CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 20-Mar-2020
Day Change Summary
Previous Current
19-Mar-2020 20-Mar-2020 Change Change % Previous Week
Open 0.6907 0.6960 0.0053 0.8% 0.7275
High 0.6945 0.7076 0.0132 1.9% 0.7275
Low 0.6827 0.6894 0.0067 1.0% 0.6827
Close 0.6903 0.6939 0.0036 0.5% 0.6939
Range 0.0118 0.0182 0.0065 54.9% 0.0448
ATR 0.0081 0.0088 0.0007 8.9% 0.0000
Volume 267 414 147 55.1% 1,573
Daily Pivots for day following 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7516 0.7409 0.7039
R3 0.7334 0.7227 0.6989
R2 0.7152 0.7152 0.6972
R1 0.7045 0.7045 0.6955 0.7007
PP 0.6970 0.6970 0.6970 0.6951
S1 0.6863 0.6863 0.6922 0.6825
S2 0.6788 0.6788 0.6905
S3 0.6606 0.6681 0.6888
S4 0.6424 0.6499 0.6838
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.8358 0.8096 0.7185
R3 0.7910 0.7648 0.7062
R2 0.7462 0.7462 0.7021
R1 0.7200 0.7200 0.6980 0.7107
PP 0.7014 0.7014 0.7014 0.6967
S1 0.6752 0.6752 0.6897 0.6659
S2 0.6566 0.6566 0.6856
S3 0.6118 0.6304 0.6815
S4 0.5670 0.5856 0.6692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7275 0.6827 0.0448 6.5% 0.0162 2.3% 25% False False 314
10 0.7397 0.6827 0.0570 8.2% 0.0131 1.9% 20% False False 326
20 0.7541 0.6827 0.0714 10.3% 0.0082 1.2% 16% False False 283
40 0.7624 0.6827 0.0797 11.5% 0.0050 0.7% 14% False False 163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7850
2.618 0.7552
1.618 0.7370
1.000 0.7258
0.618 0.7188
HIGH 0.7076
0.618 0.7006
0.500 0.6985
0.382 0.6964
LOW 0.6894
0.618 0.6782
1.000 0.6712
1.618 0.6600
2.618 0.6418
4.250 0.6121
Fisher Pivots for day following 20-Mar-2020
Pivot 1 day 3 day
R1 0.6985 0.6952
PP 0.6970 0.6947
S1 0.6954 0.6943

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

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