CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 0.7667 0.7656 -0.0011 -0.1% 0.7588
High 0.7696 0.7671 -0.0026 -0.3% 0.7665
Low 0.7642 0.7636 -0.0006 -0.1% 0.7553
Close 0.7649 0.7651 0.0003 0.0% 0.7638
Range 0.0055 0.0035 -0.0020 -36.7% 0.0112
ATR 0.0047 0.0047 -0.0001 -1.9% 0.0000
Volume 78,499 66,216 -12,283 -15.6% 336,372
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7756 0.7738 0.7670
R3 0.7722 0.7704 0.7660
R2 0.7687 0.7687 0.7657
R1 0.7669 0.7669 0.7654 0.7661
PP 0.7653 0.7653 0.7653 0.7648
S1 0.7635 0.7635 0.7648 0.7626
S2 0.7618 0.7618 0.7645
S3 0.7584 0.7600 0.7642
S4 0.7549 0.7566 0.7632
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 0.7696 0.7596 0.0101 1.3% 0.0045 0.6% 55% False False 78,784
10 0.7696 0.7551 0.0146 1.9% 0.0046 0.6% 69% False False 67,196
20 0.7696 0.7464 0.0233 3.0% 0.0046 0.6% 81% False False 60,886
40 0.7696 0.7330 0.0366 4.8% 0.0045 0.6% 88% False False 61,312
60 0.7696 0.7292 0.0404 5.3% 0.0048 0.6% 89% False False 61,056
80 0.7696 0.7074 0.0622 8.1% 0.0051 0.7% 93% False False 46,416
100 0.7696 0.7018 0.0678 8.9% 0.0054 0.7% 93% False False 37,156
120 0.7696 0.6827 0.0869 11.4% 0.0063 0.8% 95% False False 30,996
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7817
2.618 0.7761
1.618 0.7726
1.000 0.7705
0.618 0.7692
HIGH 0.7671
0.618 0.7657
0.500 0.7653
0.382 0.7649
LOW 0.7636
0.618 0.7615
1.000 0.7602
1.618 0.7580
2.618 0.7546
4.250 0.7489
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 0.7653 0.7664
PP 0.7653 0.7660
S1 0.7652 0.7655

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

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