CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 24-Feb-2020
Day Change Summary
Previous Current
21-Feb-2020 24-Feb-2020 Change Change % Previous Week
Open 0.7540 0.7530 -0.0010 -0.1% 0.7542
High 0.7574 0.7530 -0.0044 -0.6% 0.7574
Low 0.7540 0.7522 -0.0019 -0.2% 0.7535
Close 0.7569 0.7522 -0.0047 -0.6% 0.7569
Range 0.0034 0.0009 -0.0025 -74.6% 0.0039
ATR
Volume 104 31 -73 -70.2% 278
Daily Pivots for day following 24-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7550 0.7544 0.7526
R3 0.7541 0.7536 0.7524
R2 0.7533 0.7533 0.7523
R1 0.7527 0.7527 0.7522 0.7526
PP 0.7524 0.7524 0.7524 0.7524
S1 0.7519 0.7519 0.7521 0.7517
S2 0.7516 0.7516 0.7520
S3 0.7507 0.7510 0.7519
S4 0.7499 0.7502 0.7517
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 0.7522 0.0052 0.7% 0.0020 0.3% 0% False True 61
10 0.7574 0.7500 0.0074 1.0% 0.0016 0.2% 29% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7566
2.618 0.7552
1.618 0.7544
1.000 0.7539
0.618 0.7535
HIGH 0.7530
0.618 0.7527
0.500 0.7526
0.382 0.7525
LOW 0.7522
0.618 0.7516
1.000 0.7513
1.618 0.7508
2.618 0.7499
4.250 0.7485
Fisher Pivots for day following 24-Feb-2020
Pivot 1 day 3 day
R1 0.7526 0.7548
PP 0.7524 0.7539
S1 0.7523 0.7530

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

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