CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 0.7538 0.7516 -0.0022 -0.3% 0.7460
High 0.7551 0.7517 -0.0034 -0.4% 0.7558
Low 0.7506 0.7464 -0.0042 -0.6% 0.7435
Close 0.7526 0.7472 -0.0055 -0.7% 0.7472
Range 0.0045 0.0054 0.0009 18.9% 0.0123
ATR 0.0048 0.0049 0.0001 2.1% 0.0000
Volume 65,972 62,310 -3,662 -5.6% 314,012
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7645 0.7612 0.7501
R3 0.7591 0.7558 0.7486
R2 0.7538 0.7538 0.7481
R1 0.7505 0.7505 0.7476 0.7494
PP 0.7484 0.7484 0.7484 0.7479
S1 0.7451 0.7451 0.7467 0.7441
S2 0.7431 0.7431 0.7462
S3 0.7377 0.7398 0.7457
S4 0.7324 0.7344 0.7442
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7856 0.7786 0.7539
R3 0.7733 0.7664 0.7505
R2 0.7611 0.7611 0.7494
R1 0.7541 0.7541 0.7483 0.7576
PP 0.7488 0.7488 0.7488 0.7505
S1 0.7419 0.7419 0.7460 0.7453
S2 0.7366 0.7366 0.7449
S3 0.7243 0.7296 0.7438
S4 0.7121 0.7174 0.7404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7558 0.7435 0.0123 1.6% 0.0050 0.7% 30% False False 62,802
10 0.7558 0.7431 0.0127 1.7% 0.0047 0.6% 32% False False 64,528
20 0.7558 0.7330 0.0228 3.0% 0.0044 0.6% 62% False False 61,666
40 0.7558 0.7292 0.0266 3.6% 0.0047 0.6% 68% False False 61,165
60 0.7558 0.7074 0.0484 6.5% 0.0053 0.7% 82% False False 43,726
80 0.7558 0.7018 0.0540 7.2% 0.0055 0.7% 84% False False 32,825
100 0.7558 0.6827 0.0731 9.8% 0.0065 0.9% 88% False False 26,297
120 0.7574 0.6827 0.0747 10.0% 0.0063 0.8% 86% False False 21,952
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7744
2.618 0.7657
1.618 0.7604
1.000 0.7571
0.618 0.7550
HIGH 0.7517
0.618 0.7497
0.500 0.7490
0.382 0.7484
LOW 0.7464
0.618 0.7430
1.000 0.7410
1.618 0.7377
2.618 0.7323
4.250 0.7236
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 0.7490 0.7511
PP 0.7484 0.7498
S1 0.7478 0.7485

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

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