CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 28-May-2020
Day Change Summary
Previous Current
27-May-2020 28-May-2020 Change Change % Previous Week
Open 0.7279 0.7268 -0.0011 -0.2% 0.7116
High 0.7281 0.7277 -0.0005 -0.1% 0.7212
Low 0.7234 0.7257 0.0023 0.3% 0.7116
Close 0.7258 0.7267 0.0009 0.1% 0.7137
Range 0.0047 0.0020 -0.0028 -58.5% 0.0097
ATR 0.0062 0.0059 -0.0003 -4.9% 0.0000
Volume 105 11 -94 -89.5% 245
Daily Pivots for day following 28-May-2020
Classic Woodie Camarilla DeMark
R4 0.7325 0.7315 0.7277
R3 0.7306 0.7296 0.7272
R2 0.7286 0.7286 0.7270
R1 0.7276 0.7276 0.7268 0.7272
PP 0.7267 0.7267 0.7267 0.7264
S1 0.7257 0.7257 0.7265 0.7252
S2 0.7247 0.7247 0.7263
S3 0.7228 0.7237 0.7261
S4 0.7208 0.7218 0.7256
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% 0.0047 0.6% 91% False False 67
10 0.7281 0.7077 0.0204 2.8% 0.0046 0.6% 93% False False 41
20 0.7281 0.7062 0.0219 3.0% 0.0048 0.7% 93% False False 32
40 0.7281 0.7010 0.0271 3.7% 0.0056 0.8% 95% False False 30
60 0.7488 0.6835 0.0653 9.0% 0.0071 1.0% 66% False False 71
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 0.7359
2.618 0.7328
1.618 0.7308
1.000 0.7296
0.618 0.7289
HIGH 0.7277
0.618 0.7269
0.500 0.7267
0.382 0.7264
LOW 0.7257
0.618 0.7245
1.000 0.7238
1.618 0.7225
2.618 0.7206
4.250 0.7174
Fisher Pivots for day following 28-May-2020
Pivot 1 day 3 day
R1 0.7267 0.7251
PP 0.7267 0.7236
S1 0.7267 0.7221

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.