CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 16-Mar-2020
Day Change Summary
Previous Current
13-Mar-2020 16-Mar-2020 Change Change % Previous Week
Open 0.7206 0.7275 0.0069 1.0% 0.7397
High 0.7252 0.7275 0.0023 0.3% 0.7397
Low 0.7153 0.7142 -0.0011 -0.2% 0.7153
Close 0.7183 0.7159 -0.0024 -0.3% 0.7183
Range 0.0099 0.0133 0.0034 34.3% 0.0244
ATR 0.0055 0.0060 0.0006 10.2% 0.0000
Volume 299 66 -233 -77.9% 1,694
Daily Pivots for day following 16-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7591 0.7508 0.7232
R3 0.7458 0.7375 0.7196
R2 0.7325 0.7325 0.7183
R1 0.7242 0.7242 0.7171 0.7217
PP 0.7192 0.7192 0.7192 0.7180
S1 0.7109 0.7109 0.7147 0.7084
S2 0.7059 0.7059 0.7135
S3 0.6926 0.6976 0.7122
S4 0.6793 0.6843 0.7086
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7975 0.7822 0.7317
R3 0.7731 0.7579 0.7250
R2 0.7488 0.7488 0.7228
R1 0.7335 0.7335 0.7205 0.7290
PP 0.7244 0.7244 0.7244 0.7221
S1 0.7092 0.7092 0.7161 0.7046
S2 0.7001 0.7001 0.7138
S3 0.6757 0.6848 0.7116
S4 0.6514 0.6605 0.7049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7342 0.7142 0.0200 2.8% 0.0100 1.4% 9% False True 326
10 0.7502 0.7142 0.0360 5.0% 0.0078 1.1% 5% False True 301
20 0.7574 0.7142 0.0432 6.0% 0.0052 0.7% 4% False True 212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 0.7840
2.618 0.7623
1.618 0.7490
1.000 0.7408
0.618 0.7357
HIGH 0.7275
0.618 0.7224
0.500 0.7209
0.382 0.7193
LOW 0.7142
0.618 0.7060
1.000 0.7009
1.618 0.6927
2.618 0.6794
4.250 0.6577
Fisher Pivots for day following 16-Mar-2020
Pivot 1 day 3 day
R1 0.7209 0.7215
PP 0.7192 0.7196
S1 0.7176 0.7178

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

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