CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 01-Apr-2020
Day Change Summary
Previous Current
31-Mar-2020 01-Apr-2020 Change Change % Previous Week
Open 0.7050 0.7095 0.0045 0.6% 0.6968
High 0.7140 0.7113 -0.0027 -0.4% 0.7190
Low 0.6988 0.7019 0.0031 0.4% 0.6890
Close 0.7110 0.7042 -0.0068 -1.0% 0.7183
Range 0.0152 0.0094 -0.0058 -38.2% 0.0300
ATR 0.0095 0.0095 0.0000 -0.1% 0.0000
Volume 98 25 -73 -74.5% 979
Daily Pivots for day following 01-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7340 0.7285 0.7094
R3 0.7246 0.7191 0.7068
R2 0.7152 0.7152 0.7059
R1 0.7097 0.7097 0.7051 0.7077
PP 0.7058 0.7058 0.7058 0.7048
S1 0.7003 0.7003 0.7033 0.6983
S2 0.6964 0.6964 0.7025
S3 0.6870 0.6909 0.7016
S4 0.6776 0.6815 0.6990
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 0.7986 0.7884 0.7347
R3 0.7686 0.7584 0.7265
R2 0.7387 0.7387 0.7237
R1 0.7285 0.7285 0.7210 0.7336
PP 0.7087 0.7087 0.7087 0.7113
S1 0.6985 0.6985 0.7155 0.7036
S2 0.6788 0.6788 0.7128
S3 0.6488 0.6686 0.7100
S4 0.6189 0.6386 0.7018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7190 0.6988 0.0202 2.9% 0.0110 1.6% 27% False False 186
10 0.7190 0.6835 0.0355 5.0% 0.0111 1.6% 58% False False 201
20 0.7488 0.6835 0.0653 9.3% 0.0103 1.5% 32% False False 148
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7512
2.618 0.7359
1.618 0.7265
1.000 0.7207
0.618 0.7171
HIGH 0.7113
0.618 0.7077
0.500 0.7066
0.382 0.7054
LOW 0.7019
0.618 0.6960
1.000 0.6925
1.618 0.6866
2.618 0.6772
4.250 0.6619
Fisher Pivots for day following 01-Apr-2020
Pivot 1 day 3 day
R1 0.7066 0.7065
PP 0.7058 0.7058
S1 0.7050 0.7050

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

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