CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 25-Feb-2020
Day Change Summary
Previous Current
24-Feb-2020 25-Feb-2020 Change Change % Previous Week
Open 0.7530 0.7525 -0.0005 -0.1% 0.7542
High 0.7530 0.7530 0.0000 0.0% 0.7574
Low 0.7522 0.7516 -0.0006 -0.1% 0.7535
Close 0.7522 0.7530 0.0009 0.1% 0.7569
Range 0.0009 0.0014 0.0006 64.7% 0.0039
ATR
Volume 31 108 77 248.4% 278
Daily Pivots for day following 25-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7567 0.7563 0.7538
R3 0.7553 0.7549 0.7534
R2 0.7539 0.7539 0.7533
R1 0.7535 0.7535 0.7531 0.7537
PP 0.7525 0.7525 0.7525 0.7527
S1 0.7521 0.7521 0.7529 0.7523
S2 0.7511 0.7511 0.7527
S3 0.7497 0.7507 0.7526
S4 0.7483 0.7493 0.7522
Weekly Pivots for week ending 21-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7675 0.7660 0.7590
R3 0.7636 0.7622 0.7579
R2 0.7598 0.7598 0.7576
R1 0.7583 0.7583 0.7572 0.7590
PP 0.7559 0.7559 0.7559 0.7563
S1 0.7545 0.7545 0.7565 0.7552
S2 0.7521 0.7521 0.7561
S3 0.7482 0.7506 0.7558
S4 0.7444 0.7468 0.7547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7574 0.7516 0.0058 0.8% 0.0016 0.2% 24% False True 78
10 0.7574 0.7510 0.0064 0.8% 0.0016 0.2% 31% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7590
2.618 0.7567
1.618 0.7553
1.000 0.7544
0.618 0.7539
HIGH 0.7530
0.618 0.7525
0.500 0.7523
0.382 0.7521
LOW 0.7516
0.618 0.7507
1.000 0.7502
1.618 0.7493
2.618 0.7479
4.250 0.7457
Fisher Pivots for day following 25-Feb-2020
Pivot 1 day 3 day
R1 0.7528 0.7545
PP 0.7525 0.7540
S1 0.7523 0.7535

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

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