CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 03-Jun-2020
Day Change Summary
Previous Current
02-Jun-2020 03-Jun-2020 Change Change % Previous Week
Open 0.7361 0.7389 0.0028 0.4% 0.7162
High 0.7413 0.7419 0.0006 0.1% 0.7287
Low 0.7361 0.7371 0.0010 0.1% 0.7162
Close 0.7398 0.7415 0.0017 0.2% 0.7257
Range 0.0052 0.0048 -0.0004 -7.7% 0.0126
ATR 0.0062 0.0061 -0.0001 -1.6% 0.0000
Volume 108 123 15 13.9% 240
Daily Pivots for day following 03-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7546 0.7528 0.7441
R3 0.7498 0.7480 0.7428
R2 0.7450 0.7450 0.7424
R1 0.7432 0.7432 0.7419 0.7441
PP 0.7402 0.7402 0.7402 0.7406
S1 0.7384 0.7384 0.7411 0.7393
S2 0.7354 0.7354 0.7406
S3 0.7306 0.7336 0.7402
S4 0.7258 0.7288 0.7389
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 0.7419 0.7232 0.0188 2.5% 0.0059 0.8% 98% True False 77
10 0.7419 0.7122 0.0298 4.0% 0.0055 0.7% 99% True False 71
20 0.7419 0.7062 0.0357 4.8% 0.0053 0.7% 99% True False 46
40 0.7419 0.7024 0.0395 5.3% 0.0055 0.7% 99% True False 38
60 0.7419 0.6835 0.0584 7.9% 0.0072 1.0% 99% True False 73
80 0.7574 0.6835 0.0739 10.0% 0.0059 0.8% 79% False False 66
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7623
2.618 0.7545
1.618 0.7497
1.000 0.7467
0.618 0.7449
HIGH 0.7419
0.618 0.7401
0.500 0.7395
0.382 0.7389
LOW 0.7371
0.618 0.7341
1.000 0.7323
1.618 0.7293
2.618 0.7245
4.250 0.7167
Fisher Pivots for day following 03-Jun-2020
Pivot 1 day 3 day
R1 0.7408 0.7388
PP 0.7402 0.7362
S1 0.7395 0.7335

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

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