CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 17-Apr-2020
Day Change Summary
Previous Current
16-Apr-2020 17-Apr-2020 Change Change % Previous Week
Open 0.7098 0.7108 0.0010 0.1% 0.7192
High 0.7121 0.7155 0.0034 0.5% 0.7230
Low 0.7072 0.7105 0.0033 0.5% 0.7072
Close 0.7099 0.7144 0.0046 0.6% 0.7144
Range 0.0049 0.0051 0.0002 3.1% 0.0158
ATR 0.0081 0.0079 -0.0002 -2.1% 0.0000
Volume 26 40 14 53.8% 217
Daily Pivots for day following 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7286 0.7266 0.7172
R3 0.7236 0.7215 0.7158
R2 0.7185 0.7185 0.7153
R1 0.7165 0.7165 0.7149 0.7175
PP 0.7135 0.7135 0.7135 0.7140
S1 0.7114 0.7114 0.7139 0.7124
S2 0.7084 0.7084 0.7135
S3 0.7034 0.7064 0.7130
S4 0.6983 0.7013 0.7116
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7623 0.7541 0.7231
R3 0.7465 0.7383 0.7187
R2 0.7307 0.7307 0.7173
R1 0.7225 0.7225 0.7158 0.7187
PP 0.7149 0.7149 0.7149 0.7130
S1 0.7067 0.7067 0.7130 0.7029
S2 0.6991 0.6991 0.7115
S3 0.6833 0.6909 0.7101
S4 0.6675 0.6751 0.7057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7230 0.7072 0.0158 2.2% 0.0063 0.9% 46% False False 43
10 0.7230 0.7032 0.0198 2.8% 0.0064 0.9% 57% False False 32
20 0.7230 0.6890 0.0340 4.8% 0.0086 1.2% 75% False False 114
40 0.7574 0.6835 0.0739 10.3% 0.0074 1.0% 42% False False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7370
2.618 0.7287
1.618 0.7237
1.000 0.7206
0.618 0.7186
HIGH 0.7155
0.618 0.7136
0.500 0.7130
0.382 0.7124
LOW 0.7105
0.618 0.7073
1.000 0.7054
1.618 0.7023
2.618 0.6972
4.250 0.6890
Fisher Pivots for day following 17-Apr-2020
Pivot 1 day 3 day
R1 0.7139 0.7147
PP 0.7135 0.7146
S1 0.7130 0.7145

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

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