CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 0.7592 0.7608 0.0017 0.2% 0.7545
High 0.7616 0.7633 0.0018 0.2% 0.7615
Low 0.7573 0.7596 0.0023 0.3% 0.7540
Close 0.7601 0.7619 0.0018 0.2% 0.7582
Range 0.0043 0.0038 -0.0005 -11.8% 0.0075
ATR 0.0047 0.0047 -0.0001 -1.5% 0.0000
Volume 52,547 77,272 24,725 47.1% 261,522
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7728 0.7711 0.7639
R3 0.7691 0.7673 0.7629
R2 0.7653 0.7653 0.7625
R1 0.7636 0.7636 0.7622 0.7645
PP 0.7616 0.7616 0.7616 0.7620
S1 0.7598 0.7598 0.7615 0.7607
S2 0.7578 0.7578 0.7612
S3 0.7541 0.7561 0.7608
S4 0.7503 0.7523 0.7598
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 0.7633 0.7553 0.0080 1.1% 0.0045 0.6% 82% True False 59,269
10 0.7633 0.7535 0.0098 1.3% 0.0045 0.6% 85% True False 55,814
20 0.7633 0.7435 0.0198 2.6% 0.0046 0.6% 93% True False 58,681
40 0.7633 0.7330 0.0303 4.0% 0.0045 0.6% 95% True False 59,074
60 0.7633 0.7292 0.0341 4.5% 0.0049 0.6% 96% True False 56,381
80 0.7633 0.7057 0.0576 7.6% 0.0053 0.7% 97% True False 42,465
100 0.7633 0.7018 0.0615 8.1% 0.0055 0.7% 98% True False 33,994
120 0.7633 0.6827 0.0806 10.6% 0.0064 0.8% 98% True False 28,371
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 0.0014
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7792
2.618 0.7731
1.618 0.7694
1.000 0.7671
0.618 0.7656
HIGH 0.7633
0.618 0.7619
0.500 0.7614
0.382 0.7610
LOW 0.7596
0.618 0.7572
1.000 0.7558
1.618 0.7535
2.618 0.7497
4.250 0.7436
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 0.7617 0.7610
PP 0.7616 0.7602
S1 0.7614 0.7593

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.