CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 17-Apr-2020
Day Change Summary
Previous Current
16-Apr-2020 17-Apr-2020 Change Change % Previous Week
Open 0.7096 0.7136 0.0040 0.6% 0.7166
High 0.7120 0.7151 0.0031 0.4% 0.7230
Low 0.7064 0.7093 0.0029 0.4% 0.7064
Close 0.7094 0.7140 0.0046 0.6% 0.7140
Range 0.0057 0.0058 0.0002 2.7% 0.0167
ATR 0.0087 0.0085 -0.0002 -2.4% 0.0000
Volume 321 46 -275 -85.7% 734
Daily Pivots for day following 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7302 0.7279 0.7171
R3 0.7244 0.7221 0.7155
R2 0.7186 0.7186 0.7150
R1 0.7163 0.7163 0.7145 0.7174
PP 0.7128 0.7128 0.7128 0.7133
S1 0.7105 0.7105 0.7134 0.7116
S2 0.7070 0.7070 0.7129
S3 0.7012 0.7047 0.7124
S4 0.6954 0.6989 0.7108
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7644 0.7558 0.7231
R3 0.7477 0.7392 0.7185
R2 0.7311 0.7311 0.7170
R1 0.7225 0.7225 0.7155 0.7185
PP 0.7144 0.7144 0.7144 0.7124
S1 0.7059 0.7059 0.7124 0.7018
S2 0.6978 0.6978 0.7109
S3 0.6811 0.6892 0.7094
S4 0.6645 0.6726 0.7048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7230 0.7064 0.0167 2.3% 0.0069 1.0% 46% False False 146
10 0.7230 0.7025 0.0206 2.9% 0.0069 1.0% 56% False False 162
20 0.7230 0.6878 0.0353 4.9% 0.0090 1.3% 74% False False 168
40 0.7574 0.6827 0.0747 10.5% 0.0081 1.1% 42% False False 216
60 0.7624 0.6827 0.0797 11.2% 0.0061 0.9% 39% False False 158
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7397
2.618 0.7302
1.618 0.7244
1.000 0.7209
0.618 0.7186
HIGH 0.7151
0.618 0.7128
0.500 0.7122
0.382 0.7115
LOW 0.7093
0.618 0.7057
1.000 0.7035
1.618 0.6999
2.618 0.6941
4.250 0.6846
Fisher Pivots for day following 17-Apr-2020
Pivot 1 day 3 day
R1 0.7134 0.7142
PP 0.7128 0.7141
S1 0.7122 0.7140

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

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