CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 20-Mar-2020
Day Change Summary
Previous Current
19-Mar-2020 20-Mar-2020 Change Change % Previous Week
Open 0.6933 0.6925 -0.0008 -0.1% 0.7240
High 0.6950 0.7080 0.0130 1.9% 0.7240
Low 0.6835 0.6902 0.0067 1.0% 0.6835
Close 0.6907 0.6940 0.0033 0.5% 0.6940
Range 0.0115 0.0178 0.0063 54.3% 0.0405
ATR 0.0073 0.0080 0.0007 10.3% 0.0000
Volume 78 140 62 79.5% 599
Daily Pivots for day following 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7506 0.7400 0.7037
R3 0.7329 0.7223 0.6988
R2 0.7151 0.7151 0.6972
R1 0.7045 0.7045 0.6956 0.7098
PP 0.6974 0.6974 0.6974 0.7000
S1 0.6868 0.6868 0.6923 0.6921
S2 0.6796 0.6796 0.6907
S3 0.6619 0.6690 0.6891
S4 0.6441 0.6513 0.6842
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.8220 0.7985 0.7162
R3 0.7815 0.7580 0.7051
R2 0.7410 0.7410 0.7014
R1 0.7175 0.7175 0.6977 0.7090
PP 0.7005 0.7005 0.7005 0.6962
S1 0.6770 0.6770 0.6902 0.6685
S2 0.6600 0.6600 0.6865
S3 0.6195 0.6365 0.6828
S4 0.5790 0.5960 0.6717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7240 0.6835 0.0405 5.8% 0.0156 2.2% 26% False False 119
10 0.7407 0.6835 0.0572 8.2% 0.0117 1.7% 18% False False 111
20 0.7530 0.6835 0.0695 10.0% 0.0069 1.0% 15% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7834
2.618 0.7544
1.618 0.7367
1.000 0.7257
0.618 0.7189
HIGH 0.7080
0.618 0.7012
0.500 0.6991
0.382 0.6970
LOW 0.6902
0.618 0.6792
1.000 0.6725
1.618 0.6615
2.618 0.6437
4.250 0.6148
Fisher Pivots for day following 20-Mar-2020
Pivot 1 day 3 day
R1 0.6991 0.6957
PP 0.6974 0.6951
S1 0.6957 0.6945

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

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