CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 03-Jun-2020
Day Change Summary
Previous Current
02-Jun-2020 03-Jun-2020 Change Change % Previous Week
Open 0.7371 0.7396 0.0025 0.3% 0.7145
High 0.7416 0.7419 0.0003 0.0% 0.7291
Low 0.7362 0.7369 0.0007 0.1% 0.7140
Close 0.7399 0.7416 0.0018 0.2% 0.7256
Range 0.0055 0.0050 -0.0005 -8.3% 0.0151
ATR 0.0067 0.0066 -0.0001 -1.8% 0.0000
Volume 3,163 1,550 -1,613 -51.0% 5,493
Daily Pivots for day following 03-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7551 0.7534 0.7444
R3 0.7501 0.7484 0.7430
R2 0.7451 0.7451 0.7425
R1 0.7434 0.7434 0.7421 0.7442
PP 0.7401 0.7401 0.7401 0.7405
S1 0.7384 0.7384 0.7411 0.7392
S2 0.7351 0.7351 0.7407
S3 0.7301 0.7334 0.7402
S4 0.7251 0.7284 0.7389
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 0.7682 0.7620 0.7339
R3 0.7531 0.7469 0.7298
R2 0.7380 0.7380 0.7284
R1 0.7318 0.7318 0.7270 0.7349
PP 0.7229 0.7229 0.7229 0.7245
S1 0.7167 0.7167 0.7242 0.7198
S2 0.7078 0.7078 0.7228
S3 0.6927 0.7016 0.7214
S4 0.6776 0.6865 0.7173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7419 0.7230 0.0189 2.5% 0.0065 0.9% 99% True False 1,514
10 0.7419 0.7119 0.0300 4.0% 0.0064 0.9% 99% True False 1,274
20 0.7419 0.7057 0.0362 4.9% 0.0063 0.9% 99% True False 717
40 0.7419 0.7018 0.0401 5.4% 0.0064 0.9% 99% True False 415
60 0.7419 0.6827 0.0592 8.0% 0.0080 1.1% 100% True False 361
80 0.7574 0.6827 0.0747 10.1% 0.0068 0.9% 79% False False 305
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7631
2.618 0.7549
1.618 0.7499
1.000 0.7469
0.618 0.7449
HIGH 0.7419
0.618 0.7399
0.500 0.7394
0.382 0.7388
LOW 0.7369
0.618 0.7338
1.000 0.7319
1.618 0.7288
2.618 0.7238
4.250 0.7156
Fisher Pivots for day following 03-Jun-2020
Pivot 1 day 3 day
R1 0.7409 0.7388
PP 0.7401 0.7360
S1 0.7394 0.7332

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

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