CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 17-Jun-2020
Day Change Summary
Previous Current
16-Jun-2020 17-Jun-2020 Change Change % Previous Week
Open 0.7387 0.7388 0.0001 0.0% 0.7462
High 0.7406 0.7402 -0.0004 -0.1% 0.7507
Low 0.7343 0.7359 0.0016 0.2% 0.7320
Close 0.7373 0.7374 0.0002 0.0% 0.7346
Range 0.0063 0.0043 -0.0020 -31.2% 0.0187
ATR 0.0065 0.0064 -0.0002 -2.5% 0.0000
Volume 33 26 -7 -21.2% 1,386
Daily Pivots for day following 17-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7507 0.7484 0.7398
R3 0.7464 0.7441 0.7386
R2 0.7421 0.7421 0.7382
R1 0.7398 0.7398 0.7378 0.7388
PP 0.7378 0.7378 0.7378 0.7373
S1 0.7355 0.7355 0.7370 0.7345
S2 0.7335 0.7335 0.7366
S3 0.7292 0.7312 0.7362
S4 0.7249 0.7269 0.7350
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 0.7459 0.7310 0.0150 2.0% 0.0075 1.0% 43% False False 197
10 0.7507 0.7310 0.0198 2.7% 0.0061 0.8% 33% False False 177
20 0.7507 0.7122 0.0386 5.2% 0.0058 0.8% 65% False False 124
40 0.7507 0.7042 0.0466 6.3% 0.0055 0.7% 71% False False 74
60 0.7507 0.6896 0.0611 8.3% 0.0063 0.9% 78% False False 83
80 0.7530 0.6835 0.0695 9.4% 0.0065 0.9% 78% False False 83
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7584
2.618 0.7514
1.618 0.7471
1.000 0.7445
0.618 0.7428
HIGH 0.7402
0.618 0.7385
0.500 0.7380
0.382 0.7375
LOW 0.7359
0.618 0.7332
1.000 0.7316
1.618 0.7289
2.618 0.7246
4.250 0.7176
Fisher Pivots for day following 17-Jun-2020
Pivot 1 day 3 day
R1 0.7380 0.7369
PP 0.7378 0.7363
S1 0.7376 0.7358

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

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