CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 06-Apr-2020
Day Change Summary
Previous Current
03-Apr-2020 06-Apr-2020 Change Change % Previous Week
Open 0.7089 0.7026 -0.0063 -0.9% 0.7098
High 0.7101 0.7109 0.0008 0.1% 0.7143
Low 0.7046 0.7025 -0.0021 -0.3% 0.6980
Close 0.7075 0.7094 0.0019 0.3% 0.7075
Range 0.0055 0.0084 0.0029 52.7% 0.0163
ATR 0.0099 0.0098 -0.0001 -1.1% 0.0000
Volume 59 552 493 835.6% 326
Daily Pivots for day following 06-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7328 0.7295 0.7140
R3 0.7244 0.7211 0.7117
R2 0.7160 0.7160 0.7109
R1 0.7127 0.7127 0.7102 0.7143
PP 0.7076 0.7076 0.7076 0.7084
S1 0.7043 0.7043 0.7086 0.7059
S2 0.6992 0.6992 0.7079
S3 0.6908 0.6959 0.7071
S4 0.6824 0.6875 0.7048
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7555 0.7478 0.7165
R3 0.7392 0.7315 0.7120
R2 0.7229 0.7229 0.7105
R1 0.7152 0.7152 0.7090 0.7109
PP 0.7066 0.7066 0.7066 0.7045
S1 0.6989 0.6989 0.7060 0.6946
S2 0.6903 0.6903 0.7045
S3 0.6740 0.6826 0.7030
S4 0.6577 0.6663 0.6985
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7143 0.6980 0.0163 2.3% 0.0100 1.4% 70% False False 162
10 0.7194 0.6893 0.0302 4.3% 0.0096 1.4% 67% False False 159
20 0.7342 0.6827 0.0515 7.3% 0.0112 1.6% 52% False False 253
40 0.7574 0.6827 0.0747 10.5% 0.0072 1.0% 36% False False 195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7466
2.618 0.7328
1.618 0.7244
1.000 0.7193
0.618 0.7160
HIGH 0.7109
0.618 0.7076
0.500 0.7067
0.382 0.7057
LOW 0.7025
0.618 0.6973
1.000 0.6941
1.618 0.6889
2.618 0.6805
4.250 0.6668
Fisher Pivots for day following 06-Apr-2020
Pivot 1 day 3 day
R1 0.7085 0.7082
PP 0.7076 0.7070
S1 0.7067 0.7057

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

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