CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 31-Mar-2020
Day Change Summary
Previous Current
30-Mar-2020 31-Mar-2020 Change Change % Previous Week
Open 0.7143 0.7050 -0.0093 -1.3% 0.6968
High 0.7143 0.7140 -0.0004 0.0% 0.7190
Low 0.7071 0.6988 -0.0084 -1.2% 0.6890
Close 0.7075 0.7110 0.0036 0.5% 0.7183
Range 0.0072 0.0152 0.0080 111.1% 0.0300
ATR 0.0091 0.0095 0.0004 4.8% 0.0000
Volume 690 98 -592 -85.8% 979
Daily Pivots for day following 31-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7535 0.7475 0.7194
R3 0.7383 0.7323 0.7152
R2 0.7231 0.7231 0.7138
R1 0.7171 0.7171 0.7124 0.7201
PP 0.7079 0.7079 0.7079 0.7094
S1 0.7019 0.7019 0.7096 0.7049
S2 0.6927 0.6927 0.7082
S3 0.6775 0.6867 0.7068
S4 0.6623 0.6715 0.7026
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 0.6950 0.0240 3.4% 0.0113 1.6% 67% False False 305
10 0.7190 0.6835 0.0355 5.0% 0.0125 1.8% 78% False False 214
20 0.7488 0.6835 0.0653 9.2% 0.0100 1.4% 42% False False 153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7786
2.618 0.7537
1.618 0.7385
1.000 0.7292
0.618 0.7233
HIGH 0.7140
0.618 0.7081
0.500 0.7064
0.382 0.7046
LOW 0.6988
0.618 0.6894
1.000 0.6836
1.618 0.6742
2.618 0.6590
4.250 0.6342
Fisher Pivots for day following 31-Mar-2020
Pivot 1 day 3 day
R1 0.7095 0.7103
PP 0.7079 0.7096
S1 0.7064 0.7089

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

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