CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 20-Apr-2020
Day Change Summary
Previous Current
17-Apr-2020 20-Apr-2020 Change Change % Previous Week
Open 0.7136 0.7146 0.0010 0.1% 0.7166
High 0.7151 0.7146 -0.0005 -0.1% 0.7230
Low 0.7093 0.7076 -0.0017 -0.2% 0.7064
Close 0.7140 0.7084 -0.0056 -0.8% 0.7140
Range 0.0058 0.0070 0.0012 19.8% 0.0167
ATR 0.0085 0.0083 -0.0001 -1.3% 0.0000
Volume 46 48 2 4.3% 734
Daily Pivots for day following 20-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7310 0.7267 0.7122
R3 0.7241 0.7197 0.7103
R2 0.7171 0.7171 0.7097
R1 0.7128 0.7128 0.7090 0.7115
PP 0.7102 0.7102 0.7102 0.7095
S1 0.7058 0.7058 0.7078 0.7045
S2 0.7032 0.7032 0.7071
S3 0.6963 0.6989 0.7065
S4 0.6893 0.6919 0.7046
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 0.7226 0.7064 0.0163 2.3% 0.0069 1.0% 13% False False 130
10 0.7230 0.7025 0.0206 2.9% 0.0070 1.0% 29% False False 161
20 0.7230 0.6878 0.0353 5.0% 0.0084 1.2% 59% False False 149
40 0.7541 0.6827 0.0714 10.1% 0.0083 1.2% 36% False False 216
60 0.7624 0.6827 0.0797 11.2% 0.0062 0.9% 32% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7441
2.618 0.7327
1.618 0.7258
1.000 0.7215
0.618 0.7188
HIGH 0.7146
0.618 0.7119
0.500 0.7111
0.382 0.7103
LOW 0.7076
0.618 0.7033
1.000 0.7007
1.618 0.6964
2.618 0.6894
4.250 0.6781
Fisher Pivots for day following 20-Apr-2020
Pivot 1 day 3 day
R1 0.7111 0.7107
PP 0.7102 0.7099
S1 0.7093 0.7092

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

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