CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 25-Mar-2020
Day Change Summary
Previous Current
24-Mar-2020 25-Mar-2020 Change Change % Previous Week
Open 0.6914 0.6963 0.0049 0.7% 0.7275
High 0.6965 0.7062 0.0097 1.4% 0.7275
Low 0.6893 0.6943 0.0050 0.7% 0.6827
Close 0.6907 0.7052 0.0145 2.1% 0.6939
Range 0.0073 0.0119 0.0047 64.1% 0.0448
ATR 0.0088 0.0093 0.0005 5.4% 0.0000
Volume 213 209 -4 -1.9% 1,573
Daily Pivots for day following 25-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7376 0.7333 0.7117
R3 0.7257 0.7214 0.7084
R2 0.7138 0.7138 0.7073
R1 0.7095 0.7095 0.7062 0.7116
PP 0.7019 0.7019 0.7019 0.7029
S1 0.6976 0.6976 0.7041 0.6997
S2 0.6900 0.6900 0.7030
S3 0.6781 0.6857 0.7019
S4 0.6662 0.6738 0.6986
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 0.7076 0.6827 0.0249 3.5% 0.0119 1.7% 90% False False 287
10 0.7288 0.6827 0.0461 6.5% 0.0133 1.9% 49% False False 292
20 0.7502 0.6827 0.0675 9.6% 0.0093 1.3% 33% False False 312
40 0.7603 0.6827 0.0776 11.0% 0.0056 0.8% 29% False False 181
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 0.0028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7567
2.618 0.7373
1.618 0.7254
1.000 0.7181
0.618 0.7135
HIGH 0.7062
0.618 0.7016
0.500 0.7002
0.382 0.6988
LOW 0.6943
0.618 0.6869
1.000 0.6824
1.618 0.6750
2.618 0.6631
4.250 0.6437
Fisher Pivots for day following 25-Mar-2020
Pivot 1 day 3 day
R1 0.7035 0.7024
PP 0.7019 0.6997
S1 0.7002 0.6970

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

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