CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 15-Apr-2020
Day Change Summary
Previous Current
14-Apr-2020 15-Apr-2020 Change Change % Previous Week
Open 0.7227 0.7223 -0.0004 -0.1% 0.7085
High 0.7227 0.7223 -0.0004 -0.1% 0.7190
Low 0.7201 0.7095 -0.0106 -1.5% 0.7032
Close 0.7209 0.7117 -0.0092 -1.3% 0.7177
Range 0.0026 0.0128 0.0102 400.0% 0.0158
ATR 0.0080 0.0083 0.0003 4.3% 0.0000
Volume 81 48 -33 -40.7% 105
Daily Pivots for day following 15-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7527 0.7449 0.7187
R3 0.7400 0.7322 0.7152
R2 0.7272 0.7272 0.7140
R1 0.7194 0.7194 0.7128 0.7170
PP 0.7145 0.7145 0.7145 0.7132
S1 0.7067 0.7067 0.7105 0.7042
S2 0.7017 0.7017 0.7093
S3 0.6890 0.6939 0.7081
S4 0.6762 0.6812 0.7046
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 0.7095 0.0135 1.9% 0.0063 0.9% 16% False True 49
10 0.7230 0.7010 0.0220 3.1% 0.0072 1.0% 48% False False 31
20 0.7230 0.6835 0.0395 5.6% 0.0098 1.4% 71% False False 123
40 0.7574 0.6835 0.0739 10.4% 0.0072 1.0% 38% False False 96
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 0.0015
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7764
2.618 0.7556
1.618 0.7429
1.000 0.7350
0.618 0.7301
HIGH 0.7223
0.618 0.7174
0.500 0.7159
0.382 0.7144
LOW 0.7095
0.618 0.7016
1.000 0.6968
1.618 0.6889
2.618 0.6761
4.250 0.6553
Fisher Pivots for day following 15-Apr-2020
Pivot 1 day 3 day
R1 0.7159 0.7163
PP 0.7145 0.7147
S1 0.7131 0.7132

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

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