CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 0.7465 0.7503 0.0038 0.5% 0.7456
High 0.7509 0.7558 0.0049 0.6% 0.7502
Low 0.7452 0.7503 0.0051 0.7% 0.7431
Close 0.7494 0.7530 0.0036 0.5% 0.7472
Range 0.0058 0.0055 -0.0003 -4.3% 0.0072
ATR 0.0047 0.0048 0.0001 2.5% 0.0000
Volume 54,437 79,321 24,884 45.7% 331,276
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7695 0.7667 0.7560
R3 0.7640 0.7612 0.7545
R2 0.7585 0.7585 0.7540
R1 0.7557 0.7557 0.7535 0.7571
PP 0.7530 0.7530 0.7530 0.7537
S1 0.7502 0.7502 0.7524 0.7516
S2 0.7475 0.7475 0.7519
S3 0.7420 0.7447 0.7514
S4 0.7365 0.7392 0.7499
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7683 0.7649 0.7511
R3 0.7611 0.7577 0.7492
R2 0.7540 0.7540 0.7485
R1 0.7506 0.7506 0.7479 0.7523
PP 0.7468 0.7468 0.7468 0.7477
S1 0.7434 0.7434 0.7465 0.7451
S2 0.7397 0.7397 0.7459
S3 0.7325 0.7363 0.7452
S4 0.7254 0.7291 0.7433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7558 0.7431 0.0127 1.7% 0.0052 0.7% 78% True False 70,213
10 0.7558 0.7431 0.0127 1.7% 0.0045 0.6% 78% True False 63,225
20 0.7558 0.7330 0.0228 3.0% 0.0044 0.6% 88% True False 61,739
40 0.7558 0.7292 0.0266 3.5% 0.0050 0.7% 89% True False 61,141
60 0.7558 0.7074 0.0484 6.4% 0.0053 0.7% 94% True False 41,592
80 0.7558 0.7018 0.0540 7.2% 0.0056 0.7% 95% True False 31,224
100 0.7558 0.6827 0.0731 9.7% 0.0066 0.9% 96% True False 25,018
120 0.7574 0.6827 0.0747 9.9% 0.0063 0.8% 94% False False 20,883
Crabel Price Patterns
NR True
NR4 False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7791
2.618 0.7701
1.618 0.7646
1.000 0.7613
0.618 0.7591
HIGH 0.7558
0.618 0.7536
0.500 0.7530
0.382 0.7524
LOW 0.7503
0.618 0.7469
1.000 0.7448
1.618 0.7414
2.618 0.7359
4.250 0.7269
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 0.7530 0.7518
PP 0.7530 0.7507
S1 0.7530 0.7496

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.