CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 26-Feb-2020
Day Change Summary
Previous Current
25-Feb-2020 26-Feb-2020 Change Change % Previous Week
Open 0.7525 0.7520 -0.0005 -0.1% 0.7542
High 0.7530 0.7520 -0.0010 -0.1% 0.7574
Low 0.7516 0.7500 -0.0016 -0.2% 0.7535
Close 0.7530 0.7503 -0.0027 -0.4% 0.7569
Range 0.0014 0.0020 0.0006 42.9% 0.0039
ATR 0.0000 0.0021 0.0021 0.0000
Volume 108 23 -85 -78.7% 278
Daily Pivots for day following 26-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7568 0.7555 0.7514
R3 0.7548 0.7535 0.7509
R2 0.7528 0.7528 0.7507
R1 0.7515 0.7515 0.7505 0.7512
PP 0.7508 0.7508 0.7508 0.7506
S1 0.7495 0.7495 0.7501 0.7492
S2 0.7488 0.7488 0.7499
S3 0.7468 0.7475 0.7498
S4 0.7448 0.7455 0.7492
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 0.7500 0.0074 1.0% 0.0018 0.2% 4% False True 57
10 0.7574 0.7500 0.0074 1.0% 0.0016 0.2% 4% False True 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7605
2.618 0.7572
1.618 0.7552
1.000 0.7540
0.618 0.7532
HIGH 0.7520
0.618 0.7512
0.500 0.7510
0.382 0.7508
LOW 0.7500
0.618 0.7488
1.000 0.7480
1.618 0.7468
2.618 0.7448
4.250 0.7415
Fisher Pivots for day following 26-Feb-2020
Pivot 1 day 3 day
R1 0.7510 0.7515
PP 0.7508 0.7511
S1 0.7505 0.7507

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

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