CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 07-Jul-2020
Day Change Summary
Previous Current
06-Jul-2020 07-Jul-2020 Change Change % Previous Week
Open 0.7380 0.7386 0.0006 0.1% 0.7310
High 0.7398 0.7395 -0.0003 0.0% 0.7384
Low 0.7366 0.7350 -0.0016 -0.2% 0.7302
Close 0.7387 0.7358 -0.0029 -0.4% 0.7358
Range 0.0033 0.0046 0.0013 40.0% 0.0082
ATR 0.0051 0.0051 0.0000 -0.8% 0.0000
Volume 77 56 -21 -27.3% 193
Daily Pivots for day following 07-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7504 0.7477 0.7383
R3 0.7459 0.7431 0.7371
R2 0.7413 0.7413 0.7366
R1 0.7386 0.7386 0.7362 0.7377
PP 0.7368 0.7368 0.7368 0.7363
S1 0.7340 0.7340 0.7354 0.7331
S2 0.7322 0.7322 0.7350
S3 0.7277 0.7295 0.7345
S4 0.7231 0.7249 0.7333
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% 0.0041 0.6% 59% False False 60
10 0.7416 0.7291 0.0125 1.7% 0.0042 0.6% 54% False False 56
20 0.7507 0.7291 0.0217 2.9% 0.0052 0.7% 31% False False 98
40 0.7507 0.7077 0.0430 5.8% 0.0052 0.7% 65% False False 83
60 0.7507 0.7024 0.0483 6.6% 0.0053 0.7% 69% False False 65
80 0.7507 0.6835 0.0672 9.1% 0.0066 0.9% 78% False False 81
100 0.7574 0.6835 0.0739 10.0% 0.0059 0.8% 71% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7588
2.618 0.7514
1.618 0.7469
1.000 0.7441
0.618 0.7423
HIGH 0.7395
0.618 0.7378
0.500 0.7372
0.382 0.7367
LOW 0.7350
0.618 0.7321
1.000 0.7304
1.618 0.7276
2.618 0.7230
4.250 0.7156
Fisher Pivots for day following 07-Jul-2020
Pivot 1 day 3 day
R1 0.7372 0.7371
PP 0.7368 0.7366
S1 0.7363 0.7362

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

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