CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 0.7169 0.7159 -0.0010 -0.1% 0.7090
High 0.7192 0.7159 -0.0033 -0.5% 0.7189
Low 0.7126 0.7108 -0.0018 -0.3% 0.7062
Close 0.7134 0.7126 -0.0009 -0.1% 0.7180
Range 0.0066 0.0051 -0.0015 -22.7% 0.0127
ATR 0.0066 0.0065 -0.0001 -1.6% 0.0000
Volume 39 16 -23 -59.0% 76
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 0.7284 0.7256 0.7154
R3 0.7233 0.7205 0.7140
R2 0.7182 0.7182 0.7135
R1 0.7154 0.7154 0.7130 0.7142
PP 0.7131 0.7131 0.7131 0.7125
S1 0.7103 0.7103 0.7121 0.7091
S2 0.7080 0.7080 0.7116
S3 0.7029 0.7052 0.7111
S4 0.6978 0.7001 0.7097
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% 0.0056 0.8% 49% False False 23
10 0.7222 0.7062 0.0160 2.2% 0.0051 0.7% 40% False False 23
20 0.7223 0.7024 0.0199 2.8% 0.0057 0.8% 51% False False 26
40 0.7230 0.6835 0.0395 5.5% 0.0079 1.1% 74% False False 75
60 0.7574 0.6835 0.0739 10.4% 0.0065 0.9% 39% 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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7376
2.618 0.7293
1.618 0.7242
1.000 0.7210
0.618 0.7191
HIGH 0.7159
0.618 0.7140
0.500 0.7134
0.382 0.7127
LOW 0.7108
0.618 0.7076
1.000 0.7057
1.618 0.7025
2.618 0.6974
4.250 0.6891
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 0.7134 0.7150
PP 0.7131 0.7142
S1 0.7128 0.7134

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

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