CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 05-Mar-2020
Day Change Summary
Previous Current
04-Mar-2020 05-Mar-2020 Change Change % Previous Week
Open 0.7472 0.7457 -0.0016 -0.2% 0.7525
High 0.7493 0.7465 -0.0029 -0.4% 0.7541
Low 0.7442 0.7439 -0.0003 0.0% 0.7425
Close 0.7456 0.7445 -0.0011 -0.1% 0.7458
Range 0.0051 0.0026 -0.0026 -50.0% 0.0117
ATR 0.0032 0.0032 0.0000 -1.5% 0.0000
Volume 308 422 114 37.0% 836
Daily Pivots for day following 05-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7526 0.7511 0.7459
R3 0.7501 0.7486 0.7452
R2 0.7475 0.7475 0.7450
R1 0.7460 0.7460 0.7447 0.7455
PP 0.7450 0.7450 0.7450 0.7447
S1 0.7435 0.7435 0.7443 0.7429
S2 0.7424 0.7424 0.7440
S3 0.7399 0.7409 0.7438
S4 0.7373 0.7384 0.7431
Weekly Pivots for week ending 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7824 0.7758 0.7522
R3 0.7708 0.7641 0.7490
R2 0.7591 0.7591 0.7479
R1 0.7525 0.7525 0.7469 0.7500
PP 0.7475 0.7475 0.7475 0.7462
S1 0.7408 0.7408 0.7447 0.7383
S2 0.7358 0.7358 0.7437
S3 0.7242 0.7292 0.7426
S4 0.7125 0.7175 0.7394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7502 0.7425 0.0078 1.0% 0.0039 0.5% 26% False False 331
10 0.7574 0.7425 0.0150 2.0% 0.0031 0.4% 14% False False 236
20 0.7574 0.7425 0.0150 2.0% 0.0025 0.3% 14% False False 140
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 0.0009
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7573
2.618 0.7531
1.618 0.7506
1.000 0.7490
0.618 0.7480
HIGH 0.7465
0.618 0.7455
0.500 0.7452
0.382 0.7449
LOW 0.7439
0.618 0.7423
1.000 0.7414
1.618 0.7398
2.618 0.7372
4.250 0.7331
Fisher Pivots for day following 05-Mar-2020
Pivot 1 day 3 day
R1 0.7452 0.7470
PP 0.7450 0.7462
S1 0.7447 0.7453

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

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