CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 28-Feb-2020
Day Change Summary
Previous Current
27-Feb-2020 28-Feb-2020 Change Change % Previous Week
Open 0.7482 0.7440 -0.0042 -0.6% 0.7530
High 0.7483 0.7454 -0.0029 -0.4% 0.7530
Low 0.7468 0.7429 -0.0039 -0.5% 0.7429
Close 0.7475 0.7454 -0.0021 -0.3% 0.7454
Range 0.0015 0.0025 0.0010 66.7% 0.0101
ATR 0.0022 0.0024 0.0002 7.5% 0.0000
Volume 9 9 0 0.0% 180
Daily Pivots for day following 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7521 0.7512 0.7468
R3 0.7496 0.7487 0.7461
R2 0.7471 0.7471 0.7459
R1 0.7462 0.7462 0.7456 0.7467
PP 0.7446 0.7446 0.7446 0.7448
S1 0.7437 0.7437 0.7452 0.7442
S2 0.7421 0.7421 0.7449
S3 0.7396 0.7412 0.7447
S4 0.7371 0.7387 0.7440
Weekly Pivots for week ending 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7774 0.7715 0.7510
R3 0.7673 0.7614 0.7482
R2 0.7572 0.7572 0.7473
R1 0.7513 0.7513 0.7463 0.7492
PP 0.7471 0.7471 0.7471 0.7461
S1 0.7412 0.7412 0.7445 0.7391
S2 0.7370 0.7370 0.7435
S3 0.7269 0.7311 0.7426
S4 0.7168 0.7210 0.7398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7530 0.7429 0.0101 1.4% 0.0017 0.2% 25% False True 36
10 0.7574 0.7429 0.0145 1.9% 0.0017 0.2% 17% False True 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7560
2.618 0.7519
1.618 0.7494
1.000 0.7479
0.618 0.7469
HIGH 0.7454
0.618 0.7444
0.500 0.7442
0.382 0.7439
LOW 0.7429
0.618 0.7414
1.000 0.7404
1.618 0.7389
2.618 0.7364
4.250 0.7323
Fisher Pivots for day following 28-Feb-2020
Pivot 1 day 3 day
R1 0.7450 0.7475
PP 0.7446 0.7468
S1 0.7442 0.7461

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

View Archives - Comment on this page... - Back to Index of Symbols