CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 26-May-2020
Day Change Summary
Previous Current
22-May-2020 26-May-2020 Change Change % Previous Week
Open 0.7129 0.7162 0.0033 0.5% 0.7116
High 0.7151 0.7270 0.0119 1.7% 0.7212
Low 0.7122 0.7162 0.0040 0.6% 0.7116
Close 0.7137 0.7270 0.0133 1.9% 0.7137
Range 0.0030 0.0108 0.0079 266.1% 0.0097
ATR 0.0058 0.0063 0.0005 9.2% 0.0000
Volume 4 51 47 1,175.0% 245
Daily Pivots for day following 26-May-2020
Classic Woodie Camarilla DeMark
R4 0.7558 0.7522 0.7329
R3 0.7450 0.7414 0.7299
R2 0.7342 0.7342 0.7289
R1 0.7306 0.7306 0.7279 0.7324
PP 0.7234 0.7234 0.7234 0.7243
S1 0.7198 0.7198 0.7260 0.7216
S2 0.7126 0.7126 0.7250
S3 0.7018 0.7090 0.7240
S4 0.6910 0.6982 0.7210
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.7444 0.7387 0.7190
R3 0.7348 0.7291 0.7164
R2 0.7251 0.7251 0.7155
R1 0.7194 0.7194 0.7146 0.7223
PP 0.7155 0.7155 0.7155 0.7169
S1 0.7098 0.7098 0.7128 0.7126
S2 0.7058 0.7058 0.7119
S3 0.6962 0.7001 0.7110
S4 0.6865 0.6905 0.7084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7270 0.7122 0.0148 2.0% 0.0048 0.7% 100% True False 53
10 0.7270 0.7077 0.0193 2.6% 0.0049 0.7% 100% True False 33
20 0.7270 0.7062 0.0208 2.9% 0.0051 0.7% 100% True False 28
40 0.7270 0.6988 0.0282 3.9% 0.0060 0.8% 100% True False 47
60 0.7488 0.6835 0.0653 9.0% 0.0070 1.0% 67% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.7729
2.618 0.7552
1.618 0.7444
1.000 0.7378
0.618 0.7336
HIGH 0.7270
0.618 0.7228
0.500 0.7216
0.382 0.7203
LOW 0.7162
0.618 0.7095
1.000 0.7054
1.618 0.6987
2.618 0.6879
4.250 0.6703
Fisher Pivots for day following 26-May-2020
Pivot 1 day 3 day
R1 0.7252 0.7245
PP 0.7234 0.7220
S1 0.7216 0.7196

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

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