CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 22-Apr-2020
Day Change Summary
Previous Current
21-Apr-2020 22-Apr-2020 Change Change % Previous Week
Open 0.7045 0.7080 0.0036 0.5% 0.7192
High 0.7092 0.7093 0.0001 0.0% 0.7230
Low 0.7024 0.7042 0.0018 0.2% 0.7072
Close 0.7054 0.7060 0.0006 0.1% 0.7144
Range 0.0068 0.0051 -0.0017 -24.4% 0.0158
ATR 0.0077 0.0075 -0.0002 -2.4% 0.0000
Volume 24 28 4 16.7% 217
Daily Pivots for day following 22-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7218 0.7190 0.7088
R3 0.7167 0.7139 0.7074
R2 0.7116 0.7116 0.7069
R1 0.7088 0.7088 0.7064 0.7076
PP 0.7065 0.7065 0.7065 0.7059
S1 0.7037 0.7037 0.7055 0.7025
S2 0.7014 0.7014 0.7050
S3 0.6963 0.6986 0.7045
S4 0.6912 0.6935 0.7031
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 0.7155 0.7024 0.0131 1.9% 0.0054 0.8% 27% False False 25
10 0.7230 0.7024 0.0206 2.9% 0.0058 0.8% 17% False False 37
20 0.7230 0.6950 0.0280 4.0% 0.0078 1.1% 39% False False 98
40 0.7520 0.6835 0.0685 9.7% 0.0077 1.1% 33% False False 90
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7309
2.618 0.7226
1.618 0.7175
1.000 0.7144
0.618 0.7124
HIGH 0.7093
0.618 0.7073
0.500 0.7067
0.382 0.7061
LOW 0.7042
0.618 0.7010
1.000 0.6991
1.618 0.6959
2.618 0.6908
4.250 0.6825
Fisher Pivots for day following 22-Apr-2020
Pivot 1 day 3 day
R1 0.7067 0.7079
PP 0.7065 0.7073
S1 0.7062 0.7066

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

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