CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 27-Mar-2020
Day Change Summary
Previous Current
26-Mar-2020 27-Mar-2020 Change Change % Previous Week
Open 0.7108 0.7125 0.0017 0.2% 0.6968
High 0.7147 0.7190 0.0043 0.6% 0.7190
Low 0.7022 0.7085 0.0064 0.9% 0.6890
Close 0.7140 0.7183 0.0043 0.6% 0.7183
Range 0.0126 0.0105 -0.0021 -16.7% 0.0300
ATR 0.0088 0.0089 0.0001 1.4% 0.0000
Volume 84 34 -50 -59.5% 979
Daily Pivots for day following 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7466 0.7429 0.7240
R3 0.7361 0.7324 0.7211
R2 0.7257 0.7257 0.7202
R1 0.7220 0.7220 0.7192 0.7238
PP 0.7152 0.7152 0.7152 0.7162
S1 0.7115 0.7115 0.7173 0.7134
S2 0.7048 0.7048 0.7163
S3 0.6943 0.7011 0.7154
S4 0.6839 0.6906 0.7125
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7986 0.7884 0.7347
R3 0.7686 0.7584 0.7265
R2 0.7387 0.7387 0.7237
R1 0.7285 0.7285 0.7210 0.7336
PP 0.7087 0.7087 0.7087 0.7113
S1 0.6985 0.6985 0.7155 0.7036
S2 0.6788 0.6788 0.7128
S3 0.6488 0.6686 0.7100
S4 0.6189 0.6386 0.7018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7190 0.6890 0.0300 4.2% 0.0100 1.4% 98% True False 195
10 0.7240 0.6835 0.0405 5.6% 0.0128 1.8% 86% False False 157
20 0.7488 0.6835 0.0653 9.1% 0.0089 1.2% 53% False False 116
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7634
2.618 0.7463
1.618 0.7359
1.000 0.7294
0.618 0.7254
HIGH 0.7190
0.618 0.7150
0.500 0.7137
0.382 0.7125
LOW 0.7085
0.618 0.7020
1.000 0.6981
1.618 0.6916
2.618 0.6811
4.250 0.6641
Fisher Pivots for day following 27-Mar-2020
Pivot 1 day 3 day
R1 0.7167 0.7145
PP 0.7152 0.7107
S1 0.7137 0.7070

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

View Archives - Comment on this page... - Back to Index of Symbols