CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 24-Mar-2020
Day Change Summary
Previous Current
23-Mar-2020 24-Mar-2020 Change Change % Previous Week
Open 0.6968 0.6899 -0.0069 -1.0% 0.7240
High 0.6979 0.6967 -0.0012 -0.2% 0.7240
Low 0.6890 0.6896 0.0006 0.1% 0.6835
Close 0.6901 0.6910 0.0010 0.1% 0.6940
Range 0.0089 0.0071 -0.0018 -20.3% 0.0405
ATR 0.0081 0.0080 -0.0001 -0.9% 0.0000
Volume 152 88 -64 -42.1% 599
Daily Pivots for day following 24-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7136 0.7093 0.6949
R3 0.7065 0.7023 0.6929
R2 0.6995 0.6995 0.6923
R1 0.6952 0.6952 0.6916 0.6974
PP 0.6924 0.6924 0.6924 0.6935
S1 0.6882 0.6882 0.6904 0.6903
S2 0.6854 0.6854 0.6897
S3 0.6783 0.6811 0.6891
S4 0.6713 0.6741 0.6871
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 0.7080 0.6835 0.0245 3.5% 0.0136 2.0% 31% False False 124
10 0.7285 0.6835 0.0450 6.5% 0.0116 1.7% 17% False False 105
20 0.7520 0.6835 0.0685 9.9% 0.0075 1.1% 11% False False 81
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7266
2.618 0.7151
1.618 0.7081
1.000 0.7037
0.618 0.7010
HIGH 0.6967
0.618 0.6940
0.500 0.6931
0.382 0.6923
LOW 0.6896
0.618 0.6852
1.000 0.6826
1.618 0.6782
2.618 0.6711
4.250 0.6596
Fisher Pivots for day following 24-Mar-2020
Pivot 1 day 3 day
R1 0.6931 0.6985
PP 0.6924 0.6960
S1 0.6917 0.6935

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

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