CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 25-Mar-2020
Day Change Summary
Previous Current
24-Mar-2020 25-Mar-2020 Change Change % Previous Week
Open 0.6899 0.6950 0.0051 0.7% 0.7240
High 0.6967 0.7059 0.0093 1.3% 0.7240
Low 0.6896 0.6950 0.0054 0.8% 0.6835
Close 0.6910 0.7055 0.0145 2.1% 0.6940
Range 0.0071 0.0109 0.0039 54.6% 0.0405
ATR 0.0080 0.0085 0.0005 6.2% 0.0000
Volume 88 621 533 605.7% 599
Daily Pivots for day following 25-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7348 0.7311 0.7115
R3 0.7239 0.7202 0.7085
R2 0.7130 0.7130 0.7075
R1 0.7093 0.7093 0.7065 0.7112
PP 0.7021 0.7021 0.7021 0.7031
S1 0.6984 0.6984 0.7045 0.7003
S2 0.6912 0.6912 0.7035
S3 0.6803 0.6875 0.7025
S4 0.6694 0.6766 0.6995
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.8220 0.7985 0.7162
R3 0.7815 0.7580 0.7051
R2 0.7410 0.7410 0.7014
R1 0.7175 0.7175 0.6977 0.7090
PP 0.7005 0.7005 0.7005 0.6962
S1 0.6770 0.6770 0.6902 0.6685
S2 0.6600 0.6600 0.6865
S3 0.6195 0.6365 0.6828
S4 0.5790 0.5960 0.6717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7080 0.6835 0.0245 3.5% 0.0112 1.6% 90% False False 215
10 0.7276 0.6835 0.0441 6.3% 0.0124 1.8% 50% False False 162
20 0.7488 0.6835 0.0653 9.2% 0.0080 1.1% 34% False False 111
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7522
2.618 0.7344
1.618 0.7235
1.000 0.7168
0.618 0.7126
HIGH 0.7059
0.618 0.7017
0.500 0.7005
0.382 0.6992
LOW 0.6950
0.618 0.6883
1.000 0.6841
1.618 0.6774
2.618 0.6665
4.250 0.6487
Fisher Pivots for day following 25-Mar-2020
Pivot 1 day 3 day
R1 0.7038 0.7028
PP 0.7021 0.7001
S1 0.7005 0.6975

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

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