CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 12-Mar-2020
Day Change Summary
Previous Current
11-Mar-2020 12-Mar-2020 Change Change % Previous Week
Open 0.7271 0.7235 -0.0037 -0.5% 0.7480
High 0.7285 0.7276 -0.0009 -0.1% 0.7488
Low 0.7249 0.7194 -0.0056 -0.8% 0.7434
Close 0.7260 0.7225 -0.0036 -0.5% 0.7439
Range 0.0036 0.0083 0.0047 129.2% 0.0054
ATR 0.0038 0.0041 0.0003 8.6% 0.0000
Volume 56 81 25 44.6% 236
Daily Pivots for day following 12-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7479 0.7434 0.7270
R3 0.7396 0.7352 0.7247
R2 0.7314 0.7314 0.7240
R1 0.7269 0.7269 0.7232 0.7250
PP 0.7231 0.7231 0.7231 0.7222
S1 0.7187 0.7187 0.7217 0.7168
S2 0.7149 0.7149 0.7209
S3 0.7066 0.7104 0.7202
S4 0.6984 0.7022 0.7179
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 0.7456 0.7194 0.0262 3.6% 0.0061 0.8% 12% False True 88
10 0.7488 0.7194 0.0294 4.1% 0.0043 0.6% 11% False True 67
20 0.7574 0.7194 0.0380 5.3% 0.0029 0.4% 8% False True 57
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7627
2.618 0.7492
1.618 0.7409
1.000 0.7359
0.618 0.7327
HIGH 0.7276
0.618 0.7244
0.500 0.7235
0.382 0.7225
LOW 0.7194
0.618 0.7143
1.000 0.7111
1.618 0.7060
2.618 0.6978
4.250 0.6843
Fisher Pivots for day following 12-Mar-2020
Pivot 1 day 3 day
R1 0.7235 0.7250
PP 0.7231 0.7241
S1 0.7228 0.7233

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

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