CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 20-May-2020
Day Change Summary
Previous Current
19-May-2020 20-May-2020 Change Change % Previous Week
Open 0.7190 0.7175 -0.0015 -0.2% 0.7169
High 0.7212 0.7210 -0.0003 0.0% 0.7192
Low 0.7175 0.7173 -0.0002 0.0% 0.7077
Close 0.7204 0.7202 -0.0002 0.0% 0.7091
Range 0.0037 0.0037 -0.0001 -1.4% 0.0115
ATR 0.0062 0.0060 -0.0002 -2.9% 0.0000
Volume 47 3 -44 -93.6% 76
Daily Pivots for day following 20-May-2020
Classic Woodie Camarilla DeMark
R4 0.7304 0.7289 0.7222
R3 0.7268 0.7253 0.7212
R2 0.7231 0.7231 0.7208
R1 0.7216 0.7216 0.7205 0.7224
PP 0.7195 0.7195 0.7195 0.7198
S1 0.7180 0.7180 0.7198 0.7187
S2 0.7158 0.7158 0.7195
S3 0.7122 0.7143 0.7191
S4 0.7085 0.7107 0.7181
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 0.7212 0.7077 0.0135 1.9% 0.0045 0.6% 92% False False 16
10 0.7212 0.7062 0.0150 2.1% 0.0052 0.7% 93% False False 21
20 0.7222 0.7058 0.0164 2.3% 0.0051 0.7% 88% False False 22
40 0.7230 0.6950 0.0280 3.9% 0.0064 0.9% 90% False False 60
60 0.7520 0.6835 0.0685 9.5% 0.0068 0.9% 54% False False 67
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7365
2.618 0.7305
1.618 0.7269
1.000 0.7246
0.618 0.7232
HIGH 0.7210
0.618 0.7196
0.500 0.7191
0.382 0.7187
LOW 0.7173
0.618 0.7150
1.000 0.7137
1.618 0.7114
2.618 0.7077
4.250 0.7018
Fisher Pivots for day following 20-May-2020
Pivot 1 day 3 day
R1 0.7198 0.7189
PP 0.7195 0.7176
S1 0.7191 0.7164

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

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