CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 13-Apr-2020
Day Change Summary
Previous Current
09-Apr-2020 13-Apr-2020 Change Change % Previous Week
Open 0.7188 0.7192 0.0004 0.1% 0.7085
High 0.7190 0.7230 0.0041 0.6% 0.7190
Low 0.7125 0.7166 0.0041 0.6% 0.7032
Close 0.7177 0.7228 0.0051 0.7% 0.7177
Range 0.0065 0.0065 0.0000 0.0% 0.0158
ATR 0.0085 0.0084 -0.0001 -1.8% 0.0000
Volume 64 22 -42 -65.6% 105
Daily Pivots for day following 13-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7401 0.7379 0.7263
R3 0.7337 0.7314 0.7245
R2 0.7272 0.7272 0.7239
R1 0.7250 0.7250 0.7233 0.7261
PP 0.7208 0.7208 0.7208 0.7213
S1 0.7185 0.7185 0.7222 0.7197
S2 0.7143 0.7143 0.7216
S3 0.7079 0.7121 0.7210
S4 0.7014 0.7056 0.7192
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7605 0.7549 0.7264
R3 0.7448 0.7391 0.7220
R2 0.7290 0.7290 0.7206
R1 0.7234 0.7234 0.7191 0.7262
PP 0.7133 0.7133 0.7133 0.7147
S1 0.7076 0.7076 0.7163 0.7105
S2 0.6975 0.6975 0.7148
S3 0.6818 0.6919 0.7134
S4 0.6660 0.6761 0.7090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7230 0.7032 0.0198 2.7% 0.0066 0.9% 99% True False 25
10 0.7230 0.6988 0.0243 3.4% 0.0080 1.1% 99% True False 97
20 0.7240 0.6835 0.0405 5.6% 0.0104 1.4% 97% False False 127
40 0.7574 0.6835 0.0739 10.2% 0.0069 1.0% 53% False False 94
Crabel Price Patterns
NR False
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 0.0021
Fibonacci Retracements and Extensions
4.250 0.7504
2.618 0.7399
1.618 0.7334
1.000 0.7295
0.618 0.7270
HIGH 0.7230
0.618 0.7205
0.500 0.7198
0.382 0.7190
LOW 0.7166
0.618 0.7126
1.000 0.7101
1.618 0.7061
2.618 0.6997
4.250 0.6891
Fisher Pivots for day following 13-Apr-2020
Pivot 1 day 3 day
R1 0.7218 0.7211
PP 0.7208 0.7194
S1 0.7198 0.7177

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

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