CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 07-May-2020
Day Change Summary
Previous Current
06-May-2020 07-May-2020 Change Change % Previous Week
Open 0.7105 0.7101 -0.0005 -0.1% 0.7097
High 0.7105 0.7164 0.0059 0.8% 0.7222
Low 0.7067 0.7062 -0.0005 -0.1% 0.7094
Close 0.7084 0.7149 0.0065 0.9% 0.7108
Range 0.0038 0.0102 0.0064 168.4% 0.0128
ATR 0.0065 0.0068 0.0003 4.0% 0.0000
Volume 7 22 15 214.3% 209
Daily Pivots for day following 07-May-2020
Classic Woodie Camarilla DeMark
R4 0.7431 0.7392 0.7205
R3 0.7329 0.7290 0.7177
R2 0.7227 0.7227 0.7168
R1 0.7188 0.7188 0.7158 0.7208
PP 0.7125 0.7125 0.7125 0.7135
S1 0.7086 0.7086 0.7140 0.7106
S2 0.7023 0.7023 0.7130
S3 0.6921 0.6984 0.7121
S4 0.6819 0.6882 0.7093
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 0.7164 0.7062 0.0102 1.4% 0.0052 0.7% 85% True True 19
10 0.7222 0.7062 0.0160 2.2% 0.0051 0.7% 55% False True 25
20 0.7230 0.7024 0.0206 2.9% 0.0057 0.8% 61% False False 30
40 0.7276 0.6835 0.0441 6.2% 0.0082 1.1% 71% False False 80
60 0.7574 0.6835 0.0739 10.3% 0.0063 0.9% 43% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7598
2.618 0.7431
1.618 0.7329
1.000 0.7266
0.618 0.7227
HIGH 0.7164
0.618 0.7125
0.500 0.7113
0.382 0.7101
LOW 0.7062
0.618 0.6999
1.000 0.6960
1.618 0.6897
2.618 0.6795
4.250 0.6629
Fisher Pivots for day following 07-May-2020
Pivot 1 day 3 day
R1 0.7137 0.7137
PP 0.7125 0.7125
S1 0.7113 0.7113

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

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