CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 25-Feb-2020
Day Change Summary
Previous Current
24-Feb-2020 25-Feb-2020 Change Change % Previous Week
Open 0.7525 0.7528 0.0003 0.0% 0.7559
High 0.7541 0.7533 -0.0008 -0.1% 0.7574
Low 0.7516 0.7518 0.0002 0.0% 0.7533
Close 0.7523 0.7532 0.0009 0.1% 0.7570
Range 0.0025 0.0015 -0.0010 -40.0% 0.0041
ATR 0.0026 0.0025 -0.0001 -3.0% 0.0000
Volume 113 52 -61 -54.0% 87
Daily Pivots for day following 25-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7573 0.7567 0.7540
R3 0.7558 0.7552 0.7536
R2 0.7543 0.7543 0.7535
R1 0.7537 0.7537 0.7533 0.7540
PP 0.7528 0.7528 0.7528 0.7529
S1 0.7522 0.7522 0.7531 0.7525
S2 0.7513 0.7513 0.7529
S3 0.7498 0.7507 0.7528
S4 0.7483 0.7492 0.7524
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 0.7516 0.0058 0.8% 0.0020 0.3% 28% False False 49
10 0.7574 0.7513 0.0062 0.8% 0.0018 0.2% 32% False False 35
20 0.7603 0.7501 0.0102 1.3% 0.0020 0.3% 31% False False 49
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7597
2.618 0.7572
1.618 0.7557
1.000 0.7548
0.618 0.7542
HIGH 0.7533
0.618 0.7527
0.500 0.7526
0.382 0.7524
LOW 0.7518
0.618 0.7509
1.000 0.7503
1.618 0.7494
2.618 0.7479
4.250 0.7454
Fisher Pivots for day following 25-Feb-2020
Pivot 1 day 3 day
R1 0.7530 0.7545
PP 0.7528 0.7541
S1 0.7526 0.7536

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

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