CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 11-Mar-2020
Day Change Summary
Previous Current
10-Mar-2020 11-Mar-2020 Change Change % Previous Week
Open 0.7305 0.7271 -0.0034 -0.5% 0.7480
High 0.7306 0.7285 -0.0021 -0.3% 0.7488
Low 0.7250 0.7249 -0.0001 0.0% 0.7434
Close 0.7274 0.7260 -0.0014 -0.2% 0.7439
Range 0.0056 0.0036 -0.0020 -35.7% 0.0054
ATR 0.0038 0.0038 0.0000 -0.3% 0.0000
Volume 191 56 -135 -70.7% 236
Daily Pivots for day following 11-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7373 0.7352 0.7280
R3 0.7337 0.7316 0.7270
R2 0.7301 0.7301 0.7267
R1 0.7280 0.7280 0.7263 0.7273
PP 0.7265 0.7265 0.7265 0.7261
S1 0.7244 0.7244 0.7257 0.7237
S2 0.7229 0.7229 0.7253
S3 0.7193 0.7208 0.7250
S4 0.7157 0.7172 0.7240
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7614 0.7580 0.7468
R3 0.7561 0.7527 0.7454
R2 0.7507 0.7507 0.7449
R1 0.7473 0.7473 0.7444 0.7463
PP 0.7454 0.7454 0.7454 0.7449
S1 0.7420 0.7420 0.7434 0.7410
S2 0.7400 0.7400 0.7429
S3 0.7347 0.7366 0.7424
S4 0.7293 0.7313 0.7410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7488 0.7249 0.0239 3.3% 0.0055 0.8% 5% False True 85
10 0.7488 0.7249 0.0239 3.3% 0.0036 0.5% 5% False True 60
20 0.7574 0.7249 0.0325 4.5% 0.0026 0.4% 3% False True 54
Crabel Price Patterns
NR True
NR4 False
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7438
2.618 0.7379
1.618 0.7343
1.000 0.7321
0.618 0.7307
HIGH 0.7285
0.618 0.7271
0.500 0.7267
0.382 0.7263
LOW 0.7249
0.618 0.7227
1.000 0.7213
1.618 0.7191
2.618 0.7155
4.250 0.7096
Fisher Pivots for day following 11-Mar-2020
Pivot 1 day 3 day
R1 0.7267 0.7328
PP 0.7265 0.7305
S1 0.7262 0.7283

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

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