CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 27-May-2020
Day Change Summary
Previous Current
26-May-2020 27-May-2020 Change Change % Previous Week
Open 0.7162 0.7279 0.0117 1.6% 0.7116
High 0.7270 0.7281 0.0012 0.2% 0.7212
Low 0.7162 0.7234 0.0073 1.0% 0.7116
Close 0.7270 0.7258 -0.0012 -0.2% 0.7137
Range 0.0108 0.0047 -0.0061 -56.5% 0.0097
ATR 0.0063 0.0062 -0.0001 -1.8% 0.0000
Volume 51 105 54 105.9% 245
Daily Pivots for day following 27-May-2020
Classic Woodie Camarilla DeMark
R4 0.7399 0.7375 0.7284
R3 0.7352 0.7328 0.7271
R2 0.7305 0.7305 0.7267
R1 0.7281 0.7281 0.7262 0.7270
PP 0.7258 0.7258 0.7258 0.7252
S1 0.7234 0.7234 0.7254 0.7223
S2 0.7211 0.7211 0.7249
S3 0.7164 0.7187 0.7245
S4 0.7117 0.7140 0.7232
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 0.7281 0.7122 0.0160 2.2% 0.0050 0.7% 86% True False 65
10 0.7281 0.7077 0.0204 2.8% 0.0049 0.7% 89% True False 42
20 0.7281 0.7062 0.0219 3.0% 0.0050 0.7% 89% True False 33
40 0.7281 0.6988 0.0294 4.0% 0.0059 0.8% 92% True False 33
60 0.7488 0.6835 0.0653 9.0% 0.0071 1.0% 65% 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 False
Bear Hook False
Bull Hook True
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7481
2.618 0.7404
1.618 0.7357
1.000 0.7328
0.618 0.7310
HIGH 0.7281
0.618 0.7263
0.500 0.7258
0.382 0.7252
LOW 0.7234
0.618 0.7205
1.000 0.7187
1.618 0.7158
2.618 0.7111
4.250 0.7034
Fisher Pivots for day following 27-May-2020
Pivot 1 day 3 day
R1 0.7258 0.7239
PP 0.7258 0.7220
S1 0.7258 0.7201

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

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