CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 26-Mar-2020
Day Change Summary
Previous Current
25-Mar-2020 26-Mar-2020 Change Change % Previous Week
Open 0.6950 0.7108 0.0158 2.3% 0.7240
High 0.7059 0.7147 0.0088 1.2% 0.7240
Low 0.6950 0.7022 0.0072 1.0% 0.6835
Close 0.7055 0.7140 0.0085 1.2% 0.6940
Range 0.0109 0.0126 0.0017 15.1% 0.0405
ATR 0.0085 0.0088 0.0003 3.4% 0.0000
Volume 621 84 -537 -86.5% 599
Daily Pivots for day following 26-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7479 0.7435 0.7209
R3 0.7354 0.7310 0.7175
R2 0.7228 0.7228 0.7163
R1 0.7184 0.7184 0.7152 0.7206
PP 0.7103 0.7103 0.7103 0.7114
S1 0.7059 0.7059 0.7128 0.7081
S2 0.6977 0.6977 0.7117
S3 0.6852 0.6933 0.7105
S4 0.6726 0.6808 0.7071
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 0.7147 0.6890 0.0257 3.6% 0.0114 1.6% 97% True False 217
10 0.7247 0.6835 0.0412 5.8% 0.0128 1.8% 74% False False 162
20 0.7488 0.6835 0.0653 9.1% 0.0085 1.2% 47% False False 115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7680
2.618 0.7476
1.618 0.7350
1.000 0.7273
0.618 0.7225
HIGH 0.7147
0.618 0.7099
0.500 0.7084
0.382 0.7069
LOW 0.7022
0.618 0.6944
1.000 0.6896
1.618 0.6818
2.618 0.6693
4.250 0.6488
Fisher Pivots for day following 26-Mar-2020
Pivot 1 day 3 day
R1 0.7121 0.7101
PP 0.7103 0.7061
S1 0.7084 0.7022

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

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