CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 05-May-2020
Day Change Summary
Previous Current
04-May-2020 05-May-2020 Change Change % Previous Week
Open 0.7095 0.7101 0.0006 0.1% 0.7104
High 0.7117 0.7139 0.0022 0.3% 0.7222
Low 0.7068 0.7096 0.0028 0.4% 0.7089
Close 0.7105 0.7132 0.0027 0.4% 0.7106
Range 0.0049 0.0043 -0.0006 -12.2% 0.0133
ATR 0.0073 0.0071 -0.0002 -2.9% 0.0000
Volume 83 60 -23 -27.7% 698
Daily Pivots for day following 05-May-2020
Classic Woodie Camarilla DeMark
R4 0.7251 0.7234 0.7155
R3 0.7208 0.7191 0.7143
R2 0.7165 0.7165 0.7139
R1 0.7148 0.7148 0.7135 0.7157
PP 0.7122 0.7122 0.7122 0.7126
S1 0.7105 0.7105 0.7128 0.7114
S2 0.7079 0.7079 0.7124
S3 0.7036 0.7062 0.7120
S4 0.6993 0.7019 0.7108
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.7538 0.7455 0.7179
R3 0.7405 0.7322 0.7142
R2 0.7272 0.7272 0.7130
R1 0.7189 0.7189 0.7118 0.7230
PP 0.7139 0.7139 0.7139 0.7160
S1 0.7056 0.7056 0.7093 0.7097
S2 0.7006 0.7006 0.7081
S3 0.6873 0.6923 0.7069
S4 0.6740 0.6790 0.7032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7222 0.7068 0.0154 2.2% 0.0058 0.8% 41% False False 137
10 0.7222 0.7032 0.0190 2.7% 0.0060 0.8% 52% False False 105
20 0.7230 0.7018 0.0212 3.0% 0.0064 0.9% 54% False False 112
40 0.7342 0.6827 0.0515 7.2% 0.0088 1.2% 59% False False 182
60 0.7574 0.6827 0.0747 10.5% 0.0069 1.0% 41% False False 168
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7322
2.618 0.7252
1.618 0.7209
1.000 0.7182
0.618 0.7166
HIGH 0.7139
0.618 0.7123
0.500 0.7118
0.382 0.7112
LOW 0.7096
0.618 0.7069
1.000 0.7053
1.618 0.7026
2.618 0.6983
4.250 0.6913
Fisher Pivots for day following 05-May-2020
Pivot 1 day 3 day
R1 0.7127 0.7127
PP 0.7122 0.7123
S1 0.7118 0.7119

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

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