CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 08-Jul-2020
Day Change Summary
Previous Current
07-Jul-2020 08-Jul-2020 Change Change % Previous Week
Open 0.7386 0.7358 -0.0028 -0.4% 0.7310
High 0.7395 0.7413 0.0018 0.2% 0.7384
Low 0.7350 0.7343 -0.0007 -0.1% 0.7302
Close 0.7358 0.7410 0.0052 0.7% 0.7358
Range 0.0046 0.0071 0.0025 54.9% 0.0082
ATR 0.0051 0.0052 0.0001 2.7% 0.0000
Volume 56 82 26 46.4% 193
Daily Pivots for day following 08-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7600 0.7575 0.7448
R3 0.7529 0.7505 0.7429
R2 0.7459 0.7459 0.7422
R1 0.7434 0.7434 0.7416 0.7447
PP 0.7388 0.7388 0.7388 0.7395
S1 0.7364 0.7364 0.7403 0.7376
S2 0.7318 0.7318 0.7397
S3 0.7247 0.7293 0.7390
S4 0.7177 0.7223 0.7371
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 0.7413 0.7343 0.0071 1.0% 0.0042 0.6% 95% True True 68
10 0.7413 0.7291 0.0123 1.7% 0.0044 0.6% 97% True False 61
20 0.7507 0.7291 0.0217 2.9% 0.0053 0.7% 55% False False 94
40 0.7507 0.7077 0.0430 5.8% 0.0052 0.7% 77% False False 84
60 0.7507 0.7024 0.0483 6.5% 0.0053 0.7% 80% False False 66
80 0.7507 0.6835 0.0672 9.1% 0.0066 0.9% 85% False False 81
100 0.7574 0.6835 0.0739 10.0% 0.0059 0.8% 78% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7713
2.618 0.7598
1.618 0.7527
1.000 0.7484
0.618 0.7457
HIGH 0.7413
0.618 0.7386
0.500 0.7378
0.382 0.7369
LOW 0.7343
0.618 0.7299
1.000 0.7272
1.618 0.7228
2.618 0.7158
4.250 0.7043
Fisher Pivots for day following 08-Jul-2020
Pivot 1 day 3 day
R1 0.7399 0.7399
PP 0.7388 0.7388
S1 0.7378 0.7378

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

View Archives - Comment on this page... - Back to Index of Symbols