CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 0.7516 0.7474 -0.0042 -0.6% 0.7460
High 0.7517 0.7500 -0.0017 -0.2% 0.7558
Low 0.7464 0.7466 0.0003 0.0% 0.7435
Close 0.7472 0.7491 0.0019 0.3% 0.7472
Range 0.0054 0.0034 -0.0020 -36.4% 0.0123
ATR 0.0049 0.0048 -0.0001 -2.2% 0.0000
Volume 62,310 38,707 -23,603 -37.9% 314,012
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7588 0.7573 0.7509
R3 0.7554 0.7539 0.7500
R2 0.7520 0.7520 0.7497
R1 0.7505 0.7505 0.7494 0.7512
PP 0.7486 0.7486 0.7486 0.7489
S1 0.7471 0.7471 0.7487 0.7478
S2 0.7452 0.7452 0.7484
S3 0.7418 0.7437 0.7481
S4 0.7384 0.7403 0.7472
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7856 0.7786 0.7539
R3 0.7733 0.7664 0.7505
R2 0.7611 0.7611 0.7494
R1 0.7541 0.7541 0.7483 0.7576
PP 0.7488 0.7488 0.7488 0.7505
S1 0.7419 0.7419 0.7460 0.7453
S2 0.7366 0.7366 0.7449
S3 0.7243 0.7296 0.7438
S4 0.7121 0.7174 0.7404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7558 0.7452 0.0106 1.4% 0.0049 0.7% 37% False False 60,149
10 0.7558 0.7431 0.0127 1.7% 0.0046 0.6% 47% False False 62,863
20 0.7558 0.7330 0.0228 3.0% 0.0044 0.6% 71% False False 60,840
40 0.7558 0.7292 0.0266 3.5% 0.0046 0.6% 75% False False 59,639
60 0.7558 0.7086 0.0472 6.3% 0.0053 0.7% 86% False False 44,369
80 0.7558 0.7018 0.0540 7.2% 0.0055 0.7% 88% False False 33,305
100 0.7558 0.6827 0.0731 9.8% 0.0063 0.8% 91% False False 26,679
120 0.7574 0.6827 0.0747 10.0% 0.0064 0.8% 89% False False 22,275
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7645
2.618 0.7589
1.618 0.7555
1.000 0.7534
0.618 0.7521
HIGH 0.7500
0.618 0.7487
0.500 0.7483
0.382 0.7479
LOW 0.7466
0.618 0.7445
1.000 0.7432
1.618 0.7411
2.618 0.7377
4.250 0.7322
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 0.7488 0.7507
PP 0.7486 0.7502
S1 0.7483 0.7496

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

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