CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 19-Jun-2020
Day Change Summary
Previous Current
18-Jun-2020 19-Jun-2020 Change Change % Previous Week
Open 0.7366 0.7350 -0.0016 -0.2% 0.7343
High 0.7397 0.7383 -0.0014 -0.2% 0.7406
Low 0.7347 0.7346 -0.0001 0.0% 0.7310
Close 0.7353 0.7353 -0.0001 0.0% 0.7353
Range 0.0050 0.0037 -0.0013 -26.0% 0.0096
ATR 0.0063 0.0061 -0.0002 -2.9% 0.0000
Volume 57 36 -21 -36.8% 190
Daily Pivots for day following 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7471 0.7449 0.7373
R3 0.7434 0.7412 0.7363
R2 0.7397 0.7397 0.7359
R1 0.7375 0.7375 0.7356 0.7386
PP 0.7360 0.7360 0.7360 0.7366
S1 0.7338 0.7338 0.7349 0.7349
S2 0.7323 0.7323 0.7346
S3 0.7286 0.7301 0.7342
S4 0.7249 0.7264 0.7332
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7644 0.7594 0.7405
R3 0.7548 0.7498 0.7379
R2 0.7452 0.7452 0.7370
R1 0.7402 0.7402 0.7361 0.7427
PP 0.7356 0.7356 0.7356 0.7368
S1 0.7306 0.7306 0.7344 0.7331
S2 0.7260 0.7260 0.7335
S3 0.7164 0.7210 0.7326
S4 0.7068 0.7114 0.7300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7406 0.7310 0.0096 1.3% 0.0053 0.7% 45% False False 38
10 0.7507 0.7310 0.0198 2.7% 0.0061 0.8% 22% False False 157
20 0.7507 0.7122 0.0386 5.2% 0.0059 0.8% 60% False False 120
40 0.7507 0.7062 0.0445 6.1% 0.0053 0.7% 65% False False 75
60 0.7507 0.6988 0.0520 7.1% 0.0061 0.8% 70% False False 73
80 0.7507 0.6835 0.0672 9.1% 0.0066 0.9% 77% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7540
2.618 0.7479
1.618 0.7442
1.000 0.7420
0.618 0.7405
HIGH 0.7383
0.618 0.7368
0.500 0.7364
0.382 0.7360
LOW 0.7346
0.618 0.7323
1.000 0.7309
1.618 0.7286
2.618 0.7249
4.250 0.7188
Fisher Pivots for day following 19-Jun-2020
Pivot 1 day 3 day
R1 0.7364 0.7374
PP 0.7360 0.7367
S1 0.7356 0.7360

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

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