CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 0.7581 0.7580 -0.0001 0.0% 0.7653
High 0.7604 0.7603 -0.0001 0.0% 0.7655
Low 0.7572 0.7578 0.0006 0.1% 0.7542
Close 0.7581 0.7589 0.0008 0.1% 0.7581
Range 0.0032 0.0025 -0.0007 -21.9% 0.0113
ATR 0.0052 0.0050 -0.0002 -3.7% 0.0000
Volume 25,892 5,396 -20,496 -79.2% 390,093
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7665 0.7652 0.7602
R3 0.7640 0.7627 0.7595
R2 0.7615 0.7615 0.7593
R1 0.7602 0.7602 0.7591 0.7608
PP 0.7590 0.7590 0.7590 0.7593
S1 0.7577 0.7577 0.7586 0.7583
S2 0.7565 0.7565 0.7584
S3 0.7540 0.7552 0.7582
S4 0.7515 0.7527 0.7575
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 0.7655 0.7542 0.0113 1.5% 0.0054 0.7% 41% False False 79,097
10 0.7696 0.7542 0.0154 2.0% 0.0054 0.7% 30% False False 79,353
20 0.7696 0.7540 0.0156 2.1% 0.0050 0.7% 31% False False 69,571
40 0.7696 0.7354 0.0343 4.5% 0.0048 0.6% 69% False False 65,023
60 0.7696 0.7292 0.0404 5.3% 0.0047 0.6% 73% False False 62,516
80 0.7696 0.7119 0.0577 7.6% 0.0052 0.7% 81% False False 53,469
100 0.7696 0.7050 0.0647 8.5% 0.0053 0.7% 83% False False 42,807
120 0.7696 0.6943 0.0754 9.9% 0.0058 0.8% 86% False False 35,694
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 0.7709
2.618 0.7668
1.618 0.7643
1.000 0.7628
0.618 0.7618
HIGH 0.7603
0.618 0.7593
0.500 0.7591
0.382 0.7588
LOW 0.7578
0.618 0.7563
1.000 0.7553
1.618 0.7538
2.618 0.7513
4.250 0.7472
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 0.7591 0.7598
PP 0.7590 0.7595
S1 0.7589 0.7592

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

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