CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 18-Mar-2020
Day Change Summary
Previous Current
17-Mar-2020 18-Mar-2020 Change Change % Previous Week
Open 0.7143 0.7062 -0.0081 -1.1% 0.7397
High 0.7171 0.7069 -0.0102 -1.4% 0.7397
Low 0.7020 0.6840 -0.0181 -2.6% 0.7153
Close 0.7044 0.6874 -0.0171 -2.4% 0.7183
Range 0.0151 0.0229 0.0079 52.2% 0.0244
ATR 0.0067 0.0078 0.0012 17.3% 0.0000
Volume 360 466 106 29.4% 1,694
Daily Pivots for day following 18-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7614 0.7473 0.6999
R3 0.7385 0.7244 0.6936
R2 0.7156 0.7156 0.6915
R1 0.7015 0.7015 0.6894 0.6971
PP 0.6927 0.6927 0.6927 0.6905
S1 0.6786 0.6786 0.6853 0.6742
S2 0.6698 0.6698 0.6832
S3 0.6469 0.6557 0.6811
S4 0.6240 0.6328 0.6748
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 0.7288 0.6840 0.0449 6.5% 0.0147 2.1% 8% False True 297
10 0.7468 0.6840 0.0628 9.1% 0.0106 1.5% 5% False True 307
20 0.7574 0.6840 0.0735 10.7% 0.0069 1.0% 5% False True 251
40 0.7666 0.6840 0.0827 12.0% 0.0045 0.7% 4% False True 147
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 0.0018
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 0.8042
2.618 0.7668
1.618 0.7439
1.000 0.7298
0.618 0.7210
HIGH 0.7069
0.618 0.6981
0.500 0.6954
0.382 0.6927
LOW 0.6840
0.618 0.6698
1.000 0.6611
1.618 0.6469
2.618 0.6240
4.250 0.5866
Fisher Pivots for day following 18-Mar-2020
Pivot 1 day 3 day
R1 0.6954 0.7057
PP 0.6927 0.6996
S1 0.6900 0.6935

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

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