CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 29-May-2020
Day Change Summary
Previous Current
28-May-2020 29-May-2020 Change Change % Previous Week
Open 0.7268 0.7267 -0.0001 0.0% 0.7162
High 0.7277 0.7287 0.0011 0.1% 0.7287
Low 0.7257 0.7232 -0.0026 -0.4% 0.7162
Close 0.7267 0.7257 -0.0010 -0.1% 0.7257
Range 0.0020 0.0056 0.0036 184.6% 0.0126
ATR 0.0059 0.0059 0.0000 -0.4% 0.0000
Volume 11 73 62 563.6% 240
Daily Pivots for day following 29-May-2020
Classic Woodie Camarilla DeMark
R4 0.7425 0.7396 0.7287
R3 0.7369 0.7341 0.7272
R2 0.7314 0.7314 0.7267
R1 0.7285 0.7285 0.7262 0.7272
PP 0.7258 0.7258 0.7258 0.7252
S1 0.7230 0.7230 0.7251 0.7216
S2 0.7203 0.7203 0.7246
S3 0.7147 0.7174 0.7241
S4 0.7092 0.7119 0.7226
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 0.7612 0.7560 0.7326
R3 0.7486 0.7434 0.7291
R2 0.7361 0.7361 0.7280
R1 0.7309 0.7309 0.7268 0.7335
PP 0.7235 0.7235 0.7235 0.7248
S1 0.7183 0.7183 0.7245 0.7209
S2 0.7110 0.7110 0.7233
S3 0.6984 0.7058 0.7222
S4 0.6859 0.6932 0.7187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7287 0.7122 0.0166 2.3% 0.0052 0.7% 82% True False 48
10 0.7287 0.7089 0.0198 2.7% 0.0047 0.6% 85% True False 48
20 0.7287 0.7062 0.0225 3.1% 0.0048 0.7% 86% True False 34
40 0.7287 0.7010 0.0277 3.8% 0.0055 0.8% 89% True False 32
60 0.7488 0.6835 0.0653 9.0% 0.0071 1.0% 65% False False 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7523
2.618 0.7432
1.618 0.7377
1.000 0.7343
0.618 0.7321
HIGH 0.7287
0.618 0.7266
0.500 0.7259
0.382 0.7253
LOW 0.7232
0.618 0.7197
1.000 0.7176
1.618 0.7142
2.618 0.7086
4.250 0.6996
Fisher Pivots for day following 29-May-2020
Pivot 1 day 3 day
R1 0.7259 0.7259
PP 0.7258 0.7258
S1 0.7257 0.7257

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

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