CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 01-May-2020
Day Change Summary
Previous Current
30-Apr-2020 01-May-2020 Change Change % Previous Week
Open 0.7210 0.7139 -0.0071 -1.0% 0.7097
High 0.7222 0.7139 -0.0083 -1.1% 0.7222
Low 0.7168 0.7095 -0.0074 -1.0% 0.7094
Close 0.7186 0.7108 -0.0078 -1.1% 0.7108
Range 0.0054 0.0045 -0.0009 -16.8% 0.0128
ATR 0.0068 0.0070 0.0002 2.4% 0.0000
Volume 35 57 22 62.9% 209
Daily Pivots for day following 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.7247 0.7222 0.7132
R3 0.7203 0.7177 0.7120
R2 0.7158 0.7158 0.7116
R1 0.7133 0.7133 0.7112 0.7123
PP 0.7114 0.7114 0.7114 0.7109
S1 0.7088 0.7088 0.7103 0.7079
S2 0.7069 0.7069 0.7099
S3 0.7025 0.7044 0.7095
S4 0.6980 0.6999 0.7083
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 0.7524 0.7443 0.7178
R3 0.7396 0.7316 0.7143
R2 0.7269 0.7269 0.7131
R1 0.7188 0.7188 0.7119 0.7228
PP 0.7141 0.7141 0.7141 0.7161
S1 0.7061 0.7061 0.7096 0.7101
S2 0.7014 0.7014 0.7084
S3 0.6886 0.6933 0.7072
S4 0.6759 0.6806 0.7037
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% 0.0051 0.7% 11% False False 41
10 0.7222 0.7024 0.0198 2.8% 0.0055 0.8% 42% False False 29
20 0.7230 0.7024 0.0206 2.9% 0.0059 0.8% 41% False False 30
40 0.7456 0.6835 0.0621 8.7% 0.0082 1.2% 44% False False 88
Crabel Price Patterns
NR True
NR4 True
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 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7328
2.618 0.7256
1.618 0.7211
1.000 0.7184
0.618 0.7167
HIGH 0.7139
0.618 0.7122
0.500 0.7117
0.382 0.7111
LOW 0.7095
0.618 0.7067
1.000 0.7050
1.618 0.7022
2.618 0.6978
4.250 0.6905
Fisher Pivots for day following 01-May-2020
Pivot 1 day 3 day
R1 0.7117 0.7158
PP 0.7114 0.7141
S1 0.7111 0.7124

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

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