CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 21-Feb-2020
Day Change Summary
Previous Current
20-Feb-2020 21-Feb-2020 Change Change % Previous Week
Open 0.7542 0.7570 0.0028 0.4% 0.7559
High 0.7567 0.7574 0.0008 0.1% 0.7574
Low 0.7539 0.7560 0.0021 0.3% 0.7533
Close 0.7539 0.7570 0.0031 0.4% 0.7570
Range 0.0028 0.0015 -0.0014 -48.2% 0.0041
ATR 0.0023 0.0024 0.0001 3.6% 0.0000
Volume 15 39 24 160.0% 87
Daily Pivots for day following 21-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7611 0.7605 0.7577
R3 0.7597 0.7590 0.7573
R2 0.7582 0.7582 0.7572
R1 0.7576 0.7576 0.7571 0.7572
PP 0.7568 0.7568 0.7568 0.7566
S1 0.7561 0.7561 0.7568 0.7557
S2 0.7553 0.7553 0.7567
S3 0.7539 0.7547 0.7566
S4 0.7524 0.7532 0.7562
Weekly Pivots for week ending 21-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7682 0.7667 0.7592
R3 0.7641 0.7626 0.7581
R2 0.7600 0.7600 0.7577
R1 0.7585 0.7585 0.7573 0.7592
PP 0.7559 0.7559 0.7559 0.7563
S1 0.7544 0.7544 0.7566 0.7551
S2 0.7518 0.7518 0.7562
S3 0.7477 0.7503 0.7558
S4 0.7436 0.7462 0.7547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7574 0.7533 0.0041 0.5% 0.0020 0.3% 89% True False 18
10 0.7574 0.7501 0.0073 1.0% 0.0019 0.2% 94% True False 39
20 0.7624 0.7501 0.0123 1.6% 0.0019 0.2% 56% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7636
2.618 0.7612
1.618 0.7597
1.000 0.7589
0.618 0.7583
HIGH 0.7574
0.618 0.7568
0.500 0.7567
0.382 0.7565
LOW 0.7560
0.618 0.7551
1.000 0.7545
1.618 0.7536
2.618 0.7522
4.250 0.7498
Fisher Pivots for day following 21-Feb-2020
Pivot 1 day 3 day
R1 0.7569 0.7565
PP 0.7568 0.7561
S1 0.7567 0.7556

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

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