CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 03-Mar-2020
Day Change Summary
Previous Current
02-Mar-2020 03-Mar-2020 Change Change % Previous Week
Open 0.7480 0.7475 -0.0005 -0.1% 0.7530
High 0.7480 0.7476 -0.0004 -0.1% 0.7530
Low 0.7480 0.7462 -0.0018 -0.2% 0.7429
Close 0.7480 0.7464 -0.0016 -0.2% 0.7454
Range 0.0000 0.0014 0.0014 0.0101
ATR 0.0024 0.0024 0.0000 -1.8% 0.0000
Volume 20 27 7 35.0% 180
Daily Pivots for day following 03-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7509 0.7501 0.7472
R3 0.7495 0.7487 0.7468
R2 0.7481 0.7481 0.7467
R1 0.7473 0.7473 0.7465 0.7470
PP 0.7467 0.7467 0.7467 0.7466
S1 0.7459 0.7459 0.7463 0.7456
S2 0.7453 0.7453 0.7461
S3 0.7439 0.7445 0.7460
S4 0.7425 0.7431 0.7456
Weekly Pivots for week ending 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 0.7774 0.7715 0.7510
R3 0.7673 0.7614 0.7482
R2 0.7572 0.7572 0.7473
R1 0.7513 0.7513 0.7463 0.7492
PP 0.7471 0.7471 0.7471 0.7461
S1 0.7412 0.7412 0.7445 0.7391
S2 0.7370 0.7370 0.7435
S3 0.7269 0.7311 0.7426
S4 0.7168 0.7210 0.7398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7520 0.7429 0.0091 1.2% 0.0015 0.2% 38% False False 17
10 0.7574 0.7429 0.0145 1.9% 0.0016 0.2% 24% False False 47
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 0.7536
2.618 0.7513
1.618 0.7499
1.000 0.7490
0.618 0.7485
HIGH 0.7476
0.618 0.7471
0.500 0.7469
0.382 0.7467
LOW 0.7462
0.618 0.7453
1.000 0.7448
1.618 0.7439
2.618 0.7425
4.250 0.7403
Fisher Pivots for day following 03-Mar-2020
Pivot 1 day 3 day
R1 0.7469 0.7461
PP 0.7467 0.7458
S1 0.7466 0.7455

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

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