CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 23-Mar-2020
Day Change Summary
Previous Current
20-Mar-2020 23-Mar-2020 Change Change % Previous Week
Open 0.6925 0.6968 0.0043 0.6% 0.7240
High 0.7080 0.6979 -0.0101 -1.4% 0.7240
Low 0.6902 0.6890 -0.0012 -0.2% 0.6835
Close 0.6940 0.6901 -0.0039 -0.6% 0.6940
Range 0.0178 0.0089 -0.0089 -50.1% 0.0405
ATR 0.0080 0.0081 0.0001 0.7% 0.0000
Volume 140 152 12 8.6% 599
Daily Pivots for day following 23-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7189 0.7133 0.6949
R3 0.7100 0.7045 0.6925
R2 0.7012 0.7012 0.6917
R1 0.6956 0.6956 0.6909 0.6940
PP 0.6923 0.6923 0.6923 0.6915
S1 0.6868 0.6868 0.6892 0.6851
S2 0.6835 0.6835 0.6884
S3 0.6746 0.6779 0.6876
S4 0.6658 0.6691 0.6852
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 0.7198 0.6835 0.0363 5.3% 0.0156 2.3% 18% False False 119
10 0.7306 0.6835 0.0471 6.8% 0.0115 1.7% 14% False False 115
20 0.7530 0.6835 0.0695 10.1% 0.0073 1.1% 9% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7355
2.618 0.7210
1.618 0.7122
1.000 0.7067
0.618 0.7033
HIGH 0.6979
0.618 0.6945
0.500 0.6934
0.382 0.6924
LOW 0.6890
0.618 0.6835
1.000 0.6802
1.618 0.6747
2.618 0.6658
4.250 0.6514
Fisher Pivots for day following 23-Mar-2020
Pivot 1 day 3 day
R1 0.6934 0.6957
PP 0.6923 0.6938
S1 0.6912 0.6919

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.