CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 28-Apr-2020
Day Change Summary
Previous Current
27-Apr-2020 28-Apr-2020 Change Change % Previous Week
Open 0.7097 0.7155 0.0059 0.8% 0.7100
High 0.7132 0.7179 0.0047 0.7% 0.7146
Low 0.7094 0.7118 0.0024 0.3% 0.7024
Close 0.7129 0.7156 0.0027 0.4% 0.7098
Range 0.0038 0.0061 0.0023 59.2% 0.0122
ATR 0.0071 0.0070 -0.0001 -1.1% 0.0000
Volume 96 6 -90 -93.8% 81
Daily Pivots for day following 28-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7332 0.7305 0.7189
R3 0.7272 0.7244 0.7173
R2 0.7211 0.7211 0.7167
R1 0.7184 0.7184 0.7162 0.7198
PP 0.7151 0.7151 0.7151 0.7158
S1 0.7123 0.7123 0.7150 0.7137
S2 0.7090 0.7090 0.7145
S3 0.7030 0.7063 0.7139
S4 0.6969 0.7002 0.7123
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 0.7179 0.7042 0.0137 1.9% 0.0056 0.8% 84% True False 29
10 0.7223 0.7024 0.0199 2.8% 0.0062 0.9% 66% False False 29
20 0.7230 0.6988 0.0243 3.4% 0.0069 1.0% 69% False False 33
40 0.7488 0.6835 0.0653 9.1% 0.0081 1.1% 49% False False 91
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7436
2.618 0.7337
1.618 0.7276
1.000 0.7239
0.618 0.7216
HIGH 0.7179
0.618 0.7155
0.500 0.7148
0.382 0.7141
LOW 0.7118
0.618 0.7081
1.000 0.7058
1.618 0.7020
2.618 0.6960
4.250 0.6861
Fisher Pivots for day following 28-Apr-2020
Pivot 1 day 3 day
R1 0.7153 0.7149
PP 0.7151 0.7143
S1 0.7148 0.7136

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

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