CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 21-Feb-2020
Day Change Summary
Previous Current
20-Feb-2020 21-Feb-2020 Change Change % Previous Week
Open 0.7540 0.7540 0.0000 0.0% 0.7542
High 0.7550 0.7574 0.0024 0.3% 0.7574
Low 0.7538 0.7540 0.0002 0.0% 0.7535
Close 0.7538 0.7569 0.0031 0.4% 0.7569
Range 0.0012 0.0034 0.0022 179.2% 0.0039
ATR
Volume 19 104 85 447.4% 278
Daily Pivots for day following 21-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7661 0.7648 0.7587
R3 0.7628 0.7615 0.7578
R2 0.7594 0.7594 0.7575
R1 0.7581 0.7581 0.7572 0.7588
PP 0.7561 0.7561 0.7561 0.7564
S1 0.7548 0.7548 0.7565 0.7554
S2 0.7527 0.7527 0.7562
S3 0.7494 0.7514 0.7559
S4 0.7460 0.7481 0.7550
Weekly Pivots for week ending 21-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7675 0.7660 0.7590
R3 0.7636 0.7622 0.7579
R2 0.7598 0.7598 0.7576
R1 0.7583 0.7583 0.7572 0.7590
PP 0.7559 0.7559 0.7559 0.7563
S1 0.7545 0.7545 0.7565 0.7552
S2 0.7521 0.7521 0.7561
S3 0.7482 0.7506 0.7558
S4 0.7444 0.7468 0.7547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7574 0.7535 0.0039 0.5% 0.0018 0.2% 87% True False 57
10 0.7574 0.7500 0.0074 1.0% 0.0016 0.2% 93% True False 51
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 0.0002
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7716
2.618 0.7661
1.618 0.7628
1.000 0.7607
0.618 0.7594
HIGH 0.7574
0.618 0.7561
0.500 0.7557
0.382 0.7553
LOW 0.7540
0.618 0.7519
1.000 0.7507
1.618 0.7486
2.618 0.7452
4.250 0.7398
Fisher Pivots for day following 21-Feb-2020
Pivot 1 day 3 day
R1 0.7565 0.7564
PP 0.7561 0.7560
S1 0.7557 0.7556

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.