CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 13-May-2020
Day Change Summary
Previous Current
12-May-2020 13-May-2020 Change Change % Previous Week
Open 0.7159 0.7129 -0.0030 -0.4% 0.7090
High 0.7159 0.7139 -0.0020 -0.3% 0.7189
Low 0.7108 0.7090 -0.0019 -0.3% 0.7062
Close 0.7126 0.7092 -0.0034 -0.5% 0.7180
Range 0.0051 0.0050 -0.0002 -2.9% 0.0127
ATR 0.0065 0.0064 -0.0001 -1.7% 0.0000
Volume 16 15 -1 -6.3% 76
Daily Pivots for day following 13-May-2020
Classic Woodie Camarilla DeMark
R4 0.7255 0.7223 0.7119
R3 0.7206 0.7173 0.7105
R2 0.7156 0.7156 0.7101
R1 0.7124 0.7124 0.7096 0.7115
PP 0.7107 0.7107 0.7107 0.7102
S1 0.7074 0.7074 0.7087 0.7066
S2 0.7057 0.7057 0.7082
S3 0.7008 0.7025 0.7078
S4 0.6958 0.6975 0.7064
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% 0.0058 0.8% 23% False False 25
10 0.7222 0.7062 0.0160 2.2% 0.0050 0.7% 18% False False 23
20 0.7222 0.7024 0.0198 2.8% 0.0053 0.7% 34% False False 25
40 0.7230 0.6835 0.0395 5.6% 0.0076 1.1% 65% False False 74
60 0.7574 0.6835 0.0739 10.4% 0.0066 0.9% 35% 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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7349
2.618 0.7269
1.618 0.7219
1.000 0.7189
0.618 0.7170
HIGH 0.7139
0.618 0.7120
0.500 0.7114
0.382 0.7108
LOW 0.7090
0.618 0.7059
1.000 0.7040
1.618 0.7009
2.618 0.6960
4.250 0.6879
Fisher Pivots for day following 13-May-2020
Pivot 1 day 3 day
R1 0.7114 0.7141
PP 0.7107 0.7124
S1 0.7099 0.7108

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

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