CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 0.7608 0.7619 0.0011 0.1% 0.7588
High 0.7633 0.7665 0.0032 0.4% 0.7665
Low 0.7596 0.7615 0.0020 0.3% 0.7553
Close 0.7619 0.7638 0.0019 0.2% 0.7638
Range 0.0038 0.0050 0.0012 32.0% 0.0112
ATR 0.0047 0.0047 0.0000 0.5% 0.0000
Volume 77,272 88,965 11,693 15.1% 336,372
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7788 0.7762 0.7665
R3 0.7738 0.7713 0.7651
R2 0.7689 0.7689 0.7647
R1 0.7663 0.7663 0.7642 0.7676
PP 0.7639 0.7639 0.7639 0.7645
S1 0.7614 0.7614 0.7633 0.7626
S2 0.7590 0.7590 0.7628
S3 0.7540 0.7564 0.7624
S4 0.7491 0.7515 0.7610
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7953 0.7907 0.7699
R3 0.7841 0.7795 0.7668
R2 0.7730 0.7730 0.7658
R1 0.7684 0.7684 0.7648 0.7707
PP 0.7618 0.7618 0.7618 0.7630
S1 0.7572 0.7572 0.7627 0.7595
S2 0.7507 0.7507 0.7617
S3 0.7395 0.7461 0.7607
S4 0.7284 0.7349 0.7576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7665 0.7553 0.0112 1.5% 0.0046 0.6% 76% True False 67,274
10 0.7665 0.7540 0.0125 1.6% 0.0046 0.6% 78% True False 59,789
20 0.7665 0.7435 0.0230 3.0% 0.0047 0.6% 88% True False 58,788
40 0.7665 0.7330 0.0335 4.4% 0.0045 0.6% 92% True False 59,821
60 0.7665 0.7292 0.0373 4.9% 0.0049 0.6% 93% True False 57,829
80 0.7665 0.7057 0.0608 8.0% 0.0052 0.7% 96% True False 43,575
100 0.7665 0.7018 0.0647 8.5% 0.0055 0.7% 96% True False 34,883
120 0.7665 0.6827 0.0838 11.0% 0.0064 0.8% 97% True False 29,110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7875
2.618 0.7794
1.618 0.7745
1.000 0.7714
0.618 0.7695
HIGH 0.7665
0.618 0.7646
0.500 0.7640
0.382 0.7634
LOW 0.7615
0.618 0.7584
1.000 0.7566
1.618 0.7535
2.618 0.7485
4.250 0.7405
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 0.7640 0.7631
PP 0.7639 0.7625
S1 0.7638 0.7619

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

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