CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 02-Jul-2020
Day Change Summary
Previous Current
01-Jul-2020 02-Jul-2020 Change Change % Previous Week
Open 0.7368 0.7358 -0.0010 -0.1% 0.7342
High 0.7384 0.7375 -0.0009 -0.1% 0.7416
Low 0.7356 0.7343 -0.0013 -0.2% 0.7291
Close 0.7362 0.7358 -0.0004 -0.1% 0.7324
Range 0.0028 0.0032 0.0004 14.5% 0.0125
ATR 0.0054 0.0052 -0.0002 -3.0% 0.0000
Volume 42 86 44 104.8% 268
Daily Pivots for day following 02-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7453 0.7437 0.7375
R3 0.7422 0.7406 0.7367
R2 0.7390 0.7390 0.7364
R1 0.7374 0.7374 0.7361 0.7374
PP 0.7359 0.7359 0.7359 0.7358
S1 0.7343 0.7343 0.7355 0.7342
S2 0.7327 0.7327 0.7352
S3 0.7296 0.7311 0.7349
S4 0.7264 0.7280 0.7341
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% 0.0041 0.6% 73% False False 59
10 0.7416 0.7291 0.0125 1.7% 0.0043 0.6% 54% False False 49
20 0.7507 0.7291 0.0217 2.9% 0.0053 0.7% 31% False False 111
40 0.7507 0.7062 0.0445 6.0% 0.0053 0.7% 67% False False 81
60 0.7507 0.7024 0.0483 6.6% 0.0053 0.7% 69% False False 64
80 0.7507 0.6835 0.0672 9.1% 0.0067 0.9% 78% False False 81
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 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7508
2.618 0.7457
1.618 0.7425
1.000 0.7406
0.618 0.7394
HIGH 0.7375
0.618 0.7362
0.500 0.7359
0.382 0.7355
LOW 0.7343
0.618 0.7324
1.000 0.7312
1.618 0.7292
2.618 0.7261
4.250 0.7209
Fisher Pivots for day following 02-Jul-2020
Pivot 1 day 3 day
R1 0.7359 0.7353
PP 0.7359 0.7348
S1 0.7358 0.7343

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

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