CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 0.7316 0.7368 0.0052 0.7% 0.7342
High 0.7370 0.7384 0.0014 0.2% 0.7416
Low 0.7302 0.7356 0.0055 0.7% 0.7291
Close 0.7362 0.7362 0.0000 0.0% 0.7324
Range 0.0069 0.0028 -0.0041 -59.9% 0.0125
ATR 0.0056 0.0054 -0.0002 -3.6% 0.0000
Volume 42 42 0 0.0% 268
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7450 0.7433 0.7377
R3 0.7422 0.7406 0.7370
R2 0.7395 0.7395 0.7367
R1 0.7378 0.7378 0.7365 0.7373
PP 0.7367 0.7367 0.7367 0.7364
S1 0.7351 0.7351 0.7359 0.7345
S2 0.7340 0.7340 0.7357
S3 0.7312 0.7323 0.7354
S4 0.7285 0.7296 0.7347
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 0.7384 0.7291 0.0093 1.3% 0.0040 0.5% 77% True False 53
10 0.7416 0.7291 0.0125 1.7% 0.0045 0.6% 57% False False 46
20 0.7507 0.7291 0.0217 2.9% 0.0053 0.7% 33% False False 112
40 0.7507 0.7062 0.0445 6.0% 0.0053 0.7% 67% False False 79
60 0.7507 0.7024 0.0483 6.6% 0.0054 0.7% 70% False False 63
80 0.7507 0.6835 0.0672 9.1% 0.0067 0.9% 78% False False 82
100 0.7574 0.6835 0.0739 10.0% 0.0058 0.8% 71% False False 75
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7500
2.618 0.7455
1.618 0.7428
1.000 0.7411
0.618 0.7400
HIGH 0.7384
0.618 0.7373
0.500 0.7370
0.382 0.7367
LOW 0.7356
0.618 0.7339
1.000 0.7329
1.618 0.7312
2.618 0.7284
4.250 0.7239
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 0.7370 0.7356
PP 0.7367 0.7349
S1 0.7365 0.7343

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

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