CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 04-Jun-2020
Day Change Summary
Previous Current
03-Jun-2020 04-Jun-2020 Change Change % Previous Week
Open 0.7389 0.7406 0.0018 0.2% 0.7162
High 0.7419 0.7424 0.0005 0.1% 0.7287
Low 0.7371 0.7390 0.0019 0.3% 0.7162
Close 0.7415 0.7405 -0.0011 -0.1% 0.7257
Range 0.0048 0.0035 -0.0014 -28.1% 0.0126
ATR 0.0061 0.0059 -0.0002 -3.1% 0.0000
Volume 123 94 -29 -23.6% 240
Daily Pivots for day following 04-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7510 0.7492 0.7423
R3 0.7475 0.7457 0.7414
R2 0.7441 0.7441 0.7411
R1 0.7423 0.7423 0.7408 0.7414
PP 0.7406 0.7406 0.7406 0.7402
S1 0.7388 0.7388 0.7401 0.7380
S2 0.7372 0.7372 0.7398
S3 0.7337 0.7354 0.7395
S4 0.7303 0.7319 0.7386
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 0.7424 0.7232 0.0193 2.6% 0.0062 0.8% 90% True False 94
10 0.7424 0.7122 0.0303 4.1% 0.0055 0.7% 94% True False 80
20 0.7424 0.7062 0.0362 4.9% 0.0053 0.7% 95% True False 50
40 0.7424 0.7024 0.0400 5.4% 0.0054 0.7% 95% True False 40
60 0.7424 0.6835 0.0589 8.0% 0.0071 1.0% 97% True False 71
80 0.7574 0.6835 0.0739 10.0% 0.0060 0.8% 77% False False 67
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7571
2.618 0.7514
1.618 0.7480
1.000 0.7459
0.618 0.7445
HIGH 0.7424
0.618 0.7411
0.500 0.7407
0.382 0.7403
LOW 0.7390
0.618 0.7368
1.000 0.7355
1.618 0.7334
2.618 0.7299
4.250 0.7243
Fisher Pivots for day following 04-Jun-2020
Pivot 1 day 3 day
R1 0.7407 0.7401
PP 0.7406 0.7397
S1 0.7405 0.7393

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

View Archives - Comment on this page... - Back to Index of Symbols