CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 28-Apr-2020
Day Change Summary
Previous Current
27-Apr-2020 28-Apr-2020 Change Change % Previous Week
Open 0.7104 0.7134 0.0030 0.4% 0.7146
High 0.7129 0.7179 0.0050 0.7% 0.7146
Low 0.7089 0.7111 0.0022 0.3% 0.7018
Close 0.7127 0.7154 0.0027 0.4% 0.7095
Range 0.0040 0.0069 0.0029 71.3% 0.0128
ATR 0.0077 0.0076 -0.0001 -0.8% 0.0000
Volume 10 144 134 1,340.0% 389
Daily Pivots for day following 28-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7353 0.7322 0.7192
R3 0.7285 0.7254 0.7173
R2 0.7216 0.7216 0.7167
R1 0.7185 0.7185 0.7160 0.7201
PP 0.7148 0.7148 0.7148 0.7156
S1 0.7117 0.7117 0.7148 0.7132
S2 0.7079 0.7079 0.7141
S3 0.7011 0.7048 0.7135
S4 0.6942 0.6980 0.7116
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 0.7179 0.7032 0.0147 2.1% 0.0061 0.9% 83% True False 73
10 0.7220 0.7018 0.0202 2.8% 0.0069 1.0% 67% False False 103
20 0.7230 0.6980 0.0250 3.5% 0.0075 1.0% 70% False False 118
40 0.7502 0.6827 0.0675 9.4% 0.0088 1.2% 48% False False 200
60 0.7574 0.6827 0.0747 10.4% 0.0066 0.9% 44% False False 165
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7470
2.618 0.7358
1.618 0.7290
1.000 0.7248
0.618 0.7221
HIGH 0.7179
0.618 0.7153
0.500 0.7145
0.382 0.7137
LOW 0.7111
0.618 0.7068
1.000 0.7042
1.618 0.7000
2.618 0.6931
4.250 0.6819
Fisher Pivots for day following 28-Apr-2020
Pivot 1 day 3 day
R1 0.7151 0.7147
PP 0.7148 0.7141
S1 0.7145 0.7134

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

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