CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 22-May-2020
Day Change Summary
Previous Current
21-May-2020 22-May-2020 Change Change % Previous Week
Open 0.7179 0.7129 -0.0050 -0.7% 0.7116
High 0.7196 0.7151 -0.0045 -0.6% 0.7212
Low 0.7165 0.7122 -0.0044 -0.6% 0.7116
Close 0.7172 0.7137 -0.0035 -0.5% 0.7137
Range 0.0031 0.0030 -0.0002 -4.8% 0.0097
ATR 0.0058 0.0058 -0.0001 -1.0% 0.0000
Volume 164 4 -160 -97.6% 245
Daily Pivots for day following 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.7225 0.7211 0.7153
R3 0.7196 0.7181 0.7145
R2 0.7166 0.7166 0.7142
R1 0.7152 0.7152 0.7140 0.7159
PP 0.7137 0.7137 0.7137 0.7140
S1 0.7122 0.7122 0.7134 0.7129
S2 0.7107 0.7107 0.7132
S3 0.7078 0.7093 0.7129
S4 0.7048 0.7063 0.7121
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 0.7444 0.7387 0.7190
R3 0.7348 0.7291 0.7164
R2 0.7251 0.7251 0.7155
R1 0.7194 0.7194 0.7146 0.7223
PP 0.7155 0.7155 0.7155 0.7169
S1 0.7098 0.7098 0.7128 0.7126
S2 0.7058 0.7058 0.7119
S3 0.6962 0.7001 0.7110
S4 0.6865 0.6905 0.7084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7212 0.7116 0.0097 1.4% 0.0038 0.5% 22% False False 49
10 0.7212 0.7077 0.0135 1.9% 0.0045 0.6% 44% False False 32
20 0.7222 0.7062 0.0160 2.2% 0.0047 0.7% 47% False False 30
40 0.7230 0.6988 0.0243 3.4% 0.0060 0.8% 62% False False 47
60 0.7488 0.6835 0.0653 9.1% 0.0068 1.0% 46% False False 69
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 0.0009
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7276
2.618 0.7228
1.618 0.7199
1.000 0.7181
0.618 0.7169
HIGH 0.7151
0.618 0.7140
0.500 0.7136
0.382 0.7133
LOW 0.7122
0.618 0.7103
1.000 0.7092
1.618 0.7074
2.618 0.7044
4.250 0.6996
Fisher Pivots for day following 22-May-2020
Pivot 1 day 3 day
R1 0.7137 0.7166
PP 0.7137 0.7156
S1 0.7136 0.7147

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

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