CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 02-Apr-2020
Day Change Summary
Previous Current
01-Apr-2020 02-Apr-2020 Change Change % Previous Week
Open 0.7116 0.7100 -0.0016 -0.2% 0.6958
High 0.7116 0.7105 -0.0011 -0.2% 0.7194
Low 0.7017 0.7006 -0.0011 -0.2% 0.6878
Close 0.7041 0.7057 0.0016 0.2% 0.7180
Range 0.0099 0.0099 0.0000 0.0% 0.0317
ATR 0.0102 0.0102 0.0000 -0.2% 0.0000
Volume 50 66 16 32.0% 1,054
Daily Pivots for day following 02-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7353 0.7304 0.7111
R3 0.7254 0.7205 0.7084
R2 0.7155 0.7155 0.7075
R1 0.7106 0.7106 0.7066 0.7081
PP 0.7056 0.7056 0.7056 0.7044
S1 0.7007 0.7007 0.7048 0.6982
S2 0.6957 0.6957 0.7039
S3 0.6858 0.6908 0.7030
S4 0.6759 0.6809 0.7003
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.8033 0.7923 0.7354
R3 0.7717 0.7607 0.7267
R2 0.7400 0.7400 0.7238
R1 0.7290 0.7290 0.7209 0.7345
PP 0.7084 0.7084 0.7084 0.7111
S1 0.6974 0.6974 0.7151 0.7029
S2 0.6767 0.6767 0.7122
S3 0.6451 0.6657 0.7093
S4 0.6134 0.6341 0.7006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7194 0.6980 0.0214 3.0% 0.0102 1.4% 36% False False 76
10 0.7194 0.6878 0.0317 4.5% 0.0111 1.6% 57% False False 173
20 0.7468 0.6827 0.0641 9.1% 0.0113 1.6% 36% False False 232
40 0.7574 0.6827 0.0747 10.6% 0.0069 1.0% 31% False False 186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0025
Fibonacci Retracements and Extensions
4.250 0.7526
2.618 0.7364
1.618 0.7265
1.000 0.7204
0.618 0.7166
HIGH 0.7105
0.618 0.7067
0.500 0.7056
0.382 0.7044
LOW 0.7006
0.618 0.6945
1.000 0.6907
1.618 0.6846
2.618 0.6747
4.250 0.6585
Fisher Pivots for day following 02-Apr-2020
Pivot 1 day 3 day
R1 0.7057 0.7062
PP 0.7056 0.7060
S1 0.7056 0.7059

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

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