CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 06-Jul-2020
Day Change Summary
Previous Current
02-Jul-2020 06-Jul-2020 Change Change % Previous Week
Open 0.7358 0.7380 0.0022 0.3% 0.7310
High 0.7375 0.7398 0.0024 0.3% 0.7384
Low 0.7343 0.7366 0.0023 0.3% 0.7302
Close 0.7358 0.7387 0.0029 0.4% 0.7358
Range 0.0032 0.0033 0.0001 3.2% 0.0082
ATR 0.0052 0.0051 -0.0001 -1.7% 0.0000
Volume 86 77 -9 -10.5% 193
Daily Pivots for day following 06-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7481 0.7466 0.7404
R3 0.7448 0.7434 0.7395
R2 0.7416 0.7416 0.7392
R1 0.7401 0.7401 0.7389 0.7409
PP 0.7383 0.7383 0.7383 0.7387
S1 0.7369 0.7369 0.7384 0.7376
S2 0.7351 0.7351 0.7381
S3 0.7318 0.7336 0.7378
S4 0.7286 0.7304 0.7369
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7594 0.7558 0.7403
R3 0.7512 0.7476 0.7381
R2 0.7430 0.7430 0.7373
R1 0.7394 0.7394 0.7366 0.7412
PP 0.7348 0.7348 0.7348 0.7357
S1 0.7312 0.7312 0.7350 0.7330
S2 0.7266 0.7266 0.7343
S3 0.7184 0.7230 0.7335
S4 0.7102 0.7148 0.7313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7398 0.7302 0.0097 1.3% 0.0037 0.5% 88% True False 54
10 0.7416 0.7291 0.0125 1.7% 0.0043 0.6% 77% False False 53
20 0.7507 0.7291 0.0217 2.9% 0.0052 0.7% 44% False False 105
40 0.7507 0.7077 0.0430 5.8% 0.0051 0.7% 72% False False 82
60 0.7507 0.7024 0.0483 6.5% 0.0053 0.7% 75% False False 65
80 0.7507 0.6835 0.0672 9.1% 0.0067 0.9% 82% False False 81
100 0.7574 0.6835 0.0739 10.0% 0.0059 0.8% 75% 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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7536
2.618 0.7483
1.618 0.7451
1.000 0.7431
0.618 0.7418
HIGH 0.7398
0.618 0.7386
0.500 0.7382
0.382 0.7378
LOW 0.7366
0.618 0.7345
1.000 0.7333
1.618 0.7313
2.618 0.7280
4.250 0.7227
Fisher Pivots for day following 06-Jul-2020
Pivot 1 day 3 day
R1 0.7385 0.7381
PP 0.7383 0.7376
S1 0.7382 0.7371

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

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