CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 03-Apr-2020
Day Change Summary
Previous Current
02-Apr-2020 03-Apr-2020 Change Change % Previous Week
Open 0.7035 0.7062 0.0027 0.4% 0.7143
High 0.7104 0.7102 -0.0002 0.0% 0.7143
Low 0.7010 0.7048 0.0038 0.5% 0.6988
Close 0.7060 0.7078 0.0018 0.3% 0.7078
Range 0.0094 0.0055 -0.0040 -42.0% 0.0156
ATR 0.0095 0.0092 -0.0003 -3.0% 0.0000
Volume 31 3 -28 -90.3% 847
Daily Pivots for day following 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7239 0.7213 0.7107
R3 0.7185 0.7158 0.7092
R2 0.7130 0.7130 0.7087
R1 0.7104 0.7104 0.7082 0.7117
PP 0.7076 0.7076 0.7076 0.7082
S1 0.7049 0.7049 0.7073 0.7063
S2 0.7021 0.7021 0.7068
S3 0.6967 0.6995 0.7063
S4 0.6912 0.6940 0.7048
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7536 0.7462 0.7163
R3 0.7380 0.7307 0.7120
R2 0.7225 0.7225 0.7106
R1 0.7151 0.7151 0.7092 0.7110
PP 0.7069 0.7069 0.7069 0.7049
S1 0.6996 0.6996 0.7063 0.6955
S2 0.6914 0.6914 0.7049
S3 0.6758 0.6840 0.7035
S4 0.6603 0.6685 0.6992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7143 0.6988 0.0156 2.2% 0.0093 1.3% 58% False False 169
10 0.7190 0.6890 0.0300 4.2% 0.0096 1.4% 63% False False 182
20 0.7407 0.6835 0.0572 8.1% 0.0107 1.5% 42% False False 146
40 0.7574 0.6835 0.0739 10.4% 0.0062 0.9% 33% False False 96
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7334
2.618 0.7245
1.618 0.7190
1.000 0.7157
0.618 0.7136
HIGH 0.7102
0.618 0.7081
0.500 0.7075
0.382 0.7068
LOW 0.7048
0.618 0.7014
1.000 0.6993
1.618 0.6959
2.618 0.6905
4.250 0.6816
Fisher Pivots for day following 03-Apr-2020
Pivot 1 day 3 day
R1 0.7077 0.7072
PP 0.7076 0.7067
S1 0.7075 0.7061

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

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