CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 30-Jun-2020
Day Change Summary
Previous Current
29-Jun-2020 30-Jun-2020 Change Change % Previous Week
Open 0.7310 0.7316 0.0007 0.1% 0.7342
High 0.7329 0.7370 0.0042 0.6% 0.7416
Low 0.7302 0.7302 0.0000 0.0% 0.7291
Close 0.7308 0.7362 0.0055 0.7% 0.7324
Range 0.0027 0.0069 0.0042 153.7% 0.0125
ATR 0.0055 0.0056 0.0001 1.8% 0.0000
Volume 23 42 19 82.6% 268
Daily Pivots for day following 30-Jun-2020
Classic Woodie Camarilla DeMark
R4 0.7550 0.7525 0.7400
R3 0.7482 0.7456 0.7381
R2 0.7413 0.7413 0.7375
R1 0.7388 0.7388 0.7368 0.7400
PP 0.7345 0.7345 0.7345 0.7351
S1 0.7319 0.7319 0.7356 0.7332
S2 0.7276 0.7276 0.7349
S3 0.7208 0.7251 0.7343
S4 0.7139 0.7182 0.7324
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 0.7393 0.7291 0.0102 1.4% 0.0047 0.6% 70% False False 54
10 0.7416 0.7291 0.0125 1.7% 0.0047 0.6% 57% False False 45
20 0.7507 0.7291 0.0217 2.9% 0.0054 0.7% 33% False False 116
40 0.7507 0.7062 0.0445 6.0% 0.0054 0.7% 67% False False 78
60 0.7507 0.7024 0.0483 6.6% 0.0055 0.8% 70% False False 62
80 0.7507 0.6835 0.0672 9.1% 0.0068 0.9% 78% False False 83
100 0.7574 0.6835 0.0739 10.0% 0.0058 0.8% 71% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7661
2.618 0.7549
1.618 0.7481
1.000 0.7439
0.618 0.7412
HIGH 0.7370
0.618 0.7344
0.500 0.7336
0.382 0.7328
LOW 0.7302
0.618 0.7259
1.000 0.7233
1.618 0.7191
2.618 0.7122
4.250 0.7010
Fisher Pivots for day following 30-Jun-2020
Pivot 1 day 3 day
R1 0.7353 0.7351
PP 0.7345 0.7341
S1 0.7336 0.7330

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

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