CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 16-Apr-2020
Day Change Summary
Previous Current
15-Apr-2020 16-Apr-2020 Change Change % Previous Week
Open 0.7223 0.7098 -0.0125 -1.7% 0.7085
High 0.7223 0.7121 -0.0102 -1.4% 0.7190
Low 0.7095 0.7072 -0.0023 -0.3% 0.7032
Close 0.7117 0.7099 -0.0018 -0.3% 0.7177
Range 0.0128 0.0049 -0.0079 -61.6% 0.0158
ATR 0.0083 0.0081 -0.0002 -2.9% 0.0000
Volume 48 26 -22 -45.8% 105
Daily Pivots for day following 16-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7244 0.7220 0.7125
R3 0.7195 0.7171 0.7112
R2 0.7146 0.7146 0.7107
R1 0.7122 0.7122 0.7103 0.7134
PP 0.7097 0.7097 0.7097 0.7103
S1 0.7073 0.7073 0.7094 0.7085
S2 0.7048 0.7048 0.7090
S3 0.6999 0.7024 0.7085
S4 0.6950 0.6975 0.7072
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7605 0.7549 0.7264
R3 0.7448 0.7391 0.7220
R2 0.7290 0.7290 0.7206
R1 0.7234 0.7234 0.7191 0.7262
PP 0.7133 0.7133 0.7133 0.7147
S1 0.7076 0.7076 0.7163 0.7105
S2 0.6975 0.6975 0.7148
S3 0.6818 0.6919 0.7134
S4 0.6660 0.6761 0.7090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7230 0.7072 0.0158 2.2% 0.0066 0.9% 17% False True 48
10 0.7230 0.7010 0.0220 3.1% 0.0068 1.0% 40% False False 31
20 0.7230 0.6835 0.0395 5.6% 0.0089 1.3% 67% False False 116
40 0.7574 0.6835 0.0739 10.4% 0.0073 1.0% 36% False False 94
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7329
2.618 0.7249
1.618 0.7200
1.000 0.7170
0.618 0.7151
HIGH 0.7121
0.618 0.7102
0.500 0.7097
0.382 0.7091
LOW 0.7072
0.618 0.7042
1.000 0.7023
1.618 0.6993
2.618 0.6944
4.250 0.6864
Fisher Pivots for day following 16-Apr-2020
Pivot 1 day 3 day
R1 0.7098 0.7149
PP 0.7097 0.7132
S1 0.7097 0.7115

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

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