CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 05-Mar-2020
Day Change Summary
Previous Current
04-Mar-2020 05-Mar-2020 Change Change % Previous Week
Open 0.7479 0.7488 0.0009 0.1% 0.7530
High 0.7480 0.7488 0.0008 0.1% 0.7530
Low 0.7445 0.7434 -0.0011 -0.1% 0.7429
Close 0.7451 0.7442 -0.0009 -0.1% 0.7454
Range 0.0035 0.0054 0.0019 52.9% 0.0101
ATR 0.0024 0.0026 0.0002 8.5% 0.0000
Volume 116 66 -50 -43.1% 180
Daily Pivots for day following 05-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7615 0.7582 0.7471
R3 0.7562 0.7529 0.7457
R2 0.7508 0.7508 0.7452
R1 0.7475 0.7475 0.7447 0.7465
PP 0.7455 0.7455 0.7455 0.7449
S1 0.7422 0.7422 0.7437 0.7411
S2 0.7401 0.7401 0.7432
S3 0.7348 0.7368 0.7427
S4 0.7294 0.7315 0.7413
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 0.7488 0.7429 0.0059 0.8% 0.0026 0.3% 22% True False 47
10 0.7574 0.7429 0.0145 1.9% 0.0022 0.3% 9% False False 51
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 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7715
2.618 0.7628
1.618 0.7574
1.000 0.7541
0.618 0.7521
HIGH 0.7488
0.618 0.7467
0.500 0.7461
0.382 0.7454
LOW 0.7434
0.618 0.7401
1.000 0.7381
1.618 0.7347
2.618 0.7294
4.250 0.7207
Fisher Pivots for day following 05-Mar-2020
Pivot 1 day 3 day
R1 0.7461 0.7461
PP 0.7455 0.7455
S1 0.7448 0.7448

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

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