CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 10-Jun-2020
Day Change Summary
Previous Current
09-Jun-2020 10-Jun-2020 Change Change % Previous Week
Open 0.7440 0.7454 0.0014 0.2% 0.7300
High 0.7468 0.7507 0.0040 0.5% 0.7465
Low 0.7418 0.7445 0.0027 0.4% 0.7251
Close 0.7467 0.7475 0.0008 0.1% 0.7444
Range 0.0050 0.0063 0.0013 26.3% 0.0215
ATR 0.0059 0.0059 0.0000 0.5% 0.0000
Volume 152 136 -16 -10.5% 598
Daily Pivots for day following 10-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7663 0.7631 0.7509
R3 0.7600 0.7569 0.7492
R2 0.7538 0.7538 0.7486
R1 0.7506 0.7506 0.7480 0.7522
PP 0.7475 0.7475 0.7475 0.7483
S1 0.7444 0.7444 0.7469 0.7460
S2 0.7413 0.7413 0.7463
S3 0.7350 0.7381 0.7457
S4 0.7288 0.7319 0.7440
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.8030 0.7951 0.7561
R3 0.7815 0.7737 0.7502
R2 0.7601 0.7601 0.7483
R1 0.7522 0.7522 0.7463 0.7562
PP 0.7386 0.7386 0.7386 0.7406
S1 0.7308 0.7308 0.7424 0.7347
S2 0.7172 0.7172 0.7404
S3 0.6957 0.7093 0.7385
S4 0.6743 0.6879 0.7326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7507 0.7390 0.0118 1.6% 0.0048 0.6% 72% True False 158
10 0.7507 0.7232 0.0276 3.7% 0.0054 0.7% 88% True False 117
20 0.7507 0.7077 0.0430 5.8% 0.0051 0.7% 92% True False 80
40 0.7507 0.7024 0.0483 6.5% 0.0054 0.7% 93% True False 53
60 0.7507 0.6835 0.0672 9.0% 0.0069 0.9% 95% True False 76
80 0.7574 0.6835 0.0739 9.9% 0.0062 0.8% 87% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7773
2.618 0.7671
1.618 0.7608
1.000 0.7570
0.618 0.7546
HIGH 0.7507
0.618 0.7483
0.500 0.7476
0.382 0.7468
LOW 0.7445
0.618 0.7406
1.000 0.7382
1.618 0.7343
2.618 0.7281
4.250 0.7179
Fisher Pivots for day following 10-Jun-2020
Pivot 1 day 3 day
R1 0.7476 0.7471
PP 0.7475 0.7467
S1 0.7475 0.7463

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

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