CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 06-Mar-2020
Day Change Summary
Previous Current
05-Mar-2020 06-Mar-2020 Change Change % Previous Week
Open 0.7457 0.7461 0.0005 0.1% 0.7475
High 0.7465 0.7468 0.0003 0.0% 0.7502
Low 0.7439 0.7438 -0.0001 0.0% 0.7438
Close 0.7445 0.7443 -0.0002 0.0% 0.7443
Range 0.0026 0.0030 0.0004 15.7% 0.0064
ATR 0.0032 0.0032 0.0000 -0.5% 0.0000
Volume 422 71 -351 -83.2% 1,561
Daily Pivots for day following 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7538 0.7520 0.7459
R3 0.7509 0.7491 0.7451
R2 0.7479 0.7479 0.7448
R1 0.7461 0.7461 0.7446 0.7455
PP 0.7450 0.7450 0.7450 0.7447
S1 0.7432 0.7432 0.7440 0.7426
S2 0.7420 0.7420 0.7438
S3 0.7391 0.7402 0.7435
S4 0.7361 0.7373 0.7427
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7653 0.7612 0.7478
R3 0.7589 0.7548 0.7461
R2 0.7525 0.7525 0.7455
R1 0.7484 0.7484 0.7449 0.7473
PP 0.7461 0.7461 0.7461 0.7455
S1 0.7420 0.7420 0.7437 0.7409
S2 0.7397 0.7397 0.7431
S3 0.7333 0.7356 0.7425
S4 0.7269 0.7292 0.7408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7502 0.7438 0.0064 0.9% 0.0037 0.5% 8% False True 312
10 0.7541 0.7425 0.0117 1.6% 0.0032 0.4% 16% False False 239
20 0.7574 0.7425 0.0150 2.0% 0.0025 0.3% 12% False False 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7593
2.618 0.7545
1.618 0.7515
1.000 0.7497
0.618 0.7486
HIGH 0.7468
0.618 0.7456
0.500 0.7453
0.382 0.7449
LOW 0.7438
0.618 0.7420
1.000 0.7409
1.618 0.7390
2.618 0.7361
4.250 0.7313
Fisher Pivots for day following 06-Mar-2020
Pivot 1 day 3 day
R1 0.7453 0.7466
PP 0.7450 0.7458
S1 0.7446 0.7451

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

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