CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 25-Jun-2020
Day Change Summary
Previous Current
24-Jun-2020 25-Jun-2020 Change Change % Previous Week
Open 0.7380 0.7330 -0.0051 -0.7% 0.7343
High 0.7393 0.7349 -0.0044 -0.6% 0.7406
Low 0.7333 0.7318 -0.0015 -0.2% 0.7310
Close 0.7348 0.7328 -0.0020 -0.3% 0.7353
Range 0.0060 0.0031 -0.0029 -48.3% 0.0096
ATR 0.0060 0.0058 -0.0002 -3.4% 0.0000
Volume 45 55 10 22.2% 190
Daily Pivots for day following 25-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7424 0.7407 0.7345
R3 0.7393 0.7376 0.7336
R2 0.7362 0.7362 0.7333
R1 0.7345 0.7345 0.7330 0.7338
PP 0.7331 0.7331 0.7331 0.7328
S1 0.7314 0.7314 0.7325 0.7307
S2 0.7300 0.7300 0.7322
S3 0.7269 0.7283 0.7319
S4 0.7238 0.7252 0.7310
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 0.7318 0.0098 1.3% 0.0046 0.6% 10% False True 39
10 0.7416 0.7310 0.0106 1.4% 0.0053 0.7% 17% False False 75
20 0.7507 0.7232 0.0276 3.8% 0.0059 0.8% 35% False False 120
40 0.7507 0.7062 0.0445 6.1% 0.0053 0.7% 60% False False 76
60 0.7507 0.7010 0.0497 6.8% 0.0057 0.8% 64% False False 60
80 0.7507 0.6835 0.0672 9.2% 0.0068 0.9% 73% False False 83
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7480
2.618 0.7430
1.618 0.7399
1.000 0.7380
0.618 0.7368
HIGH 0.7349
0.618 0.7337
0.500 0.7333
0.382 0.7329
LOW 0.7318
0.618 0.7298
1.000 0.7287
1.618 0.7267
2.618 0.7236
4.250 0.7186
Fisher Pivots for day following 25-Jun-2020
Pivot 1 day 3 day
R1 0.7333 0.7367
PP 0.7331 0.7354
S1 0.7329 0.7341

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

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