CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 14-May-2020
Day Change Summary
Previous Current
13-May-2020 14-May-2020 Change Change % Previous Week
Open 0.7129 0.7107 -0.0023 -0.3% 0.7090
High 0.7139 0.7126 -0.0013 -0.2% 0.7189
Low 0.7090 0.7077 -0.0013 -0.2% 0.7062
Close 0.7092 0.7108 0.0017 0.2% 0.7180
Range 0.0050 0.0049 -0.0001 -1.0% 0.0127
ATR 0.0064 0.0063 -0.0001 -1.7% 0.0000
Volume 15 2 -13 -86.7% 76
Daily Pivots for day following 14-May-2020
Classic Woodie Camarilla DeMark
R4 0.7251 0.7228 0.7135
R3 0.7202 0.7179 0.7121
R2 0.7153 0.7153 0.7117
R1 0.7130 0.7130 0.7112 0.7142
PP 0.7104 0.7104 0.7104 0.7109
S1 0.7081 0.7081 0.7104 0.7093
S2 0.7055 0.7055 0.7099
S3 0.7006 0.7032 0.7095
S4 0.6957 0.6983 0.7081
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 0.7523 0.7478 0.7249
R3 0.7396 0.7351 0.7214
R2 0.7270 0.7270 0.7203
R1 0.7225 0.7225 0.7191 0.7247
PP 0.7143 0.7143 0.7143 0.7155
S1 0.7098 0.7098 0.7168 0.7121
S2 0.7017 0.7017 0.7156
S3 0.6890 0.6972 0.7145
S4 0.6764 0.6845 0.7110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7192 0.7077 0.0115 1.6% 0.0048 0.7% 27% False True 21
10 0.7192 0.7062 0.0130 1.8% 0.0050 0.7% 35% False False 20
20 0.7222 0.7024 0.0198 2.8% 0.0053 0.7% 43% False False 23
40 0.7230 0.6835 0.0395 5.6% 0.0071 1.0% 69% False False 70
60 0.7574 0.6835 0.0739 10.4% 0.0066 0.9% 37% False False 70
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 True
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7334
2.618 0.7254
1.618 0.7205
1.000 0.7175
0.618 0.7156
HIGH 0.7126
0.618 0.7107
0.500 0.7102
0.382 0.7096
LOW 0.7077
0.618 0.7047
1.000 0.7028
1.618 0.6998
2.618 0.6949
4.250 0.6869
Fisher Pivots for day following 14-May-2020
Pivot 1 day 3 day
R1 0.7106 0.7118
PP 0.7104 0.7115
S1 0.7102 0.7111

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

View Archives - Comment on this page... - Back to Index of Symbols