CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 21-Apr-2020
Day Change Summary
Previous Current
20-Apr-2020 21-Apr-2020 Change Change % Previous Week
Open 0.7146 0.7060 -0.0086 -1.2% 0.7166
High 0.7146 0.7093 -0.0053 -0.7% 0.7230
Low 0.7076 0.7018 -0.0058 -0.8% 0.7064
Close 0.7084 0.7049 -0.0035 -0.5% 0.7140
Range 0.0070 0.0075 0.0006 7.9% 0.0167
ATR 0.0083 0.0083 -0.0001 -0.7% 0.0000
Volume 48 130 82 170.8% 734
Daily Pivots for day following 21-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7278 0.7239 0.7090
R3 0.7203 0.7164 0.7070
R2 0.7128 0.7128 0.7063
R1 0.7089 0.7089 0.7056 0.7071
PP 0.7053 0.7053 0.7053 0.7045
S1 0.7014 0.7014 0.7042 0.6996
S2 0.6978 0.6978 0.7035
S3 0.6903 0.6939 0.7028
S4 0.6828 0.6864 0.7008
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 0.7220 0.7018 0.0202 2.9% 0.0078 1.1% 15% False True 133
10 0.7230 0.7018 0.0212 3.0% 0.0069 1.0% 15% False True 119
20 0.7230 0.6893 0.0338 4.8% 0.0083 1.2% 46% False False 139
40 0.7533 0.6827 0.0706 10.0% 0.0084 1.2% 31% False False 216
60 0.7603 0.6827 0.0776 11.0% 0.0063 0.9% 29% False False 160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7412
2.618 0.7289
1.618 0.7214
1.000 0.7168
0.618 0.7139
HIGH 0.7093
0.618 0.7064
0.500 0.7056
0.382 0.7047
LOW 0.7018
0.618 0.6972
1.000 0.6943
1.618 0.6897
2.618 0.6822
4.250 0.6699
Fisher Pivots for day following 21-Apr-2020
Pivot 1 day 3 day
R1 0.7056 0.7084
PP 0.7053 0.7073
S1 0.7051 0.7061

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

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