CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 13-Mar-2020
Day Change Summary
Previous Current
12-Mar-2020 13-Mar-2020 Change Change % Previous Week
Open 0.7235 0.7245 0.0011 0.1% 0.7407
High 0.7276 0.7247 -0.0030 -0.4% 0.7407
Low 0.7194 0.7140 -0.0054 -0.7% 0.7140
Close 0.7225 0.7185 -0.0040 -0.6% 0.7185
Range 0.0083 0.0107 0.0024 29.1% 0.0267
ATR 0.0041 0.0045 0.0005 11.5% 0.0000
Volume 81 80 -1 -1.2% 514
Daily Pivots for day following 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7510 0.7454 0.7243
R3 0.7403 0.7347 0.7214
R2 0.7297 0.7297 0.7204
R1 0.7241 0.7241 0.7194 0.7216
PP 0.7190 0.7190 0.7190 0.7178
S1 0.7134 0.7134 0.7175 0.7109
S2 0.7084 0.7084 0.7165
S3 0.6977 0.7028 0.7155
S4 0.6871 0.6921 0.7126
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.8045 0.7882 0.7331
R3 0.7778 0.7615 0.7258
R2 0.7511 0.7511 0.7233
R1 0.7348 0.7348 0.7209 0.7296
PP 0.7244 0.7244 0.7244 0.7218
S1 0.7081 0.7081 0.7160 0.7029
S2 0.6977 0.6977 0.7136
S3 0.6710 0.6814 0.7111
S4 0.6443 0.6547 0.7038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7407 0.7140 0.0267 3.7% 0.0079 1.1% 17% False True 102
10 0.7488 0.7140 0.0348 4.8% 0.0051 0.7% 13% False True 75
20 0.7574 0.7140 0.0434 6.0% 0.0034 0.5% 10% False True 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7699
2.618 0.7525
1.618 0.7419
1.000 0.7353
0.618 0.7312
HIGH 0.7247
0.618 0.7206
0.500 0.7193
0.382 0.7181
LOW 0.7140
0.618 0.7074
1.000 0.7034
1.618 0.6968
2.618 0.6861
4.250 0.6687
Fisher Pivots for day following 13-Mar-2020
Pivot 1 day 3 day
R1 0.7193 0.7213
PP 0.7190 0.7203
S1 0.7187 0.7194

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

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