CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 08-Apr-2020
Day Change Summary
Previous Current
07-Apr-2020 08-Apr-2020 Change Change % Previous Week
Open 0.7155 0.7143 -0.0012 -0.2% 0.7143
High 0.7179 0.7157 -0.0023 -0.3% 0.7143
Low 0.7090 0.7123 0.0033 0.5% 0.6988
Close 0.7162 0.7141 -0.0021 -0.3% 0.7078
Range 0.0089 0.0034 -0.0056 -62.4% 0.0156
ATR 0.0091 0.0087 -0.0004 -4.1% 0.0000
Volume 1 30 29 2,900.0% 847
Daily Pivots for day following 08-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7241 0.7224 0.7159
R3 0.7207 0.7191 0.7150
R2 0.7174 0.7174 0.7147
R1 0.7157 0.7157 0.7144 0.7149
PP 0.7140 0.7140 0.7140 0.7136
S1 0.7124 0.7124 0.7137 0.7115
S2 0.7107 0.7107 0.7134
S3 0.7073 0.7090 0.7131
S4 0.7040 0.7057 0.7122
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 0.7179 0.7010 0.0169 2.4% 0.0070 1.0% 77% False False 15
10 0.7190 0.6988 0.0202 2.8% 0.0090 1.3% 76% False False 100
20 0.7276 0.6835 0.0441 6.2% 0.0107 1.5% 69% False False 131
40 0.7574 0.6835 0.0739 10.3% 0.0066 0.9% 41% False False 92
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 0.0026
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.7299
2.618 0.7244
1.618 0.7211
1.000 0.7190
0.618 0.7177
HIGH 0.7157
0.618 0.7144
0.500 0.7140
0.382 0.7136
LOW 0.7123
0.618 0.7102
1.000 0.7090
1.618 0.7069
2.618 0.7035
4.250 0.6981
Fisher Pivots for day following 08-Apr-2020
Pivot 1 day 3 day
R1 0.7140 0.7129
PP 0.7140 0.7117
S1 0.7140 0.7106

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

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