CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 0.7491 0.7519 0.0028 0.4% 0.7460
High 0.7536 0.7560 0.0024 0.3% 0.7558
Low 0.7485 0.7493 0.0008 0.1% 0.7435
Close 0.7528 0.7546 0.0018 0.2% 0.7472
Range 0.0051 0.0067 0.0017 32.7% 0.0123
ATR 0.0048 0.0050 0.0001 2.8% 0.0000
Volume 56,698 60,989 4,291 7.6% 314,012
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7734 0.7707 0.7582
R3 0.7667 0.7640 0.7564
R2 0.7600 0.7600 0.7558
R1 0.7573 0.7573 0.7552 0.7586
PP 0.7533 0.7533 0.7533 0.7539
S1 0.7506 0.7506 0.7539 0.7519
S2 0.7466 0.7466 0.7533
S3 0.7399 0.7439 0.7527
S4 0.7332 0.7372 0.7509
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 0.7560 0.7464 0.0096 1.3% 0.0050 0.7% 85% True False 56,935
10 0.7560 0.7431 0.0129 1.7% 0.0051 0.7% 89% True False 63,574
20 0.7560 0.7354 0.0206 2.7% 0.0046 0.6% 93% True False 59,706
40 0.7560 0.7292 0.0268 3.5% 0.0046 0.6% 95% True False 58,661
60 0.7560 0.7119 0.0441 5.8% 0.0053 0.7% 97% True False 46,324
80 0.7560 0.7018 0.0542 7.2% 0.0055 0.7% 97% True False 34,774
100 0.7560 0.6878 0.0682 9.0% 0.0061 0.8% 98% True False 27,849
120 0.7560 0.6827 0.0733 9.7% 0.0064 0.9% 98% True False 23,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7844
2.618 0.7735
1.618 0.7668
1.000 0.7627
0.618 0.7601
HIGH 0.7560
0.618 0.7534
0.500 0.7526
0.382 0.7518
LOW 0.7493
0.618 0.7451
1.000 0.7426
1.618 0.7384
2.618 0.7317
4.250 0.7208
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 0.7539 0.7535
PP 0.7533 0.7524
S1 0.7526 0.7513

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

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