CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 17-Mar-2020
Day Change Summary
Previous Current
16-Mar-2020 17-Mar-2020 Change Change % Previous Week
Open 0.7275 0.7143 -0.0132 -1.8% 0.7397
High 0.7275 0.7171 -0.0105 -1.4% 0.7397
Low 0.7142 0.7020 -0.0122 -1.7% 0.7153
Close 0.7159 0.7044 -0.0115 -1.6% 0.7183
Range 0.0133 0.0151 0.0018 13.2% 0.0244
ATR 0.0060 0.0067 0.0006 10.6% 0.0000
Volume 66 360 294 445.5% 1,694
Daily Pivots for day following 17-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7530 0.7437 0.7127
R3 0.7379 0.7287 0.7085
R2 0.7229 0.7229 0.7072
R1 0.7136 0.7136 0.7058 0.7107
PP 0.7078 0.7078 0.7078 0.7064
S1 0.6986 0.6986 0.7030 0.6957
S2 0.6928 0.6928 0.7016
S3 0.6777 0.6835 0.7003
S4 0.6627 0.6685 0.6961
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 0.7304 0.7020 0.0284 4.0% 0.0112 1.6% 8% False True 356
10 0.7493 0.7020 0.0473 6.7% 0.0089 1.3% 5% False True 292
20 0.7574 0.7020 0.0554 7.9% 0.0058 0.8% 4% False True 230
40 0.7666 0.7020 0.0646 9.2% 0.0040 0.6% 4% False True 136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 0.7810
2.618 0.7565
1.618 0.7414
1.000 0.7321
0.618 0.7264
HIGH 0.7171
0.618 0.7113
0.500 0.7095
0.382 0.7077
LOW 0.7020
0.618 0.6927
1.000 0.6870
1.618 0.6776
2.618 0.6626
4.250 0.6380
Fisher Pivots for day following 17-Mar-2020
Pivot 1 day 3 day
R1 0.7095 0.7148
PP 0.7078 0.7113
S1 0.7061 0.7079

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

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