CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 26-Mar-2020
Day Change Summary
Previous Current
25-Mar-2020 26-Mar-2020 Change Change % Previous Week
Open 0.6963 0.7020 0.0058 0.8% 0.7275
High 0.7062 0.7141 0.0079 1.1% 0.7275
Low 0.6943 0.7017 0.0074 1.1% 0.6827
Close 0.7052 0.7137 0.0086 1.2% 0.6939
Range 0.0119 0.0124 0.0005 4.2% 0.0448
ATR 0.0093 0.0095 0.0002 2.4% 0.0000
Volume 209 181 -28 -13.4% 1,573
Daily Pivots for day following 26-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7470 0.7428 0.7205
R3 0.7346 0.7304 0.7171
R2 0.7222 0.7222 0.7160
R1 0.7180 0.7180 0.7148 0.7201
PP 0.7098 0.7098 0.7098 0.7109
S1 0.7056 0.7056 0.7126 0.7077
S2 0.6974 0.6974 0.7114
S3 0.6850 0.6932 0.7103
S4 0.6726 0.6808 0.7069
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 0.7141 0.6878 0.0263 3.7% 0.0120 1.7% 99% True False 270
10 0.7275 0.6827 0.0448 6.3% 0.0133 1.9% 69% False False 281
20 0.7502 0.6827 0.0675 9.5% 0.0098 1.4% 46% False False 296
40 0.7579 0.6827 0.0752 10.5% 0.0059 0.8% 41% False False 185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7668
2.618 0.7465
1.618 0.7341
1.000 0.7265
0.618 0.7217
HIGH 0.7141
0.618 0.7093
0.500 0.7079
0.382 0.7064
LOW 0.7017
0.618 0.6940
1.000 0.6893
1.618 0.6816
2.618 0.6692
4.250 0.6490
Fisher Pivots for day following 26-Mar-2020
Pivot 1 day 3 day
R1 0.7118 0.7097
PP 0.7098 0.7057
S1 0.7079 0.7017

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

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