CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 27-Apr-2020
Day Change Summary
Previous Current
24-Apr-2020 27-Apr-2020 Change Change % Previous Week
Open 0.7110 0.7104 -0.0006 -0.1% 0.7146
High 0.7135 0.7129 -0.0006 -0.1% 0.7146
Low 0.7091 0.7089 -0.0002 0.0% 0.7018
Close 0.7095 0.7127 0.0032 0.5% 0.7095
Range 0.0045 0.0040 -0.0005 -10.1% 0.0128
ATR 0.0079 0.0077 -0.0003 -3.5% 0.0000
Volume 65 10 -55 -84.6% 389
Daily Pivots for day following 27-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7235 0.7221 0.7149
R3 0.7195 0.7181 0.7138
R2 0.7155 0.7155 0.7134
R1 0.7141 0.7141 0.7131 0.7148
PP 0.7115 0.7115 0.7115 0.7119
S1 0.7101 0.7101 0.7123 0.7108
S2 0.7075 0.7075 0.7120
S3 0.7035 0.7061 0.7116
S4 0.6995 0.7021 0.7105
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7469 0.7409 0.7165
R3 0.7341 0.7282 0.7130
R2 0.7214 0.7214 0.7118
R1 0.7154 0.7154 0.7107 0.7120
PP 0.7086 0.7086 0.7086 0.7069
S1 0.7027 0.7027 0.7083 0.6993
S2 0.6959 0.6959 0.7072
S3 0.6831 0.6899 0.7060
S4 0.6704 0.6772 0.7025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7145 0.7018 0.0127 1.8% 0.0063 0.9% 86% False False 70
10 0.7226 0.7018 0.0208 2.9% 0.0066 0.9% 52% False False 100
20 0.7230 0.6980 0.0250 3.5% 0.0073 1.0% 59% False False 114
40 0.7502 0.6827 0.0675 9.5% 0.0087 1.2% 44% False False 204
60 0.7576 0.6827 0.0749 10.5% 0.0065 0.9% 40% False False 163
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7299
2.618 0.7234
1.618 0.7194
1.000 0.7169
0.618 0.7154
HIGH 0.7129
0.618 0.7114
0.500 0.7109
0.382 0.7104
LOW 0.7089
0.618 0.7064
1.000 0.7049
1.618 0.7024
2.618 0.6984
4.250 0.6919
Fisher Pivots for day following 27-Apr-2020
Pivot 1 day 3 day
R1 0.7121 0.7117
PP 0.7115 0.7107
S1 0.7109 0.7097

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

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