.7338 0.7382
S3 0.7297 0.7323 0.7379
S4 0.7255 0.7281 0.7367
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7602 0.7563 0.7410
R3 0.7524 0.7485 0.7388
R2 0.7446 0.7446 0.7381
R1 0.7407 0.7407 0.7374 0.7427
PP 0.7368 0.7368 0.7368 0.7378
S1 0.7329 0.7329 0.7360 0.7349
S2 0.7290 0.7290 0.7353
S3 0.7212 0.7251 0.7346
S4 0.7134 0.7173 0.7324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7408 0.7330 0.0078 1.1% 0.0037 0.5% 77% False False 55,409
10 0.7413 0.7330 0.0083 1.1% 0.0043 0.6% 72% False False 57,680
20 0.7417 0.7292 0.0125 1.7% 0.0044 0.6% 79% False False 57,007
40 0.7510 0.7119 0.0391 5.3% 0.0055 0.7% 69% False False 43,016
60 0.7510 0.7057 0.0453 6.1% 0.0056 0.8% 74% False False 28,737
80 0.7510 0.6980 0.0530 7.2% 0.0062 0.8% 77% False False 21,584
100 0.7510 0.6827 0.0683 9.2% 0.0068 0.9% 82% False False 17,330
120 0.7603 0.6827 0.0776 10.5% 0.0060 0.8% 73% False False 14,450
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7571
2.618 0.7504
1.618 0.7462
1.000 0.7437
0.618 0.7421
HIGH 0.7395
0.618 0.7379
0.500 0.7374
0.382 0.7369
LOW 0.7354
0.618 0.7328
1.000 0.7312
1.618 0.7286
2.618 0.7245
4.250 0.7177
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 0.7385 0.7387
PP 0.7380 0.7384
S1 0.7374 0.7381

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

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