CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 24-Apr-2020
Day Change Summary
Previous Current
23-Apr-2020 24-Apr-2020 Change Change % Previous Week
Open 0.7102 0.7120 0.0018 0.3% 0.7100
High 0.7146 0.7135 -0.0012 -0.2% 0.7146
Low 0.7058 0.7094 0.0036 0.5% 0.7024
Close 0.7129 0.7098 -0.0031 -0.4% 0.7098
Range 0.0088 0.0041 -0.0048 -54.0% 0.0122
ATR 0.0076 0.0073 -0.0003 -3.3% 0.0000
Volume 11 7 -4 -36.4% 81
Daily Pivots for day following 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7230 0.7204 0.7120
R3 0.7190 0.7164 0.7109
R2 0.7149 0.7149 0.7105
R1 0.7123 0.7123 0.7101 0.7116
PP 0.7109 0.7109 0.7109 0.7105
S1 0.7083 0.7083 0.7094 0.7076
S2 0.7068 0.7068 0.7090
S3 0.7028 0.7042 0.7086
S4 0.6987 0.7002 0.7075
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7455 0.7398 0.7165
R3 0.7333 0.7276 0.7131
R2 0.7211 0.7211 0.7120
R1 0.7154 0.7154 0.7109 0.7122
PP 0.7089 0.7089 0.7089 0.7073
S1 0.7032 0.7032 0.7086 0.7000
S2 0.6967 0.6967 0.7075
S3 0.6845 0.6910 0.7064
S4 0.6723 0.6788 0.7030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7146 0.7024 0.0122 1.7% 0.0059 0.8% 60% False False 16
10 0.7230 0.7024 0.0206 2.9% 0.0061 0.9% 36% False False 29
20 0.7230 0.6988 0.0243 3.4% 0.0072 1.0% 45% False False 64
40 0.7488 0.6835 0.0653 9.2% 0.0079 1.1% 40% False False 89
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7307
2.618 0.7241
1.618 0.7200
1.000 0.7175
0.618 0.7160
HIGH 0.7135
0.618 0.7119
0.500 0.7114
0.382 0.7109
LOW 0.7094
0.618 0.7069
1.000 0.7054
1.618 0.7028
2.618 0.6988
4.250 0.6922
Fisher Pivots for day following 24-Apr-2020
Pivot 1 day 3 day
R1 0.7114 0.7096
PP 0.7109 0.7095
S1 0.7103 0.7094

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

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