CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 15-May-2020
Day Change Summary
Previous Current
14-May-2020 15-May-2020 Change Change % Previous Week
Open 0.7107 0.7134 0.0028 0.4% 0.7169
High 0.7126 0.7134 0.0008 0.1% 0.7192
Low 0.7077 0.7089 0.0012 0.2% 0.7077
Close 0.7108 0.7091 -0.0017 -0.2% 0.7091
Range 0.0049 0.0045 -0.0004 -8.2% 0.0115
ATR 0.0063 0.0061 -0.0001 -2.0% 0.0000
Volume 2 4 2 100.0% 76
Daily Pivots for day following 15-May-2020
Classic Woodie Camarilla DeMark
R4 0.7240 0.7210 0.7116
R3 0.7195 0.7165 0.7103
R2 0.7150 0.7150 0.7099
R1 0.7120 0.7120 0.7095 0.7113
PP 0.7105 0.7105 0.7105 0.7101
S1 0.7075 0.7075 0.7087 0.7068
S2 0.7060 0.7060 0.7083
S3 0.7015 0.7030 0.7079
S4 0.6970 0.6985 0.7066
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 0.7465 0.7393 0.7154
R3 0.7350 0.7278 0.7123
R2 0.7235 0.7235 0.7112
R1 0.7163 0.7163 0.7102 0.7142
PP 0.7120 0.7120 0.7120 0.7109
S1 0.7048 0.7048 0.7080 0.7027
S2 0.7005 0.7005 0.7070
S3 0.6890 0.6933 0.7059
S4 0.6775 0.6818 0.7028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7192 0.7077 0.0115 1.6% 0.0052 0.7% 12% False False 15
10 0.7192 0.7062 0.0130 1.8% 0.0050 0.7% 22% False False 15
20 0.7222 0.7024 0.0198 2.8% 0.0052 0.7% 34% False False 22
40 0.7230 0.6890 0.0340 4.8% 0.0069 1.0% 59% False False 68
60 0.7574 0.6835 0.0739 10.4% 0.0067 0.9% 35% False False 70
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7325
2.618 0.7252
1.618 0.7207
1.000 0.7179
0.618 0.7162
HIGH 0.7134
0.618 0.7117
0.500 0.7112
0.382 0.7106
LOW 0.7089
0.618 0.7061
1.000 0.7044
1.618 0.7016
2.618 0.6971
4.250 0.6898
Fisher Pivots for day following 15-May-2020
Pivot 1 day 3 day
R1 0.7112 0.7108
PP 0.7105 0.7102
S1 0.7098 0.7097

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

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