CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 09-Mar-2020
Day Change Summary
Previous Current
06-Mar-2020 09-Mar-2020 Change Change % Previous Week
Open 0.7444 0.7407 -0.0037 -0.5% 0.7480
High 0.7456 0.7407 -0.0049 -0.7% 0.7488
Low 0.7439 0.7295 -0.0145 -1.9% 0.7434
Close 0.7439 0.7333 -0.0107 -1.4% 0.7439
Range 0.0017 0.0113 0.0096 581.8% 0.0054
ATR 0.0026 0.0034 0.0008 33.0% 0.0000
Volume 7 106 99 1,414.3% 236
Daily Pivots for day following 09-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7682 0.7620 0.7394
R3 0.7570 0.7507 0.7363
R2 0.7457 0.7457 0.7353
R1 0.7395 0.7395 0.7343 0.7370
PP 0.7345 0.7345 0.7345 0.7332
S1 0.7282 0.7282 0.7322 0.7257
S2 0.7232 0.7232 0.7312
S3 0.7120 0.7170 0.7302
S4 0.7007 0.7057 0.7271
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 0.7295 0.0193 2.6% 0.0046 0.6% 20% False True 64
10 0.7530 0.7295 0.0236 3.2% 0.0031 0.4% 16% False True 49
20 0.7574 0.7295 0.0279 3.8% 0.0023 0.3% 14% False True 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 22 trading days
Fibonacci Retracements and Extensions
4.250 0.7885
2.618 0.7702
1.618 0.7589
1.000 0.7520
0.618 0.7477
HIGH 0.7407
0.618 0.7364
0.500 0.7351
0.382 0.7337
LOW 0.7295
0.618 0.7225
1.000 0.7182
1.618 0.7112
2.618 0.7000
4.250 0.6816
Fisher Pivots for day following 09-Mar-2020
Pivot 1 day 3 day
R1 0.7351 0.7391
PP 0.7345 0.7372
S1 0.7339 0.7352

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

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