CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 0.7588 0.7588 -0.0001 0.0% 0.7545
High 0.7600 0.7614 0.0015 0.2% 0.7615
Low 0.7556 0.7553 -0.0003 0.0% 0.7540
Close 0.7582 0.7557 -0.0025 -0.3% 0.7582
Range 0.0044 0.0061 0.0018 40.2% 0.0075
ATR 0.0047 0.0048 0.0001 2.1% 0.0000
Volume 48,941 58,450 9,509 19.4% 261,522
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7758 0.7718 0.7591
R3 0.7697 0.7657 0.7574
R2 0.7636 0.7636 0.7568
R1 0.7596 0.7596 0.7563 0.7586
PP 0.7575 0.7575 0.7575 0.7569
S1 0.7535 0.7535 0.7551 0.7525
S2 0.7514 0.7514 0.7546
S3 0.7453 0.7474 0.7540
S4 0.7392 0.7413 0.7523
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7802 0.7767 0.7623
R3 0.7728 0.7692 0.7602
R2 0.7653 0.7653 0.7596
R1 0.7618 0.7618 0.7589 0.7636
PP 0.7579 0.7579 0.7579 0.7588
S1 0.7543 0.7543 0.7575 0.7561
S2 0.7504 0.7504 0.7568
S3 0.7430 0.7469 0.7562
S4 0.7355 0.7394 0.7541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7615 0.7551 0.0064 0.8% 0.0050 0.7% 10% False False 55,851
10 0.7615 0.7485 0.0130 1.7% 0.0048 0.6% 56% False False 54,513
20 0.7615 0.7431 0.0184 2.4% 0.0047 0.6% 69% False False 58,688
40 0.7615 0.7298 0.0317 4.2% 0.0045 0.6% 82% False False 58,905
60 0.7615 0.7246 0.0369 4.9% 0.0051 0.7% 84% False False 53,329
80 0.7615 0.7057 0.0558 7.4% 0.0053 0.7% 90% False False 40,106
100 0.7615 0.7006 0.0609 8.1% 0.0056 0.7% 91% False False 32,111
120 0.7615 0.6827 0.0788 10.4% 0.0065 0.9% 93% False False 26,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7873
2.618 0.7774
1.618 0.7713
1.000 0.7675
0.618 0.7652
HIGH 0.7614
0.618 0.7591
0.500 0.7584
0.382 0.7576
LOW 0.7553
0.618 0.7515
1.000 0.7492
1.618 0.7454
2.618 0.7393
4.250 0.7294
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 0.7584 0.7582
PP 0.7575 0.7574
S1 0.7566 0.7565

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

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