CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 14-Apr-2020
Day Change Summary
Previous Current
13-Apr-2020 14-Apr-2020 Change Change % Previous Week
Open 0.7192 0.7227 0.0035 0.5% 0.7085
High 0.7230 0.7227 -0.0004 0.0% 0.7190
Low 0.7166 0.7201 0.0036 0.5% 0.7032
Close 0.7228 0.7209 -0.0019 -0.3% 0.7177
Range 0.0065 0.0026 -0.0039 -60.5% 0.0158
ATR 0.0084 0.0080 -0.0004 -4.9% 0.0000
Volume 22 81 59 268.2% 105
Daily Pivots for day following 14-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7289 0.7274 0.7223
R3 0.7263 0.7249 0.7216
R2 0.7238 0.7238 0.7213
R1 0.7223 0.7223 0.7211 0.7218
PP 0.7212 0.7212 0.7212 0.7209
S1 0.7198 0.7198 0.7206 0.7192
S2 0.7187 0.7187 0.7204
S3 0.7161 0.7172 0.7201
S4 0.7136 0.7147 0.7194
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 0.7090 0.0140 1.9% 0.0055 0.8% 85% False False 39
10 0.7230 0.6988 0.0243 3.4% 0.0075 1.0% 91% False False 36
20 0.7230 0.6835 0.0395 5.5% 0.0100 1.4% 95% False False 123
40 0.7574 0.6835 0.0739 10.2% 0.0070 1.0% 51% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.7335
2.618 0.7293
1.618 0.7268
1.000 0.7252
0.618 0.7242
HIGH 0.7227
0.618 0.7217
0.500 0.7214
0.382 0.7211
LOW 0.7201
0.618 0.7185
1.000 0.7176
1.618 0.7160
2.618 0.7134
4.250 0.7093
Fisher Pivots for day following 14-Apr-2020
Pivot 1 day 3 day
R1 0.7214 0.7198
PP 0.7212 0.7188
S1 0.7210 0.7178

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

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