CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 0.7619 0.7644 0.0025 0.3% 0.7588
High 0.7665 0.7681 0.0016 0.2% 0.7665
Low 0.7615 0.7632 0.0017 0.2% 0.7553
Close 0.7638 0.7677 0.0040 0.5% 0.7638
Range 0.0050 0.0049 -0.0001 -1.0% 0.0112
ATR 0.0047 0.0047 0.0000 0.3% 0.0000
Volume 88,965 82,969 -5,996 -6.7% 336,372
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7810 0.7793 0.7704
R3 0.7761 0.7744 0.7690
R2 0.7712 0.7712 0.7686
R1 0.7695 0.7695 0.7681 0.7703
PP 0.7663 0.7663 0.7663 0.7667
S1 0.7646 0.7646 0.7673 0.7654
S2 0.7614 0.7614 0.7668
S3 0.7565 0.7597 0.7664
S4 0.7516 0.7548 0.7650
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7953 0.7907 0.7699
R3 0.7841 0.7795 0.7668
R2 0.7730 0.7730 0.7658
R1 0.7684 0.7684 0.7648 0.7707
PP 0.7618 0.7618 0.7618 0.7630
S1 0.7572 0.7572 0.7627 0.7595
S2 0.7507 0.7507 0.7617
S3 0.7395 0.7461 0.7607
S4 0.7284 0.7349 0.7576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7681 0.7554 0.0127 1.7% 0.0044 0.6% 97% True False 72,178
10 0.7681 0.7551 0.0130 1.7% 0.0047 0.6% 97% True False 64,015
20 0.7681 0.7452 0.0229 3.0% 0.0047 0.6% 98% True False 60,338
40 0.7681 0.7330 0.0351 4.6% 0.0046 0.6% 99% True False 60,564
60 0.7681 0.7292 0.0389 5.1% 0.0049 0.6% 99% True False 59,148
80 0.7681 0.7074 0.0607 7.9% 0.0052 0.7% 99% True False 44,610
100 0.7681 0.7018 0.0663 8.6% 0.0055 0.7% 99% True False 35,712
120 0.7681 0.6827 0.0854 11.1% 0.0064 0.8% 100% True False 29,795
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7889
2.618 0.7809
1.618 0.7760
1.000 0.7730
0.618 0.7711
HIGH 0.7681
0.618 0.7662
0.500 0.7656
0.382 0.7650
LOW 0.7632
0.618 0.7601
1.000 0.7583
1.618 0.7552
2.618 0.7503
4.250 0.7423
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 0.7670 0.7664
PP 0.7663 0.7651
S1 0.7656 0.7638

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

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