CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 05-May-2020
Day Change Summary
Previous Current
04-May-2020 05-May-2020 Change Change % Previous Week
Open 0.7090 0.7134 0.0044 0.6% 0.7097
High 0.7116 0.7138 0.0023 0.3% 0.7222
Low 0.7079 0.7099 0.0020 0.3% 0.7094
Close 0.7106 0.7133 0.0028 0.4% 0.7108
Range 0.0037 0.0039 0.0003 6.8% 0.0128
ATR 0.0067 0.0065 -0.0002 -3.0% 0.0000
Volume 5 7 2 40.0% 209
Daily Pivots for day following 05-May-2020
Classic Woodie Camarilla DeMark
R4 0.7240 0.7226 0.7154
R3 0.7201 0.7187 0.7144
R2 0.7162 0.7162 0.7140
R1 0.7148 0.7148 0.7137 0.7136
PP 0.7123 0.7123 0.7123 0.7117
S1 0.7109 0.7109 0.7129 0.7097
S2 0.7084 0.7084 0.7126
S3 0.7045 0.7070 0.7122
S4 0.7006 0.7031 0.7112
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.7524 0.7443 0.7178
R3 0.7396 0.7316 0.7143
R2 0.7269 0.7269 0.7131
R1 0.7188 0.7188 0.7119 0.7228
PP 0.7141 0.7141 0.7141 0.7161
S1 0.7061 0.7061 0.7096 0.7101
S2 0.7014 0.7014 0.7084
S3 0.6886 0.6933 0.7072
S4 0.6759 0.6806 0.7037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7222 0.7079 0.0143 2.0% 0.0046 0.6% 38% False False 23
10 0.7222 0.7042 0.0180 2.5% 0.0051 0.7% 51% False False 26
20 0.7230 0.7024 0.0206 2.9% 0.0056 0.8% 53% False False 30
40 0.7306 0.6835 0.0471 6.6% 0.0081 1.1% 63% False False 86
60 0.7574 0.6835 0.0739 10.4% 0.0062 0.9% 40% False False 73
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7304
2.618 0.7240
1.618 0.7201
1.000 0.7177
0.618 0.7162
HIGH 0.7138
0.618 0.7123
0.500 0.7119
0.382 0.7114
LOW 0.7099
0.618 0.7075
1.000 0.7060
1.618 0.7036
2.618 0.6997
4.250 0.6933
Fisher Pivots for day following 05-May-2020
Pivot 1 day 3 day
R1 0.7128 0.7125
PP 0.7123 0.7117
S1 0.7119 0.7109

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

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