CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 15-Apr-2020
Day Change Summary
Previous Current
14-Apr-2020 15-Apr-2020 Change Change % Previous Week
Open 0.7204 0.7215 0.0011 0.2% 0.7026
High 0.7226 0.7220 -0.0006 -0.1% 0.7188
Low 0.7197 0.7091 -0.0106 -1.5% 0.7025
Close 0.7204 0.7112 -0.0092 -1.3% 0.7173
Range 0.0030 0.0130 0.0100 339.0% 0.0164
ATR 0.0086 0.0089 0.0003 3.6% 0.0000
Volume 111 124 13 11.7% 836
Daily Pivots for day following 15-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7529 0.7450 0.7183
R3 0.7400 0.7321 0.7148
R2 0.7270 0.7270 0.7136
R1 0.7191 0.7191 0.7124 0.7166
PP 0.7141 0.7141 0.7141 0.7128
S1 0.7062 0.7062 0.7100 0.7037
S2 0.7011 0.7011 0.7088
S3 0.6882 0.6932 0.7076
S4 0.6752 0.6803 0.7041
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 0.7091 0.0140 2.0% 0.0068 1.0% 15% False True 124
10 0.7230 0.7006 0.0224 3.1% 0.0077 1.1% 47% False False 137
20 0.7230 0.6827 0.0403 5.7% 0.0101 1.4% 71% False False 186
40 0.7574 0.6827 0.0747 10.5% 0.0080 1.1% 38% False False 208
60 0.7666 0.6827 0.0839 11.8% 0.0060 0.8% 34% False False 153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7770
2.618 0.7559
1.618 0.7430
1.000 0.7350
0.618 0.7300
HIGH 0.7220
0.618 0.7171
0.500 0.7155
0.382 0.7140
LOW 0.7091
0.618 0.7010
1.000 0.6961
1.618 0.6881
2.618 0.6751
4.250 0.6540
Fisher Pivots for day following 15-Apr-2020
Pivot 1 day 3 day
R1 0.7155 0.7160
PP 0.7141 0.7144
S1 0.7126 0.7128

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

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