CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 04-Mar-2020
Day Change Summary
Previous Current
03-Mar-2020 04-Mar-2020 Change Change % Previous Week
Open 0.7475 0.7479 0.0004 0.1% 0.7530
High 0.7476 0.7480 0.0004 0.1% 0.7530
Low 0.7462 0.7445 -0.0017 -0.2% 0.7429
Close 0.7464 0.7451 -0.0013 -0.2% 0.7454
Range 0.0014 0.0035 0.0021 150.0% 0.0101
ATR 0.0024 0.0024 0.0001 3.5% 0.0000
Volume 27 116 89 329.6% 180
Daily Pivots for day following 04-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7564 0.7542 0.7470
R3 0.7529 0.7507 0.7461
R2 0.7494 0.7494 0.7457
R1 0.7472 0.7472 0.7454 0.7466
PP 0.7459 0.7459 0.7459 0.7455
S1 0.7437 0.7437 0.7448 0.7431
S2 0.7424 0.7424 0.7445
S3 0.7389 0.7402 0.7441
S4 0.7354 0.7367 0.7432
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 0.7483 0.7429 0.0054 0.7% 0.0018 0.2% 41% False False 36
10 0.7574 0.7429 0.0145 1.9% 0.0018 0.2% 15% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7629
2.618 0.7572
1.618 0.7537
1.000 0.7515
0.618 0.7502
HIGH 0.7480
0.618 0.7467
0.500 0.7463
0.382 0.7458
LOW 0.7445
0.618 0.7423
1.000 0.7410
1.618 0.7388
2.618 0.7353
4.250 0.7296
Fisher Pivots for day following 04-Mar-2020
Pivot 1 day 3 day
R1 0.7463 0.7463
PP 0.7459 0.7459
S1 0.7455 0.7455

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

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