CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 01-Jun-2020
Day Change Summary
Previous Current
29-May-2020 01-Jun-2020 Change Change % Previous Week
Open 0.7267 0.7300 0.0034 0.5% 0.7162
High 0.7287 0.7372 0.0085 1.2% 0.7287
Low 0.7232 0.7251 0.0019 0.3% 0.7162
Close 0.7257 0.7365 0.0109 1.5% 0.7257
Range 0.0056 0.0122 0.0066 118.9% 0.0126
ATR 0.0059 0.0063 0.0004 7.6% 0.0000
Volume 73 72 -1 -1.4% 240
Daily Pivots for day following 01-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7694 0.7651 0.7432
R3 0.7572 0.7529 0.7398
R2 0.7451 0.7451 0.7387
R1 0.7408 0.7408 0.7376 0.7429
PP 0.7329 0.7329 0.7329 0.7340
S1 0.7286 0.7286 0.7354 0.7308
S2 0.7208 0.7208 0.7343
S3 0.7086 0.7165 0.7332
S4 0.6965 0.7043 0.7298
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 0.7612 0.7560 0.7326
R3 0.7486 0.7434 0.7291
R2 0.7361 0.7361 0.7280
R1 0.7309 0.7309 0.7268 0.7335
PP 0.7235 0.7235 0.7235 0.7248
S1 0.7183 0.7183 0.7245 0.7209
S2 0.7110 0.7110 0.7233
S3 0.6984 0.7058 0.7222
S4 0.6859 0.6932 0.7187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7372 0.7162 0.0211 2.9% 0.0070 1.0% 97% True False 62
10 0.7372 0.7116 0.0257 3.5% 0.0054 0.7% 97% True False 55
20 0.7372 0.7062 0.0310 4.2% 0.0052 0.7% 98% True False 35
40 0.7372 0.7024 0.0348 4.7% 0.0056 0.8% 98% True False 33
60 0.7456 0.6835 0.0621 8.4% 0.0072 1.0% 85% False False 71
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 0.0012
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.7888
2.618 0.7690
1.618 0.7569
1.000 0.7494
0.618 0.7447
HIGH 0.7372
0.618 0.7326
0.500 0.7311
0.382 0.7297
LOW 0.7251
0.618 0.7175
1.000 0.7129
1.618 0.7054
2.618 0.6932
4.250 0.6734
Fisher Pivots for day following 01-Jun-2020
Pivot 1 day 3 day
R1 0.7347 0.7344
PP 0.7329 0.7323
S1 0.7311 0.7302

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.