CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 18-Mar-2020
Day Change Summary
Previous Current
17-Mar-2020 18-Mar-2020 Change Change % Previous Week
Open 0.7198 0.6929 -0.0269 -3.7% 0.7407
High 0.7198 0.7071 -0.0127 -1.8% 0.7407
Low 0.7032 0.6841 -0.0192 -2.7% 0.7140
Close 0.7048 0.6877 -0.0171 -2.4% 0.7185
Range 0.0166 0.0231 0.0065 38.9% 0.0267
ATR 0.0057 0.0069 0.0012 21.8% 0.0000
Volume 64 162 98 153.1% 514
Daily Pivots for day following 18-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7621 0.7480 0.7004
R3 0.7391 0.7249 0.6940
R2 0.7160 0.7160 0.6919
R1 0.7019 0.7019 0.6898 0.6974
PP 0.6930 0.6930 0.6930 0.6907
S1 0.6788 0.6788 0.6856 0.6744
S2 0.6699 0.6699 0.6835
S3 0.6469 0.6558 0.6814
S4 0.6238 0.6327 0.6750
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 0.7276 0.6841 0.0436 6.3% 0.0135 2.0% 8% False True 108
10 0.7488 0.6841 0.0647 9.4% 0.0095 1.4% 6% False True 96
20 0.7574 0.6841 0.0733 10.7% 0.0056 0.8% 5% False True 71
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 0.0015
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.8051
2.618 0.7674
1.618 0.7444
1.000 0.7302
0.618 0.7213
HIGH 0.7071
0.618 0.6983
0.500 0.6956
0.382 0.6929
LOW 0.6841
0.618 0.6698
1.000 0.6610
1.618 0.6468
2.618 0.6237
4.250 0.5861
Fisher Pivots for day following 18-Mar-2020
Pivot 1 day 3 day
R1 0.6956 0.7040
PP 0.6930 0.6986
S1 0.6903 0.6931

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

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