CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 16-Mar-2020
Day Change Summary
Previous Current
13-Mar-2020 16-Mar-2020 Change Change % Previous Week
Open 0.7245 0.7240 -0.0005 -0.1% 0.7407
High 0.7247 0.7240 -0.0007 -0.1% 0.7407
Low 0.7140 0.7151 0.0011 0.2% 0.7140
Close 0.7185 0.7163 -0.0022 -0.3% 0.7185
Range 0.0107 0.0089 -0.0018 -16.4% 0.0267
ATR 0.0045 0.0049 0.0003 6.8% 0.0000
Volume 80 155 75 93.8% 514
Daily Pivots for day following 16-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7452 0.7396 0.7211
R3 0.7363 0.7307 0.7187
R2 0.7274 0.7274 0.7179
R1 0.7218 0.7218 0.7171 0.7201
PP 0.7185 0.7185 0.7185 0.7176
S1 0.7129 0.7129 0.7154 0.7112
S2 0.7096 0.7096 0.7146
S3 0.7007 0.7040 0.7138
S4 0.6918 0.6951 0.7114
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.8045 0.7882 0.7331
R3 0.7778 0.7615 0.7258
R2 0.7511 0.7511 0.7233
R1 0.7348 0.7348 0.7209 0.7296
PP 0.7244 0.7244 0.7244 0.7218
S1 0.7081 0.7081 0.7160 0.7029
S2 0.6977 0.6977 0.7136
S3 0.6710 0.6814 0.7111
S4 0.6443 0.6547 0.7038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7306 0.7140 0.0166 2.3% 0.0074 1.0% 14% False False 112
10 0.7488 0.7140 0.0348 4.9% 0.0060 0.8% 6% False False 88
20 0.7574 0.7140 0.0434 6.1% 0.0039 0.5% 5% False False 68
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7618
2.618 0.7473
1.618 0.7384
1.000 0.7329
0.618 0.7295
HIGH 0.7240
0.618 0.7206
0.500 0.7196
0.382 0.7185
LOW 0.7151
0.618 0.7096
1.000 0.7062
1.618 0.7007
2.618 0.6918
4.250 0.6773
Fisher Pivots for day following 16-Mar-2020
Pivot 1 day 3 day
R1 0.7196 0.7208
PP 0.7185 0.7193
S1 0.7174 0.7178

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

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