CME Canadian Dollar Future September 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 0.7656 0.7664 0.0008 0.1% 0.7588
High 0.7671 0.7669 -0.0002 0.0% 0.7665
Low 0.7636 0.7598 -0.0039 -0.5% 0.7553
Close 0.7651 0.7614 -0.0037 -0.5% 0.7638
Range 0.0035 0.0071 0.0037 105.8% 0.0112
ATR 0.0047 0.0048 0.0002 3.8% 0.0000
Volume 66,216 87,452 21,236 32.1% 336,372
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7840 0.7798 0.7653
R3 0.7769 0.7727 0.7634
R2 0.7698 0.7698 0.7627
R1 0.7656 0.7656 0.7621 0.7641
PP 0.7627 0.7627 0.7627 0.7619
S1 0.7585 0.7585 0.7607 0.7570
S2 0.7556 0.7556 0.7601
S3 0.7485 0.7514 0.7594
S4 0.7414 0.7443 0.7575
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 0.7696 0.7598 0.0099 1.3% 0.0052 0.7% 17% False True 80,820
10 0.7696 0.7553 0.0143 1.9% 0.0048 0.6% 43% False False 70,044
20 0.7696 0.7464 0.0233 3.1% 0.0047 0.6% 65% False False 61,960
40 0.7696 0.7330 0.0366 4.8% 0.0045 0.6% 78% False False 61,833
60 0.7696 0.7292 0.0404 5.3% 0.0049 0.6% 80% False False 61,508
80 0.7696 0.7074 0.0622 8.2% 0.0052 0.7% 87% False False 47,508
100 0.7696 0.7018 0.0678 8.9% 0.0054 0.7% 88% False False 38,030
120 0.7696 0.6827 0.0869 11.4% 0.0062 0.8% 91% False False 31,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.7970
2.618 0.7854
1.618 0.7783
1.000 0.7740
0.618 0.7712
HIGH 0.7669
0.618 0.7641
0.500 0.7633
0.382 0.7625
LOW 0.7598
0.618 0.7554
1.000 0.7527
1.618 0.7483
2.618 0.7412
4.250 0.7296
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 0.7633 0.7647
PP 0.7627 0.7636
S1 0.7620 0.7625

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

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