CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 17-Mar-2020
Day Change Summary
Previous Current
16-Mar-2020 17-Mar-2020 Change Change % Previous Week
Open 0.7240 0.7198 -0.0042 -0.6% 0.7407
High 0.7240 0.7198 -0.0042 -0.6% 0.7407
Low 0.7151 0.7032 -0.0119 -1.7% 0.7140
Close 0.7163 0.7048 -0.0115 -1.6% 0.7185
Range 0.0089 0.0166 0.0077 86.5% 0.0267
ATR 0.0049 0.0057 0.0008 17.3% 0.0000
Volume 155 64 -91 -58.7% 514
Daily Pivots for day following 17-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7591 0.7485 0.7139
R3 0.7425 0.7319 0.7094
R2 0.7259 0.7259 0.7078
R1 0.7153 0.7153 0.7063 0.7123
PP 0.7093 0.7093 0.7093 0.7078
S1 0.6987 0.6987 0.7033 0.6957
S2 0.6927 0.6927 0.7018
S3 0.6761 0.6821 0.7002
S4 0.6595 0.6655 0.6957
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 0.7285 0.7032 0.0253 3.6% 0.0096 1.4% 6% False True 87
10 0.7488 0.7032 0.0456 6.5% 0.0075 1.1% 4% False True 92
20 0.7574 0.7032 0.0542 7.7% 0.0045 0.6% 3% False True 70
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 0.0006
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.7904
2.618 0.7633
1.618 0.7467
1.000 0.7364
0.618 0.7301
HIGH 0.7198
0.618 0.7135
0.500 0.7115
0.382 0.7095
LOW 0.7032
0.618 0.6929
1.000 0.6866
1.618 0.6763
2.618 0.6597
4.250 0.6327
Fisher Pivots for day following 17-Mar-2020
Pivot 1 day 3 day
R1 0.7115 0.7139
PP 0.7093 0.7109
S1 0.7070 0.7078

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

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