CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 26-Jun-2020
Day Change Summary
Previous Current
25-Jun-2020 26-Jun-2020 Change Change % Previous Week
Open 0.7330 0.7330 0.0001 0.0% 0.7342
High 0.7349 0.7339 -0.0010 -0.1% 0.7416
Low 0.7318 0.7291 -0.0027 -0.4% 0.7291
Close 0.7328 0.7324 -0.0004 0.0% 0.7324
Range 0.0031 0.0048 0.0017 54.8% 0.0125
ATR 0.0058 0.0057 -0.0001 -1.2% 0.0000
Volume 55 105 50 90.9% 268
Daily Pivots for day following 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7462 0.7441 0.7350
R3 0.7414 0.7393 0.7337
R2 0.7366 0.7366 0.7333
R1 0.7345 0.7345 0.7328 0.7331
PP 0.7318 0.7318 0.7318 0.7311
S1 0.7297 0.7297 0.7320 0.7283
S2 0.7270 0.7270 0.7315
S3 0.7222 0.7249 0.7311
S4 0.7174 0.7201 0.7298
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7718 0.7646 0.7393
R3 0.7593 0.7521 0.7358
R2 0.7468 0.7468 0.7347
R1 0.7396 0.7396 0.7335 0.7370
PP 0.7343 0.7343 0.7343 0.7330
S1 0.7271 0.7271 0.7313 0.7245
S2 0.7218 0.7218 0.7301
S3 0.7093 0.7146 0.7290
S4 0.6968 0.7021 0.7255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7416 0.7291 0.0125 1.7% 0.0049 0.7% 27% False True 53
10 0.7416 0.7291 0.0125 1.7% 0.0051 0.7% 27% False True 45
20 0.7507 0.7251 0.0257 3.5% 0.0058 0.8% 29% False False 122
40 0.7507 0.7062 0.0445 6.1% 0.0053 0.7% 59% False False 78
60 0.7507 0.7010 0.0497 6.8% 0.0056 0.8% 63% False False 62
80 0.7507 0.6835 0.0672 9.2% 0.0068 0.9% 73% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7543
2.618 0.7464
1.618 0.7416
1.000 0.7387
0.618 0.7368
HIGH 0.7339
0.618 0.7320
0.500 0.7315
0.382 0.7309
LOW 0.7291
0.618 0.7261
1.000 0.7243
1.618 0.7213
2.618 0.7165
4.250 0.7087
Fisher Pivots for day following 26-Jun-2020
Pivot 1 day 3 day
R1 0.7321 0.7342
PP 0.7318 0.7336
S1 0.7315 0.7330

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

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