CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 06-May-2020
Day Change Summary
Previous Current
05-May-2020 06-May-2020 Change Change % Previous Week
Open 0.7134 0.7105 -0.0029 -0.4% 0.7097
High 0.7138 0.7105 -0.0033 -0.5% 0.7222
Low 0.7099 0.7067 -0.0032 -0.5% 0.7094
Close 0.7133 0.7084 -0.0049 -0.7% 0.7108
Range 0.0039 0.0038 -0.0001 -2.6% 0.0128
ATR 0.0065 0.0065 0.0000 0.1% 0.0000
Volume 7 7 0 0.0% 209
Daily Pivots for day following 06-May-2020
Classic Woodie Camarilla DeMark
R4 0.7199 0.7180 0.7105
R3 0.7161 0.7142 0.7094
R2 0.7123 0.7123 0.7091
R1 0.7104 0.7104 0.7087 0.7095
PP 0.7085 0.7085 0.7085 0.7081
S1 0.7066 0.7066 0.7081 0.7057
S2 0.7047 0.7047 0.7077
S3 0.7009 0.7028 0.7074
S4 0.6971 0.6990 0.7063
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 0.7067 0.0155 2.2% 0.0042 0.6% 11% False True 22
10 0.7222 0.7058 0.0164 2.3% 0.0050 0.7% 16% False False 24
20 0.7230 0.7024 0.0206 2.9% 0.0054 0.8% 29% False False 31
40 0.7285 0.6835 0.0450 6.4% 0.0080 1.1% 55% False False 81
60 0.7574 0.6835 0.0739 10.4% 0.0062 0.9% 34% False False 72
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7267
2.618 0.7204
1.618 0.7166
1.000 0.7143
0.618 0.7128
HIGH 0.7105
0.618 0.7090
0.500 0.7086
0.382 0.7082
LOW 0.7067
0.618 0.7044
1.000 0.7029
1.618 0.7006
2.618 0.6968
4.250 0.6906
Fisher Pivots for day following 06-May-2020
Pivot 1 day 3 day
R1 0.7086 0.7103
PP 0.7085 0.7096
S1 0.7085 0.7090

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

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