CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 0.7571 0.7588 0.0017 0.2% 0.7545
High 0.7595 0.7600 0.0005 0.1% 0.7615
Low 0.7551 0.7556 0.0006 0.1% 0.7540
Close 0.7588 0.7582 -0.0006 -0.1% 0.7582
Range 0.0044 0.0044 -0.0001 -1.1% 0.0075
ATR 0.0047 0.0047 0.0000 -0.6% 0.0000
Volume 58,965 48,941 -10,024 -17.0% 261,522
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7710 0.7689 0.7606
R3 0.7666 0.7646 0.7594
R2 0.7623 0.7623 0.7590
R1 0.7602 0.7602 0.7586 0.7591
PP 0.7579 0.7579 0.7579 0.7573
S1 0.7559 0.7559 0.7578 0.7547
S2 0.7536 0.7536 0.7574
S3 0.7492 0.7515 0.7570
S4 0.7449 0.7472 0.7558
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7802 0.7767 0.7623
R3 0.7728 0.7692 0.7602
R2 0.7653 0.7653 0.7596
R1 0.7618 0.7618 0.7589 0.7636
PP 0.7579 0.7579 0.7579 0.7588
S1 0.7543 0.7543 0.7575 0.7561
S2 0.7504 0.7504 0.7568
S3 0.7430 0.7469 0.7562
S4 0.7355 0.7394 0.7541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7615 0.7540 0.0075 1.0% 0.0046 0.6% 56% False False 52,304
10 0.7615 0.7466 0.0149 2.0% 0.0045 0.6% 78% False False 52,538
20 0.7615 0.7431 0.0184 2.4% 0.0046 0.6% 82% False False 58,533
40 0.7615 0.7292 0.0323 4.3% 0.0045 0.6% 90% False False 58,810
60 0.7615 0.7230 0.0385 5.1% 0.0051 0.7% 92% False False 52,370
80 0.7615 0.7057 0.0558 7.4% 0.0053 0.7% 94% False False 39,379
100 0.7615 0.7006 0.0609 8.0% 0.0056 0.7% 95% False False 31,527
120 0.7615 0.6827 0.0788 10.4% 0.0065 0.9% 96% False False 26,317
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7784
2.618 0.7713
1.618 0.7670
1.000 0.7643
0.618 0.7626
HIGH 0.7600
0.618 0.7583
0.500 0.7578
0.382 0.7573
LOW 0.7556
0.618 0.7529
1.000 0.7513
1.618 0.7486
2.618 0.7442
4.250 0.7371
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 0.7581 0.7583
PP 0.7579 0.7582
S1 0.7578 0.7582

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

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