CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 24-Jun-2020
Day Change Summary
Previous Current
23-Jun-2020 24-Jun-2020 Change Change % Previous Week
Open 0.7385 0.7380 -0.0005 -0.1% 0.7343
High 0.7416 0.7393 -0.0023 -0.3% 0.7406
Low 0.7371 0.7333 -0.0039 -0.5% 0.7310
Close 0.7387 0.7348 -0.0039 -0.5% 0.7353
Range 0.0045 0.0060 0.0016 34.8% 0.0096
ATR 0.0060 0.0060 0.0000 0.0% 0.0000
Volume 30 45 15 50.0% 190
Daily Pivots for day following 24-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7538 0.7503 0.7381
R3 0.7478 0.7443 0.7364
R2 0.7418 0.7418 0.7359
R1 0.7383 0.7383 0.7353 0.7370
PP 0.7358 0.7358 0.7358 0.7351
S1 0.7323 0.7323 0.7342 0.7310
S2 0.7298 0.7298 0.7337
S3 0.7238 0.7263 0.7331
S4 0.7178 0.7203 0.7315
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 0.7333 0.0083 1.1% 0.0050 0.7% 18% False True 40
10 0.7459 0.7310 0.0150 2.0% 0.0062 0.8% 25% False False 118
20 0.7507 0.7232 0.0276 3.7% 0.0058 0.8% 42% False False 118
40 0.7507 0.7062 0.0445 6.1% 0.0054 0.7% 64% False False 75
60 0.7507 0.6988 0.0520 7.1% 0.0059 0.8% 69% False False 61
80 0.7507 0.6835 0.0672 9.1% 0.0067 0.9% 76% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7648
2.618 0.7550
1.618 0.7490
1.000 0.7453
0.618 0.7430
HIGH 0.7393
0.618 0.7370
0.500 0.7363
0.382 0.7355
LOW 0.7333
0.618 0.7295
1.000 0.7273
1.618 0.7235
2.618 0.7175
4.250 0.7078
Fisher Pivots for day following 24-Jun-2020
Pivot 1 day 3 day
R1 0.7363 0.7374
PP 0.7358 0.7365
S1 0.7353 0.7356

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

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