CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 21-Apr-2020
Day Change Summary
Previous Current
20-Apr-2020 21-Apr-2020 Change Change % Previous Week
Open 0.7100 0.7045 -0.0056 -0.8% 0.7192
High 0.7134 0.7092 -0.0043 -0.6% 0.7230
Low 0.7085 0.7024 -0.0061 -0.9% 0.7072
Close 0.7089 0.7054 -0.0035 -0.5% 0.7144
Range 0.0050 0.0068 0.0018 36.4% 0.0158
ATR 0.0078 0.0077 -0.0001 -0.9% 0.0000
Volume 11 24 13 118.2% 217
Daily Pivots for day following 21-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7259 0.7224 0.7091
R3 0.7191 0.7156 0.7072
R2 0.7124 0.7124 0.7066
R1 0.7089 0.7089 0.7060 0.7106
PP 0.7056 0.7056 0.7056 0.7065
S1 0.7021 0.7021 0.7047 0.7039
S2 0.6989 0.6989 0.7041
S3 0.6921 0.6954 0.7035
S4 0.6854 0.6886 0.7016
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7623 0.7541 0.7231
R3 0.7465 0.7383 0.7187
R2 0.7307 0.7307 0.7173
R1 0.7225 0.7225 0.7158 0.7187
PP 0.7149 0.7149 0.7149 0.7130
S1 0.7067 0.7067 0.7130 0.7029
S2 0.6991 0.6991 0.7115
S3 0.6833 0.6909 0.7101
S4 0.6675 0.6751 0.7057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7223 0.7024 0.0199 2.8% 0.0069 1.0% 15% False True 29
10 0.7230 0.7024 0.0206 2.9% 0.0062 0.9% 14% False True 34
20 0.7230 0.6896 0.0334 4.7% 0.0079 1.1% 47% False False 101
40 0.7530 0.6835 0.0695 9.9% 0.0076 1.1% 31% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7378
2.618 0.7268
1.618 0.7201
1.000 0.7159
0.618 0.7133
HIGH 0.7092
0.618 0.7066
0.500 0.7058
0.382 0.7050
LOW 0.7024
0.618 0.6982
1.000 0.6957
1.618 0.6915
2.618 0.6847
4.250 0.6737
Fisher Pivots for day following 21-Apr-2020
Pivot 1 day 3 day
R1 0.7058 0.7090
PP 0.7056 0.7078
S1 0.7055 0.7066

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

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