CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 13-Apr-2020
Day Change Summary
Previous Current
09-Apr-2020 13-Apr-2020 Change Change % Previous Week
Open 0.7153 0.7166 0.0014 0.2% 0.7026
High 0.7188 0.7230 0.0042 0.6% 0.7188
Low 0.7123 0.7158 0.0035 0.5% 0.7025
Close 0.7173 0.7223 0.0051 0.7% 0.7173
Range 0.0066 0.0073 0.0007 10.7% 0.0164
ATR 0.0091 0.0090 -0.0001 -1.5% 0.0000
Volume 175 132 -43 -24.6% 836
Daily Pivots for day following 13-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7421 0.7395 0.7263
R3 0.7349 0.7322 0.7243
R2 0.7276 0.7276 0.7236
R1 0.7250 0.7250 0.7230 0.7263
PP 0.7204 0.7204 0.7204 0.7210
S1 0.7177 0.7177 0.7216 0.7190
S2 0.7131 0.7131 0.7210
S3 0.7059 0.7105 0.7203
S4 0.6986 0.7032 0.7183
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7619 0.7559 0.7262
R3 0.7455 0.7396 0.7217
R2 0.7292 0.7292 0.7202
R1 0.7232 0.7232 0.7187 0.7262
PP 0.7128 0.7128 0.7128 0.7143
S1 0.7069 0.7069 0.7158 0.7099
S2 0.6965 0.6965 0.7143
S3 0.6801 0.6905 0.7128
S4 0.6638 0.6742 0.7083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7230 0.7025 0.0206 2.8% 0.0072 1.0% 97% True False 193
10 0.7230 0.6980 0.0250 3.5% 0.0081 1.1% 97% True False 129
20 0.7275 0.6827 0.0448 6.2% 0.0108 1.5% 88% False False 196
40 0.7574 0.6827 0.0747 10.3% 0.0077 1.1% 53% False False 202
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7538
2.618 0.7420
1.618 0.7347
1.000 0.7303
0.618 0.7275
HIGH 0.7230
0.618 0.7202
0.500 0.7194
0.382 0.7185
LOW 0.7158
0.618 0.7113
1.000 0.7085
1.618 0.7040
2.618 0.6968
4.250 0.6849
Fisher Pivots for day following 13-Apr-2020
Pivot 1 day 3 day
R1 0.7213 0.7206
PP 0.7204 0.7189
S1 0.7194 0.7173

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

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