CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 30-Apr-2020
Day Change Summary
Previous Current
29-Apr-2020 30-Apr-2020 Change Change % Previous Week
Open 0.7183 0.7210 0.0027 0.4% 0.7100
High 0.7210 0.7222 0.0012 0.2% 0.7146
Low 0.7154 0.7168 0.0015 0.2% 0.7024
Close 0.7200 0.7186 -0.0015 -0.2% 0.7098
Range 0.0057 0.0054 -0.0003 -5.3% 0.0122
ATR 0.0069 0.0068 -0.0001 -1.6% 0.0000
Volume 15 35 20 133.3% 81
Daily Pivots for day following 30-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7352 0.7322 0.7215
R3 0.7299 0.7269 0.7200
R2 0.7245 0.7245 0.7195
R1 0.7215 0.7215 0.7190 0.7204
PP 0.7192 0.7192 0.7192 0.7186
S1 0.7162 0.7162 0.7181 0.7150
S2 0.7138 0.7138 0.7176
S3 0.7085 0.7108 0.7171
S4 0.7031 0.7055 0.7156
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 0.7455 0.7398 0.7165
R3 0.7333 0.7276 0.7131
R2 0.7211 0.7211 0.7120
R1 0.7154 0.7154 0.7109 0.7122
PP 0.7089 0.7089 0.7089 0.7073
S1 0.7032 0.7032 0.7086 0.7000
S2 0.6967 0.6967 0.7075
S3 0.6845 0.6910 0.7064
S4 0.6723 0.6788 0.7030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7222 0.7094 0.0128 1.8% 0.0050 0.7% 72% True False 31
10 0.7222 0.7024 0.0198 2.7% 0.0056 0.8% 82% True False 27
20 0.7230 0.7010 0.0220 3.1% 0.0062 0.9% 80% False False 29
40 0.7488 0.6835 0.0653 9.1% 0.0082 1.1% 54% False False 89
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7449
2.618 0.7362
1.618 0.7308
1.000 0.7275
0.618 0.7255
HIGH 0.7222
0.618 0.7201
0.500 0.7195
0.382 0.7188
LOW 0.7168
0.618 0.7135
1.000 0.7115
1.618 0.7081
2.618 0.7028
4.250 0.6941
Fisher Pivots for day following 30-Apr-2020
Pivot 1 day 3 day
R1 0.7195 0.7180
PP 0.7192 0.7175
S1 0.7189 0.7170

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

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