CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 20-Apr-2020
Day Change Summary
Previous Current
17-Apr-2020 20-Apr-2020 Change Change % Previous Week
Open 0.7108 0.7100 -0.0008 -0.1% 0.7192
High 0.7155 0.7134 -0.0021 -0.3% 0.7230
Low 0.7105 0.7085 -0.0020 -0.3% 0.7072
Close 0.7144 0.7089 -0.0056 -0.8% 0.7144
Range 0.0051 0.0050 -0.0001 -2.0% 0.0158
ATR 0.0079 0.0078 -0.0001 -1.8% 0.0000
Volume 40 11 -29 -72.5% 217
Daily Pivots for day following 20-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7251 0.7219 0.7116
R3 0.7201 0.7170 0.7102
R2 0.7152 0.7152 0.7098
R1 0.7120 0.7120 0.7093 0.7111
PP 0.7102 0.7102 0.7102 0.7098
S1 0.7071 0.7071 0.7084 0.7062
S2 0.7053 0.7053 0.7079
S3 0.7003 0.7021 0.7075
S4 0.6954 0.6972 0.7061
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 0.7227 0.7072 0.0155 2.2% 0.0060 0.9% 11% False False 41
10 0.7230 0.7032 0.0198 2.8% 0.0063 0.9% 29% False False 33
20 0.7230 0.6890 0.0340 4.8% 0.0080 1.1% 58% False False 107
40 0.7530 0.6835 0.0695 9.8% 0.0074 1.0% 36% False False 92
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7344
2.618 0.7264
1.618 0.7214
1.000 0.7184
0.618 0.7165
HIGH 0.7134
0.618 0.7115
0.500 0.7109
0.382 0.7103
LOW 0.7085
0.618 0.7054
1.000 0.7035
1.618 0.7004
2.618 0.6955
4.250 0.6874
Fisher Pivots for day following 20-Apr-2020
Pivot 1 day 3 day
R1 0.7109 0.7114
PP 0.7102 0.7105
S1 0.7095 0.7097

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

View Archives - Comment on this page... - Back to Index of Symbols