CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 21-May-2020
Day Change Summary
Previous Current
20-May-2020 21-May-2020 Change Change % Previous Week
Open 0.7175 0.7179 0.0004 0.1% 0.7169
High 0.7210 0.7196 -0.0014 -0.2% 0.7192
Low 0.7173 0.7165 -0.0008 -0.1% 0.7077
Close 0.7202 0.7172 -0.0030 -0.4% 0.7091
Range 0.0037 0.0031 -0.0006 -15.1% 0.0115
ATR 0.0060 0.0058 -0.0002 -2.8% 0.0000
Volume 3 164 161 5,366.7% 76
Daily Pivots for day following 21-May-2020
Classic Woodie Camarilla DeMark
R4 0.7271 0.7252 0.7189
R3 0.7240 0.7221 0.7181
R2 0.7209 0.7209 0.7178
R1 0.7190 0.7190 0.7175 0.7184
PP 0.7178 0.7178 0.7178 0.7175
S1 0.7159 0.7159 0.7169 0.7153
S2 0.7147 0.7147 0.7166
S3 0.7116 0.7128 0.7163
S4 0.7085 0.7097 0.7155
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 0.7089 0.0123 1.7% 0.0042 0.6% 67% False False 49
10 0.7212 0.7077 0.0135 1.9% 0.0045 0.6% 70% False False 35
20 0.7222 0.7062 0.0160 2.2% 0.0048 0.7% 69% False False 30
40 0.7230 0.6988 0.0243 3.4% 0.0062 0.9% 76% False False 49
60 0.7488 0.6835 0.0653 9.1% 0.0068 0.9% 52% False False 69
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7328
2.618 0.7277
1.618 0.7246
1.000 0.7227
0.618 0.7215
HIGH 0.7196
0.618 0.7184
0.500 0.7181
0.382 0.7177
LOW 0.7165
0.618 0.7146
1.000 0.7134
1.618 0.7115
2.618 0.7084
4.250 0.7033
Fisher Pivots for day following 21-May-2020
Pivot 1 day 3 day
R1 0.7181 0.7189
PP 0.7178 0.7183
S1 0.7175 0.7178

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

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