CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 13-Jul-2020
Day Change Summary
Previous Current
10-Jul-2020 13-Jul-2020 Change Change % Previous Week
Open 0.7365 0.7357 -0.0008 -0.1% 0.7374
High 0.7368 0.7390 0.0022 0.3% 0.7413
Low 0.7337 0.7349 0.0012 0.2% 0.7337
Close 0.7360 0.7361 0.0001 0.0% 0.7360
Range 0.0032 0.0041 0.0010 30.2% 0.0077
ATR 0.0053 0.0052 -0.0001 -1.6% 0.0000
Volume 63,118 55,225 -7,893 -12.5% 297,779
Daily Pivots for day following 13-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7489 0.7466 0.7384
R3 0.7448 0.7425 0.7372
R2 0.7407 0.7407 0.7369
R1 0.7384 0.7384 0.7365 0.7396
PP 0.7366 0.7366 0.7366 0.7372
S1 0.7343 0.7343 0.7357 0.7355
S2 0.7325 0.7325 0.7353
S3 0.7284 0.7302 0.7350
S4 0.7243 0.7261 0.7338
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7599 0.7556 0.7402
R3 0.7523 0.7480 0.7381
R2 0.7446 0.7446 0.7374
R1 0.7403 0.7403 0.7367 0.7387
PP 0.7370 0.7370 0.7370 0.7362
S1 0.7327 0.7327 0.7353 0.7310
S2 0.7293 0.7293 0.7346
S3 0.7217 0.7250 0.7339
S4 0.7140 0.7174 0.7318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7413 0.7337 0.0077 1.0% 0.0050 0.7% 32% False False 59,951
10 0.7413 0.7298 0.0116 1.6% 0.0045 0.6% 55% False False 59,429
20 0.7417 0.7292 0.0125 1.7% 0.0049 0.7% 55% False False 58,438
40 0.7510 0.7086 0.0424 5.8% 0.0057 0.8% 65% False False 36,133
60 0.7510 0.7018 0.0492 6.7% 0.0059 0.8% 70% False False 24,126
80 0.7510 0.6827 0.0683 9.3% 0.0067 0.9% 78% False False 18,139
100 0.7574 0.6827 0.0747 10.1% 0.0068 0.9% 71% False False 14,562
120 0.7666 0.6827 0.0839 11.4% 0.0060 0.8% 64% False False 12,142
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 True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7564
2.618 0.7497
1.618 0.7456
1.000 0.7431
0.618 0.7415
HIGH 0.7390
0.618 0.7374
0.500 0.7369
0.382 0.7364
LOW 0.7349
0.618 0.7323
1.000 0.7308
1.618 0.7282
2.618 0.7241
4.250 0.7174
Fisher Pivots for day following 13-Jul-2020
Pivot 1 day 3 day
R1 0.7369 0.7375
PP 0.7366 0.7370
S1 0.7364 0.7366

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

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