CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 23-Jun-2020
Day Change Summary
Previous Current
22-Jun-2020 23-Jun-2020 Change Change % Previous Week
Open 0.7342 0.7385 0.0043 0.6% 0.7343
High 0.7398 0.7416 0.0018 0.2% 0.7406
Low 0.7338 0.7371 0.0033 0.4% 0.7310
Close 0.7395 0.7387 -0.0009 -0.1% 0.7353
Range 0.0060 0.0045 -0.0015 -25.2% 0.0096
ATR 0.0061 0.0060 -0.0001 -1.9% 0.0000
Volume 33 30 -3 -9.1% 190
Daily Pivots for day following 23-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7525 0.7500 0.7411
R3 0.7480 0.7456 0.7399
R2 0.7436 0.7436 0.7395
R1 0.7411 0.7411 0.7391 0.7423
PP 0.7391 0.7391 0.7391 0.7397
S1 0.7367 0.7367 0.7382 0.7379
S2 0.7347 0.7347 0.7378
S3 0.7302 0.7322 0.7374
S4 0.7258 0.7278 0.7362
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 0.7416 0.7338 0.0078 1.0% 0.0047 0.6% 63% True False 36
10 0.7507 0.7310 0.0198 2.7% 0.0063 0.8% 39% False False 127
20 0.7507 0.7232 0.0276 3.7% 0.0057 0.8% 56% False False 121
40 0.7507 0.7062 0.0445 6.0% 0.0054 0.7% 73% False False 74
60 0.7507 0.6988 0.0520 7.0% 0.0059 0.8% 77% False False 72
80 0.7507 0.6835 0.0672 9.1% 0.0067 0.9% 82% False False 83
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7605
2.618 0.7532
1.618 0.7488
1.000 0.7460
0.618 0.7443
HIGH 0.7416
0.618 0.7399
0.500 0.7393
0.382 0.7388
LOW 0.7371
0.618 0.7343
1.000 0.7327
1.618 0.7299
2.618 0.7254
4.250 0.7182
Fisher Pivots for day following 23-Jun-2020
Pivot 1 day 3 day
R1 0.7393 0.7383
PP 0.7391 0.7380
S1 0.7389 0.7377

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

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