CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 29-Apr-2020
Day Change Summary
Previous Current
28-Apr-2020 29-Apr-2020 Change Change % Previous Week
Open 0.7155 0.7183 0.0028 0.4% 0.7100
High 0.7179 0.7210 0.0032 0.4% 0.7146
Low 0.7118 0.7154 0.0036 0.5% 0.7024
Close 0.7156 0.7200 0.0044 0.6% 0.7098
Range 0.0061 0.0057 -0.0004 -6.6% 0.0122
ATR 0.0070 0.0069 -0.0001 -1.4% 0.0000
Volume 6 15 9 150.0% 81
Daily Pivots for day following 29-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7357 0.7335 0.7231
R3 0.7301 0.7279 0.7216
R2 0.7244 0.7244 0.7210
R1 0.7222 0.7222 0.7205 0.7233
PP 0.7188 0.7188 0.7188 0.7193
S1 0.7166 0.7166 0.7195 0.7177
S2 0.7131 0.7131 0.7190
S3 0.7075 0.7109 0.7184
S4 0.7018 0.7053 0.7169
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 0.7210 0.7058 0.0152 2.1% 0.0057 0.8% 93% True False 27
10 0.7210 0.7024 0.0186 2.6% 0.0055 0.8% 95% True False 26
20 0.7230 0.7010 0.0220 3.1% 0.0064 0.9% 86% False False 28
40 0.7488 0.6835 0.0653 9.1% 0.0082 1.1% 56% False False 91
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7450
2.618 0.7358
1.618 0.7301
1.000 0.7267
0.618 0.7245
HIGH 0.7210
0.618 0.7188
0.500 0.7182
0.382 0.7175
LOW 0.7154
0.618 0.7119
1.000 0.7097
1.618 0.7062
2.618 0.7006
4.250 0.6913
Fisher Pivots for day following 29-Apr-2020
Pivot 1 day 3 day
R1 0.7194 0.7184
PP 0.7188 0.7168
S1 0.7182 0.7152

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

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