CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 0.7406 0.7420 0.0014 0.2% 0.7300
High 0.7424 0.7465 0.0041 0.6% 0.7465
Low 0.7390 0.7410 0.0020 0.3% 0.7251
Close 0.7405 0.7444 0.0039 0.5% 0.7444
Range 0.0035 0.0056 0.0021 60.9% 0.0215
ATR 0.0059 0.0060 0.0000 0.1% 0.0000
Volume 94 201 107 113.8% 598
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7606 0.7580 0.7474
R3 0.7550 0.7525 0.7459
R2 0.7495 0.7495 0.7454
R1 0.7469 0.7469 0.7449 0.7482
PP 0.7439 0.7439 0.7439 0.7446
S1 0.7414 0.7414 0.7438 0.7427
S2 0.7384 0.7384 0.7433
S3 0.7328 0.7358 0.7428
S4 0.7273 0.7303 0.7413
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.8030 0.7951 0.7561
R3 0.7815 0.7737 0.7502
R2 0.7601 0.7601 0.7483
R1 0.7522 0.7522 0.7463 0.7562
PP 0.7386 0.7386 0.7386 0.7406
S1 0.7308 0.7308 0.7424 0.7347
S2 0.7172 0.7172 0.7404
S3 0.6957 0.7093 0.7385
S4 0.6743 0.6879 0.7326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7465 0.7251 0.0215 2.9% 0.0062 0.8% 90% True False 119
10 0.7465 0.7122 0.0344 4.6% 0.0057 0.8% 94% True False 84
20 0.7465 0.7077 0.0388 5.2% 0.0051 0.7% 94% True False 59
40 0.7465 0.7024 0.0441 5.9% 0.0054 0.7% 95% True False 45
60 0.7465 0.6835 0.0630 8.5% 0.0072 1.0% 97% True False 73
80 0.7574 0.6835 0.0739 9.9% 0.0060 0.8% 82% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7701
2.618 0.7610
1.618 0.7555
1.000 0.7521
0.618 0.7499
HIGH 0.7465
0.618 0.7444
0.500 0.7437
0.382 0.7431
LOW 0.7410
0.618 0.7375
1.000 0.7354
1.618 0.7320
2.618 0.7264
4.250 0.7174
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 0.7441 0.7435
PP 0.7439 0.7427
S1 0.7437 0.7418

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

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