CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 0.7605 0.7581 -0.0024 -0.3% 0.7653
High 0.7623 0.7604 -0.0019 -0.2% 0.7655
Low 0.7575 0.7572 -0.0003 0.0% 0.7542
Close 0.7586 0.7581 -0.0006 -0.1% 0.7581
Range 0.0049 0.0032 -0.0017 -34.0% 0.0113
ATR 0.0054 0.0052 -0.0002 -2.9% 0.0000
Volume 105,943 25,892 -80,051 -75.6% 390,093
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7682 0.7663 0.7598
R3 0.7650 0.7631 0.7589
R2 0.7618 0.7618 0.7586
R1 0.7599 0.7599 0.7583 0.7592
PP 0.7586 0.7586 0.7586 0.7582
S1 0.7567 0.7567 0.7578 0.7560
S2 0.7554 0.7554 0.7575
S3 0.7522 0.7535 0.7572
S4 0.7490 0.7503 0.7563
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7932 0.7869 0.7643
R3 0.7819 0.7756 0.7612
R2 0.7706 0.7706 0.7601
R1 0.7643 0.7643 0.7591 0.7618
PP 0.7593 0.7593 0.7593 0.7580
S1 0.7530 0.7530 0.7570 0.7505
S2 0.7480 0.7480 0.7560
S3 0.7367 0.7417 0.7549
S4 0.7254 0.7304 0.7518
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7667 0.7542 0.0125 1.6% 0.0061 0.8% 31% False False 94,600
10 0.7696 0.7542 0.0154 2.0% 0.0056 0.7% 25% False False 87,710
20 0.7696 0.7535 0.0161 2.1% 0.0051 0.7% 28% False False 71,762
40 0.7696 0.7354 0.0343 4.5% 0.0048 0.6% 66% False False 65,821
60 0.7696 0.7292 0.0404 5.3% 0.0047 0.6% 71% False False 63,198
80 0.7696 0.7119 0.0577 7.6% 0.0052 0.7% 80% False False 53,408
100 0.7696 0.7032 0.0664 8.8% 0.0054 0.7% 83% False False 42,753
120 0.7696 0.6893 0.0804 10.6% 0.0058 0.8% 86% False False 35,651
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 0.0011
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.7740
2.618 0.7688
1.618 0.7656
1.000 0.7636
0.618 0.7624
HIGH 0.7604
0.618 0.7592
0.500 0.7588
0.382 0.7584
LOW 0.7572
0.618 0.7552
1.000 0.7540
1.618 0.7520
2.618 0.7488
4.250 0.7436
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 0.7588 0.7583
PP 0.7586 0.7582
S1 0.7583 0.7581

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

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