CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 26-May-2020
Day Change Summary
Previous Current
22-May-2020 26-May-2020 Change Change % Previous Week
Open 0.7168 0.7145 -0.0024 -0.3% 0.7090
High 0.7173 0.7269 0.0096 1.3% 0.7214
Low 0.7119 0.7140 0.0021 0.3% 0.7090
Close 0.7137 0.7269 0.0132 1.8% 0.7137
Range 0.0054 0.0129 0.0075 138.9% 0.0124
ATR 0.0063 0.0068 0.0005 7.9% 0.0000
Volume 309 2,532 2,223 719.4% 1,845
Daily Pivots for day following 26-May-2020
Classic Woodie Camarilla DeMark
R4 0.7613 0.7570 0.7339
R3 0.7484 0.7441 0.7304
R2 0.7355 0.7355 0.7292
R1 0.7312 0.7312 0.7280 0.7333
PP 0.7226 0.7226 0.7226 0.7237
S1 0.7183 0.7183 0.7257 0.7204
S2 0.7097 0.7097 0.7245
S3 0.6968 0.7054 0.7233
S4 0.6839 0.6925 0.7198
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.7519 0.7452 0.7205
R3 0.7395 0.7328 0.7171
R2 0.7271 0.7271 0.7159
R1 0.7204 0.7204 0.7148 0.7237
PP 0.7147 0.7147 0.7147 0.7163
S1 0.7080 0.7080 0.7125 0.7113
S2 0.7023 0.7023 0.7114
S3 0.6899 0.6956 0.7102
S4 0.6775 0.6832 0.7068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7269 0.7119 0.0150 2.1% 0.0064 0.9% 100% True False 846
10 0.7269 0.7074 0.0195 2.7% 0.0061 0.8% 100% True False 499
20 0.7269 0.7057 0.0212 2.9% 0.0062 0.9% 100% True False 319
40 0.7269 0.6980 0.0289 4.0% 0.0068 0.9% 100% True False 217
60 0.7502 0.6827 0.0675 9.3% 0.0079 1.1% 65% False False 242
80 0.7576 0.6827 0.0749 10.3% 0.0064 0.9% 59% False False 202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.7817
2.618 0.7607
1.618 0.7478
1.000 0.7398
0.618 0.7349
HIGH 0.7269
0.618 0.7220
0.500 0.7205
0.382 0.7189
LOW 0.7140
0.618 0.7060
1.000 0.7011
1.618 0.6931
2.618 0.6802
4.250 0.6592
Fisher Pivots for day following 26-May-2020
Pivot 1 day 3 day
R1 0.7247 0.7244
PP 0.7226 0.7219
S1 0.7205 0.7194

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

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