CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 06-Mar-2020
Day Change Summary
Previous Current
05-Mar-2020 06-Mar-2020 Change Change % Previous Week
Open 0.7488 0.7444 -0.0044 -0.6% 0.7480
High 0.7488 0.7456 -0.0032 -0.4% 0.7488
Low 0.7434 0.7439 0.0005 0.1% 0.7434
Close 0.7442 0.7439 -0.0003 0.0% 0.7439
Range 0.0054 0.0017 -0.0037 -69.2% 0.0054
ATR 0.0026 0.0026 -0.0001 -2.7% 0.0000
Volume 66 7 -59 -89.4% 236
Daily Pivots for day following 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7494 0.7483 0.7448
R3 0.7478 0.7467 0.7444
R2 0.7461 0.7461 0.7442
R1 0.7450 0.7450 0.7441 0.7447
PP 0.7445 0.7445 0.7445 0.7443
S1 0.7434 0.7434 0.7437 0.7431
S2 0.7428 0.7428 0.7436
S3 0.7412 0.7417 0.7434
S4 0.7395 0.7401 0.7430
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7614 0.7580 0.7468
R3 0.7561 0.7527 0.7454
R2 0.7507 0.7507 0.7449
R1 0.7473 0.7473 0.7444 0.7463
PP 0.7454 0.7454 0.7454 0.7449
S1 0.7420 0.7420 0.7434 0.7410
S2 0.7400 0.7400 0.7429
S3 0.7347 0.7366 0.7424
S4 0.7293 0.7313 0.7410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7488 0.7434 0.0054 0.7% 0.0024 0.3% 9% False False 47
10 0.7530 0.7429 0.0101 1.4% 0.0020 0.3% 10% False False 41
20 0.7574 0.7429 0.0145 1.9% 0.0018 0.2% 7% False False 46
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7526
2.618 0.7499
1.618 0.7482
1.000 0.7472
0.618 0.7466
HIGH 0.7456
0.618 0.7449
0.500 0.7447
0.382 0.7445
LOW 0.7439
0.618 0.7429
1.000 0.7423
1.618 0.7412
2.618 0.7396
4.250 0.7369
Fisher Pivots for day following 06-Mar-2020
Pivot 1 day 3 day
R1 0.7447 0.7461
PP 0.7445 0.7454
S1 0.7442 0.7446

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

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