CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 07-Apr-2020
Day Change Summary
Previous Current
06-Apr-2020 07-Apr-2020 Change Change % Previous Week
Open 0.7085 0.7155 0.0070 1.0% 0.7143
High 0.7110 0.7179 0.0070 1.0% 0.7143
Low 0.7032 0.7090 0.0058 0.8% 0.6988
Close 0.7096 0.7162 0.0066 0.9% 0.7078
Range 0.0078 0.0089 0.0012 14.8% 0.0156
ATR 0.0091 0.0091 0.0000 -0.2% 0.0000
Volume 10 1 -9 -90.0% 847
Daily Pivots for day following 07-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7411 0.7375 0.7210
R3 0.7322 0.7286 0.7186
R2 0.7233 0.7233 0.7178
R1 0.7197 0.7197 0.7170 0.7215
PP 0.7144 0.7144 0.7144 0.7152
S1 0.7108 0.7108 0.7153 0.7126
S2 0.7055 0.7055 0.7145
S3 0.6966 0.7019 0.7137
S4 0.6877 0.6930 0.7113
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 0.7179 0.7010 0.0169 2.4% 0.0082 1.1% 90% True False 14
10 0.7190 0.6950 0.0240 3.3% 0.0097 1.4% 88% False False 159
20 0.7285 0.6835 0.0450 6.3% 0.0107 1.5% 73% False False 132
40 0.7574 0.6835 0.0739 10.3% 0.0066 0.9% 44% False False 93
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 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7557
2.618 0.7412
1.618 0.7323
1.000 0.7268
0.618 0.7234
HIGH 0.7179
0.618 0.7145
0.500 0.7135
0.382 0.7124
LOW 0.7090
0.618 0.7035
1.000 0.7001
1.618 0.6946
2.618 0.6857
4.250 0.6712
Fisher Pivots for day following 07-Apr-2020
Pivot 1 day 3 day
R1 0.7153 0.7143
PP 0.7144 0.7124
S1 0.7135 0.7106

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

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