CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 10-Mar-2020
Day Change Summary
Previous Current
09-Mar-2020 10-Mar-2020 Change Change % Previous Week
Open 0.7407 0.7305 -0.0102 -1.4% 0.7480
High 0.7407 0.7306 -0.0101 -1.4% 0.7488
Low 0.7295 0.7250 -0.0045 -0.6% 0.7434
Close 0.7333 0.7274 -0.0059 -0.8% 0.7439
Range 0.0113 0.0056 -0.0057 -50.2% 0.0054
ATR 0.0034 0.0038 0.0003 10.1% 0.0000
Volume 106 191 85 80.2% 236
Daily Pivots for day following 10-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7445 0.7415 0.7304
R3 0.7389 0.7359 0.7289
R2 0.7333 0.7333 0.7284
R1 0.7303 0.7303 0.7279 0.7290
PP 0.7277 0.7277 0.7277 0.7270
S1 0.7247 0.7247 0.7268 0.7234
S2 0.7221 0.7221 0.7263
S3 0.7165 0.7191 0.7258
S4 0.7109 0.7135 0.7243
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 0.7250 0.0238 3.3% 0.0055 0.8% 10% False True 97
10 0.7520 0.7250 0.0270 3.7% 0.0035 0.5% 9% False True 57
20 0.7574 0.7250 0.0324 4.4% 0.0025 0.3% 7% False True 53
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7544
2.618 0.7453
1.618 0.7397
1.000 0.7362
0.618 0.7341
HIGH 0.7306
0.618 0.7285
0.500 0.7278
0.382 0.7271
LOW 0.7250
0.618 0.7215
1.000 0.7194
1.618 0.7159
2.618 0.7103
4.250 0.7012
Fisher Pivots for day following 10-Mar-2020
Pivot 1 day 3 day
R1 0.7278 0.7353
PP 0.7277 0.7326
S1 0.7275 0.7300

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

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