CME Canadian Dollar Future September 2020

Trading Metrics calculated at close of trading on 05-Aug-2020

Day Change Summary
	Previous	Current
	04-Aug-2020	05-Aug-2020	Change	Change %	Previous Week
Open	0.7465	0.7503	0.0038	0.5%	0.7456
High	0.7509	0.7558	0.0049	0.6%	0.7502
Low	0.7452	0.7503	0.0051	0.7%	0.7431
Close	0.7494	0.7530	0.0036	0.5%	0.7472
Range	0.0058	0.0055	-0.0003	-4.3%	0.0072
ATR	0.0047	0.0048	0.0001	2.5%	0.0000
Volume	54,437	79,321	24,884	45.7%	331,276

Daily Pivots for day following 05-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7695	0.7667	0.7560
R3	0.7640	0.7612	0.7545
R2	0.7585	0.7585	0.7540
R1	0.7557	0.7557	0.7535	0.7571
PP	0.7530	0.7530	0.7530	0.7537
S1	0.7502	0.7502	0.7524	0.7516
S2	0.7475	0.7475	0.7519
S3	0.7420	0.7447	0.7514
S4	0.7365	0.7392	0.7499

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7683	0.7649	0.7511
R3	0.7611	0.7577	0.7492
R2	0.7540	0.7540	0.7485
R1	0.7506	0.7506	0.7479	0.7523
PP	0.7468	0.7468	0.7468	0.7477
S1	0.7434	0.7434	0.7465	0.7451
S2	0.7397	0.7397	0.7459
S3	0.7325	0.7363	0.7452
S4	0.7254	0.7291	0.7433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7558	0.7431	0.0127	1.7%	0.0052	0.7%	78%	True	False	70,213
10	0.7558	0.7431	0.0127	1.7%	0.0045	0.6%	78%	True	False	63,225
20	0.7558	0.7330	0.0228	3.0%	0.0044	0.6%	88%	True	False	61,739
40	0.7558	0.7292	0.0266	3.5%	0.0050	0.7%	89%	True	False	61,141
60	0.7558	0.7074	0.0484	6.4%	0.0053	0.7%	94%	True	False	41,592
80	0.7558	0.7018	0.0540	7.2%	0.0056	0.7%	95%	True	False	31,224
100	0.7558	0.6827	0.0731	9.7%	0.0066	0.9%	96%	True	False	25,018
120	0.7574	0.6827	0.0747	9.9%	0.0063	0.8%	94%	False	False	20,883

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7791
2.618	0.7701
1.618	0.7646
1.000	0.7613
0.618	0.7591
HIGH	0.7558
0.618	0.7536
0.500	0.7530
0.382	0.7524
LOW	0.7503
0.618	0.7469
1.000	0.7448
1.618	0.7414
2.618	0.7359
4.250	0.7269

Fisher Pivots for day following 05-Aug-2020
Pivot	1 day	3 day
R1	0.7530	0.7518
PP	0.7530	0.7507
S1	0.7530	0.7496

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