CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 0.7343 0.7387 0.0044 0.6% 0.7462
High 0.7383 0.7406 0.0023 0.3% 0.7507
Low 0.7310 0.7343 0.0034 0.5% 0.7320
Close 0.7376 0.7373 -0.0004 0.0% 0.7346
Range 0.0074 0.0063 -0.0011 -15.0% 0.0187
ATR 0.0066 0.0065 0.0000 -0.3% 0.0000
Volume 38 33 -5 -13.2% 1,386
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7561 0.7529 0.7407
R3 0.7499 0.7467 0.7390
R2 0.7436 0.7436 0.7384
R1 0.7404 0.7404 0.7378 0.7389
PP 0.7374 0.7374 0.7374 0.7366
S1 0.7342 0.7342 0.7367 0.7327
S2 0.7311 0.7311 0.7361
S3 0.7249 0.7279 0.7355
S4 0.7186 0.7217 0.7338
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7952 0.7836 0.7448
R3 0.7765 0.7649 0.7397
R2 0.7578 0.7578 0.7380
R1 0.7462 0.7462 0.7363 0.7426
PP 0.7391 0.7391 0.7391 0.7373
S1 0.7275 0.7275 0.7328 0.7239
S2 0.7204 0.7204 0.7311
S3 0.7017 0.7088 0.7294
S4 0.6830 0.6901 0.7243
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7507 0.7310 0.0198 2.7% 0.0078 1.1% 32% False False 219
10 0.7507 0.7310 0.0198 2.7% 0.0062 0.8% 32% False False 187
20 0.7507 0.7122 0.0386 5.2% 0.0058 0.8% 65% False False 125
40 0.7507 0.7024 0.0483 6.6% 0.0055 0.8% 72% False False 74
60 0.7507 0.6890 0.0617 8.4% 0.0064 0.9% 78% False False 85
80 0.7530 0.6835 0.0695 9.4% 0.0065 0.9% 77% False False 83
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 True
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7671
2.618 0.7569
1.618 0.7507
1.000 0.7468
0.618 0.7444
HIGH 0.7406
0.618 0.7382
0.500 0.7374
0.382 0.7367
LOW 0.7343
0.618 0.7304
1.000 0.7281
1.618 0.7242
2.618 0.7179
4.250 0.7077
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 0.7374 0.7368
PP 0.7374 0.7363
S1 0.7373 0.7358

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

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