CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 29-Jun-2020
Day Change Summary
Previous Current
26-Jun-2020 29-Jun-2020 Change Change % Previous Week
Open 0.7330 0.7310 -0.0021 -0.3% 0.7342
High 0.7339 0.7329 -0.0010 -0.1% 0.7416
Low 0.7291 0.7302 0.0011 0.2% 0.7291
Close 0.7324 0.7308 -0.0017 -0.2% 0.7324
Range 0.0048 0.0027 -0.0021 -43.8% 0.0125
ATR 0.0057 0.0055 -0.0002 -3.8% 0.0000
Volume 105 23 -82 -78.1% 268
Daily Pivots for day following 29-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7394 0.7378 0.7322
R3 0.7367 0.7351 0.7315
R2 0.7340 0.7340 0.7312
R1 0.7324 0.7324 0.7310 0.7318
PP 0.7313 0.7313 0.7313 0.7310
S1 0.7297 0.7297 0.7305 0.7291
S2 0.7286 0.7286 0.7303
S3 0.7259 0.7270 0.7300
S4 0.7232 0.7243 0.7293
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% 0.0042 0.6% 14% False False 51
10 0.7416 0.7291 0.0125 1.7% 0.0046 0.6% 14% False False 44
20 0.7507 0.7291 0.0217 3.0% 0.0054 0.7% 8% False False 119
40 0.7507 0.7062 0.0445 6.1% 0.0053 0.7% 55% False False 77
60 0.7507 0.7024 0.0483 6.6% 0.0055 0.8% 59% False False 61
80 0.7507 0.6835 0.0672 9.2% 0.0067 0.9% 70% False False 83
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.7443
2.618 0.7399
1.618 0.7372
1.000 0.7356
0.618 0.7345
HIGH 0.7329
0.618 0.7318
0.500 0.7315
0.382 0.7312
LOW 0.7302
0.618 0.7285
1.000 0.7275
1.618 0.7258
2.618 0.7231
4.250 0.7187
Fisher Pivots for day following 29-Jun-2020
Pivot 1 day 3 day
R1 0.7315 0.7320
PP 0.7313 0.7316
S1 0.7310 0.7312

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

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