CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 0.7616 0.7653 0.0037 0.5% 0.7644
High 0.7667 0.7655 -0.0012 -0.2% 0.7696
Low 0.7610 0.7554 -0.0057 -0.7% 0.7598
Close 0.7666 0.7563 -0.0103 -1.3% 0.7666
Range 0.0057 0.0102 0.0045 79.6% 0.0099
ATR 0.0049 0.0053 0.0005 9.3% 0.0000
Volume 82,911 123,165 40,254 48.6% 398,047
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7895 0.7831 0.7619
R3 0.7794 0.7729 0.7591
R2 0.7692 0.7692 0.7582
R1 0.7628 0.7628 0.7572 0.7609
PP 0.7591 0.7591 0.7591 0.7581
S1 0.7526 0.7526 0.7554 0.7508
S2 0.7489 0.7489 0.7544
S3 0.7388 0.7425 0.7535
S4 0.7286 0.7323 0.7507
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7949 0.7906 0.7720
R3 0.7850 0.7807 0.7693
R2 0.7752 0.7752 0.7684
R1 0.7709 0.7709 0.7675 0.7730
PP 0.7653 0.7653 0.7653 0.7664
S1 0.7610 0.7610 0.7657 0.7632
S2 0.7555 0.7555 0.7648
S3 0.7456 0.7512 0.7639
S4 0.7358 0.7413 0.7612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7696 0.7554 0.0143 1.9% 0.0064 0.8% 7% False True 87,648
10 0.7696 0.7554 0.0143 1.9% 0.0054 0.7% 7% False True 79,913
20 0.7696 0.7485 0.0211 2.8% 0.0051 0.7% 37% False False 67,213
40 0.7696 0.7330 0.0366 4.8% 0.0047 0.6% 64% False False 64,026
60 0.7696 0.7292 0.0404 5.3% 0.0048 0.6% 67% False False 62,164
80 0.7696 0.7086 0.0610 8.1% 0.0052 0.7% 78% False False 50,080
100 0.7696 0.7018 0.0678 9.0% 0.0054 0.7% 80% False False 40,086
120 0.7696 0.6827 0.0869 11.5% 0.0061 0.8% 85% False False 33,435
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 0.0011
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 0.8086
2.618 0.7921
1.618 0.7819
1.000 0.7757
0.618 0.7718
HIGH 0.7655
0.618 0.7616
0.500 0.7604
0.382 0.7592
LOW 0.7554
0.618 0.7491
1.000 0.7452
1.618 0.7389
2.618 0.7288
4.250 0.7122
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 0.7604 0.7611
PP 0.7591 0.7595
S1 0.7577 0.7579

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

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