CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 0.7554 0.7605 0.0052 0.7% 0.7644
High 0.7607 0.7623 0.0016 0.2% 0.7696
Low 0.7542 0.7575 0.0033 0.4% 0.7598
Close 0.7597 0.7586 -0.0011 -0.1% 0.7666
Range 0.0065 0.0049 -0.0017 -25.4% 0.0099
ATR 0.0054 0.0054 0.0000 -0.8% 0.0000
Volume 135,093 105,943 -29,150 -21.6% 398,047
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7740 0.7712 0.7613
R3 0.7692 0.7663 0.7599
R2 0.7643 0.7643 0.7595
R1 0.7615 0.7615 0.7590 0.7605
PP 0.7595 0.7595 0.7595 0.7590
S1 0.7566 0.7566 0.7582 0.7556
S2 0.7546 0.7546 0.7577
S3 0.7498 0.7518 0.7573
S4 0.7449 0.7469 0.7559
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 0.7669 0.7542 0.0127 1.7% 0.0069 0.9% 35% False False 106,912
10 0.7696 0.7542 0.0154 2.0% 0.0057 0.7% 29% False False 92,848
20 0.7696 0.7535 0.0161 2.1% 0.0051 0.7% 32% False False 73,380
40 0.7696 0.7354 0.0343 4.5% 0.0048 0.6% 68% False False 66,543
60 0.7696 0.7292 0.0404 5.3% 0.0047 0.6% 73% False False 63,568
80 0.7696 0.7119 0.0577 7.6% 0.0052 0.7% 81% False False 53,088
100 0.7696 0.7018 0.0678 8.9% 0.0054 0.7% 84% False False 42,496
120 0.7696 0.6878 0.0819 10.8% 0.0059 0.8% 87% False False 35,438
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7829
2.618 0.7750
1.618 0.7701
1.000 0.7672
0.618 0.7653
HIGH 0.7623
0.618 0.7604
0.500 0.7599
0.382 0.7593
LOW 0.7575
0.618 0.7545
1.000 0.7526
1.618 0.7496
2.618 0.7448
4.250 0.7368
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 0.7599 0.7599
PP 0.7595 0.7594
S1 0.7590 0.7590

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

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