CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 04-May-2020
Day Change Summary
Previous Current
01-May-2020 04-May-2020 Change Change % Previous Week
Open 0.7139 0.7090 -0.0049 -0.7% 0.7097
High 0.7139 0.7116 -0.0024 -0.3% 0.7222
Low 0.7095 0.7079 -0.0016 -0.2% 0.7094
Close 0.7108 0.7106 -0.0002 0.0% 0.7108
Range 0.0045 0.0037 -0.0008 -18.0% 0.0128
ATR 0.0070 0.0067 -0.0002 -3.4% 0.0000
Volume 57 5 -52 -91.2% 209
Daily Pivots for day following 04-May-2020
Classic Woodie Camarilla DeMark
R4 0.7210 0.7194 0.7126
R3 0.7173 0.7158 0.7116
R2 0.7137 0.7137 0.7112
R1 0.7121 0.7121 0.7109 0.7129
PP 0.7100 0.7100 0.7100 0.7104
S1 0.7085 0.7085 0.7102 0.7092
S2 0.7064 0.7064 0.7099
S3 0.7027 0.7048 0.7095
S4 0.6991 0.7012 0.7085
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 0.7079 0.0143 2.0% 0.0050 0.7% 19% False True 23
10 0.7222 0.7024 0.0198 2.8% 0.0054 0.8% 41% False False 28
20 0.7230 0.7024 0.0206 2.9% 0.0058 0.8% 40% False False 30
40 0.7407 0.6835 0.0572 8.1% 0.0083 1.2% 47% False False 88
60 0.7574 0.6835 0.0739 10.4% 0.0061 0.9% 37% False False 74
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7271
2.618 0.7211
1.618 0.7175
1.000 0.7152
0.618 0.7138
HIGH 0.7116
0.618 0.7102
0.500 0.7097
0.382 0.7093
LOW 0.7079
0.618 0.7056
1.000 0.7043
1.618 0.7020
2.618 0.6983
4.250 0.6924
Fisher Pivots for day following 04-May-2020
Pivot 1 day 3 day
R1 0.7103 0.7150
PP 0.7100 0.7135
S1 0.7097 0.7120

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

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