CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 0.7175 0.7169 -0.0006 -0.1% 0.7090
High 0.7189 0.7192 0.0004 0.0% 0.7189
Low 0.7165 0.7126 -0.0039 -0.5% 0.7062
Close 0.7180 0.7134 -0.0046 -0.6% 0.7180
Range 0.0024 0.0066 0.0043 180.9% 0.0127
ATR 0.0066 0.0066 0.0000 0.0% 0.0000
Volume 35 39 4 11.4% 76
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 0.7349 0.7307 0.7170
R3 0.7283 0.7241 0.7152
R2 0.7217 0.7217 0.7146
R1 0.7175 0.7175 0.7140 0.7163
PP 0.7151 0.7151 0.7151 0.7145
S1 0.7109 0.7109 0.7128 0.7097
S2 0.7085 0.7085 0.7122
S3 0.7019 0.7043 0.7116
S4 0.6953 0.6977 0.7098
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 0.7192 0.7062 0.0130 1.8% 0.0054 0.8% 55% True False 22
10 0.7222 0.7062 0.0160 2.2% 0.0052 0.7% 45% False False 22
20 0.7227 0.7024 0.0203 2.8% 0.0055 0.8% 54% False False 30
40 0.7240 0.6835 0.0405 5.7% 0.0079 1.1% 74% False False 78
60 0.7574 0.6835 0.0739 10.4% 0.0064 0.9% 40% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
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 0.7473
2.618 0.7365
1.618 0.7299
1.000 0.7258
0.618 0.7233
HIGH 0.7192
0.618 0.7167
0.500 0.7159
0.382 0.7151
LOW 0.7126
0.618 0.7085
1.000 0.7060
1.618 0.7019
2.618 0.6953
4.250 0.6846
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 0.7159 0.7132
PP 0.7151 0.7129
S1 0.7142 0.7127

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

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