CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 11-Jun-2020
Day Change Summary
Previous Current
10-Jun-2020 11-Jun-2020 Change Change % Previous Week
Open 0.7454 0.7450 -0.0004 -0.1% 0.7300
High 0.7507 0.7459 -0.0048 -0.6% 0.7465
Low 0.7445 0.7338 -0.0107 -1.4% 0.7251
Close 0.7475 0.7351 -0.0124 -1.7% 0.7444
Range 0.0063 0.0121 0.0059 93.6% 0.0215
ATR 0.0059 0.0065 0.0006 9.4% 0.0000
Volume 136 488 352 258.8% 598
Daily Pivots for day following 11-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7746 0.7669 0.7417
R3 0.7625 0.7548 0.7384
R2 0.7504 0.7504 0.7373
R1 0.7427 0.7427 0.7362 0.7405
PP 0.7383 0.7383 0.7383 0.7371
S1 0.7306 0.7306 0.7339 0.7284
S2 0.7262 0.7262 0.7328
S3 0.7141 0.7185 0.7317
S4 0.7020 0.7064 0.7284
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 0.7338 0.0169 2.3% 0.0066 0.9% 7% False True 237
10 0.7507 0.7232 0.0276 3.7% 0.0064 0.9% 43% False False 165
20 0.7507 0.7077 0.0430 5.8% 0.0055 0.7% 64% False False 103
40 0.7507 0.7024 0.0483 6.6% 0.0054 0.7% 68% False False 64
60 0.7507 0.6835 0.0672 9.1% 0.0069 0.9% 77% False False 83
80 0.7574 0.6835 0.0739 10.0% 0.0063 0.9% 70% False False 80
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7973
2.618 0.7776
1.618 0.7655
1.000 0.7580
0.618 0.7534
HIGH 0.7459
0.618 0.7413
0.500 0.7399
0.382 0.7384
LOW 0.7338
0.618 0.7263
1.000 0.7217
1.618 0.7142
2.618 0.7021
4.250 0.6824
Fisher Pivots for day following 11-Jun-2020
Pivot 1 day 3 day
R1 0.7399 0.7423
PP 0.7383 0.7399
S1 0.7367 0.7375

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

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