CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 0.7321 0.7367 0.0046 0.6% 0.7348
High 0.7371 0.7384 0.0013 0.2% 0.7417
Low 0.7301 0.7354 0.0053 0.7% 0.7292
Close 0.7362 0.7362 -0.0001 0.0% 0.7324
Range 0.0070 0.0030 -0.0040 -56.8% 0.0125
ATR 0.0059 0.0057 -0.0002 -3.5% 0.0000
Volume 72,840 52,700 -20,140 -27.6% 268,815
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7456 0.7439 0.7378
R3 0.7426 0.7409 0.7370
R2 0.7396 0.7396 0.7367
R1 0.7379 0.7379 0.7364 0.7373
PP 0.7366 0.7366 0.7366 0.7363
S1 0.7349 0.7349 0.7359 0.7343
S2 0.7336 0.7336 0.7356
S3 0.7306 0.7319 0.7353
S4 0.7276 0.7289 0.7345
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7718 0.7645 0.7392
R3 0.7593 0.7521 0.7358
R2 0.7469 0.7469 0.7346
R1 0.7396 0.7396 0.7335 0.7370
PP 0.7344 0.7344 0.7344 0.7331
S1 0.7272 0.7272 0.7312 0.7246
S2 0.7220 0.7220 0.7301
S3 0.7095 0.7147 0.7289
S4 0.6971 0.7023 0.7255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7384 0.7292 0.0092 1.2% 0.0042 0.6% 76% True False 58,822
10 0.7417 0.7292 0.0125 1.7% 0.0047 0.6% 56% False False 55,185
20 0.7510 0.7292 0.0218 3.0% 0.0057 0.8% 32% False False 50,994
40 0.7510 0.7057 0.0453 6.2% 0.0060 0.8% 67% False False 25,856
60 0.7510 0.7018 0.0492 6.7% 0.0062 0.8% 70% False False 17,274
80 0.7510 0.6827 0.0683 9.3% 0.0074 1.0% 78% False False 13,019
100 0.7574 0.6827 0.0747 10.1% 0.0066 0.9% 72% False False 10,443
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7511
2.618 0.7462
1.618 0.7432
1.000 0.7414
0.618 0.7402
HIGH 0.7384
0.618 0.7372
0.500 0.7369
0.382 0.7365
LOW 0.7354
0.618 0.7335
1.000 0.7324
1.618 0.7305
2.618 0.7275
4.250 0.7226
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 0.7369 0.7355
PP 0.7366 0.7348
S1 0.7364 0.7341

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

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