CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 08-May-2020
Day Change Summary
Previous Current
07-May-2020 08-May-2020 Change Change % Previous Week
Open 0.7101 0.7175 0.0075 1.0% 0.7090
High 0.7164 0.7189 0.0025 0.3% 0.7189
Low 0.7062 0.7165 0.0103 1.5% 0.7062
Close 0.7149 0.7180 0.0031 0.4% 0.7180
Range 0.0102 0.0024 -0.0079 -77.0% 0.0127
ATR 0.0068 0.0066 -0.0002 -3.0% 0.0000
Volume 22 35 13 59.1% 76
Daily Pivots for day following 08-May-2020
Classic Woodie Camarilla DeMark
R4 0.7248 0.7237 0.7192
R3 0.7225 0.7214 0.7186
R2 0.7201 0.7201 0.7184
R1 0.7190 0.7190 0.7182 0.7196
PP 0.7178 0.7178 0.7178 0.7180
S1 0.7167 0.7167 0.7177 0.7172
S2 0.7154 0.7154 0.7175
S3 0.7131 0.7143 0.7173
S4 0.7107 0.7120 0.7167
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 0.7523 0.7478 0.7249
R3 0.7396 0.7351 0.7214
R2 0.7270 0.7270 0.7203
R1 0.7225 0.7225 0.7191 0.7247
PP 0.7143 0.7143 0.7143 0.7155
S1 0.7098 0.7098 0.7168 0.7121
S2 0.7017 0.7017 0.7156
S3 0.6890 0.6972 0.7145
S4 0.6764 0.6845 0.7110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7189 0.7062 0.0127 1.8% 0.0048 0.7% 93% True False 15
10 0.7222 0.7062 0.0160 2.2% 0.0049 0.7% 74% False False 28
20 0.7230 0.7024 0.0206 2.9% 0.0055 0.8% 75% False False 29
40 0.7247 0.6835 0.0412 5.7% 0.0080 1.1% 84% False False 79
60 0.7574 0.6835 0.0739 10.3% 0.0063 0.9% 47% False False 72
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 0.7288
2.618 0.7250
1.618 0.7227
1.000 0.7212
0.618 0.7203
HIGH 0.7189
0.618 0.7180
0.500 0.7177
0.382 0.7174
LOW 0.7165
0.618 0.7150
1.000 0.7142
1.618 0.7127
2.618 0.7103
4.250 0.7065
Fisher Pivots for day following 08-May-2020
Pivot 1 day 3 day
R1 0.7179 0.7161
PP 0.7178 0.7143
S1 0.7177 0.7125

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

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