CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 06-Apr-2020
Day Change Summary
Previous Current
03-Apr-2020 06-Apr-2020 Change Change % Previous Week
Open 0.7062 0.7085 0.0023 0.3% 0.7143
High 0.7102 0.7110 0.0008 0.1% 0.7143
Low 0.7048 0.7032 -0.0016 -0.2% 0.6988
Close 0.7078 0.7096 0.0019 0.3% 0.7078
Range 0.0055 0.0078 0.0023 42.2% 0.0156
ATR 0.0092 0.0091 -0.0001 -1.1% 0.0000
Volume 3 10 7 233.3% 847
Daily Pivots for day following 06-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7312 0.7281 0.7139
R3 0.7234 0.7204 0.7117
R2 0.7157 0.7157 0.7110
R1 0.7126 0.7126 0.7103 0.7142
PP 0.7079 0.7079 0.7079 0.7087
S1 0.7049 0.7049 0.7089 0.7064
S2 0.7002 0.7002 0.7082
S3 0.6924 0.6971 0.7075
S4 0.6847 0.6894 0.7053
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7536 0.7462 0.7163
R3 0.7380 0.7307 0.7120
R2 0.7225 0.7225 0.7106
R1 0.7151 0.7151 0.7092 0.7110
PP 0.7069 0.7069 0.7069 0.7049
S1 0.6996 0.6996 0.7063 0.6955
S2 0.6914 0.6914 0.7049
S3 0.6758 0.6840 0.7035
S4 0.6603 0.6685 0.6992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7140 0.6988 0.0152 2.1% 0.0094 1.3% 71% False False 33
10 0.7190 0.6896 0.0294 4.1% 0.0095 1.3% 68% False False 168
20 0.7306 0.6835 0.0471 6.6% 0.0105 1.5% 55% False False 142
40 0.7574 0.6835 0.0739 10.4% 0.0064 0.9% 35% False False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7439
2.618 0.7312
1.618 0.7235
1.000 0.7187
0.618 0.7157
HIGH 0.7110
0.618 0.7080
0.500 0.7071
0.382 0.7062
LOW 0.7032
0.618 0.6984
1.000 0.6955
1.618 0.6907
2.618 0.6829
4.250 0.6703
Fisher Pivots for day following 06-Apr-2020
Pivot 1 day 3 day
R1 0.7088 0.7084
PP 0.7079 0.7072
S1 0.7071 0.7060

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

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