CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 18-May-2020
Day Change Summary
Previous Current
15-May-2020 18-May-2020 Change Change % Previous Week
Open 0.7134 0.7116 -0.0019 -0.3% 0.7169
High 0.7134 0.7174 0.0040 0.6% 0.7192
Low 0.7089 0.7116 0.0027 0.4% 0.7077
Close 0.7091 0.7165 0.0074 1.0% 0.7091
Range 0.0045 0.0058 0.0013 28.9% 0.0115
ATR 0.0061 0.0063 0.0002 2.4% 0.0000
Volume 4 27 23 575.0% 76
Daily Pivots for day following 18-May-2020
Classic Woodie Camarilla DeMark
R4 0.7325 0.7303 0.7197
R3 0.7267 0.7245 0.7181
R2 0.7209 0.7209 0.7176
R1 0.7187 0.7187 0.7170 0.7198
PP 0.7151 0.7151 0.7151 0.7157
S1 0.7129 0.7129 0.7160 0.7140
S2 0.7093 0.7093 0.7154
S3 0.7035 0.7071 0.7149
S4 0.6977 0.7013 0.7133
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 0.7465 0.7393 0.7154
R3 0.7350 0.7278 0.7123
R2 0.7235 0.7235 0.7112
R1 0.7163 0.7163 0.7102 0.7142
PP 0.7120 0.7120 0.7120 0.7109
S1 0.7048 0.7048 0.7080 0.7027
S2 0.7005 0.7005 0.7070
S3 0.6890 0.6933 0.7059
S4 0.6775 0.6818 0.7028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7174 0.7077 0.0097 1.3% 0.0051 0.7% 91% True False 12
10 0.7192 0.7062 0.0130 1.8% 0.0052 0.7% 79% False False 17
20 0.7222 0.7024 0.0198 2.8% 0.0053 0.7% 71% False False 22
40 0.7230 0.6890 0.0340 4.7% 0.0066 0.9% 81% False False 65
60 0.7530 0.6835 0.0695 9.7% 0.0067 0.9% 47% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7420
2.618 0.7325
1.618 0.7267
1.000 0.7232
0.618 0.7209
HIGH 0.7174
0.618 0.7151
0.500 0.7145
0.382 0.7138
LOW 0.7116
0.618 0.7080
1.000 0.7058
1.618 0.7022
2.618 0.6964
4.250 0.6869
Fisher Pivots for day following 18-May-2020
Pivot 1 day 3 day
R1 0.7158 0.7152
PP 0.7151 0.7139
S1 0.7145 0.7125

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

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