CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 13-Jul-2020
Day Change Summary
Previous Current
10-Jul-2020 13-Jul-2020 Change Change % Previous Week
Open 0.7362 0.7373 0.0011 0.1% 0.7380
High 0.7368 0.7389 0.0021 0.3% 0.7414
Low 0.7339 0.7351 0.0013 0.2% 0.7339
Close 0.7361 0.7362 0.0001 0.0% 0.7361
Range 0.0030 0.0038 0.0008 27.1% 0.0075
ATR 0.0051 0.0050 -0.0001 -1.9% 0.0000
Volume 20 21 1 5.0% 370
Daily Pivots for day following 13-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7480 0.7458 0.7383
R3 0.7442 0.7421 0.7372
R2 0.7405 0.7405 0.7369
R1 0.7383 0.7383 0.7365 0.7375
PP 0.7367 0.7367 0.7367 0.7363
S1 0.7346 0.7346 0.7359 0.7338
S2 0.7330 0.7330 0.7355
S3 0.7292 0.7308 0.7352
S4 0.7255 0.7271 0.7341
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7596 0.7554 0.7402
R3 0.7521 0.7479 0.7382
R2 0.7446 0.7446 0.7375
R1 0.7404 0.7404 0.7368 0.7387
PP 0.7371 0.7371 0.7371 0.7363
S1 0.7329 0.7329 0.7354 0.7312
S2 0.7296 0.7296 0.7347
S3 0.7221 0.7254 0.7340
S4 0.7146 0.7179 0.7320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7414 0.7339 0.0075 1.0% 0.0047 0.6% 31% False False 62
10 0.7414 0.7302 0.0112 1.5% 0.0042 0.6% 54% False False 58
20 0.7416 0.7291 0.0125 1.7% 0.0047 0.6% 57% False False 52
40 0.7507 0.7089 0.0418 5.7% 0.0051 0.7% 65% False False 87
60 0.7507 0.7024 0.0483 6.6% 0.0052 0.7% 70% False False 66
80 0.7507 0.6835 0.0672 9.1% 0.0061 0.8% 78% False False 78
100 0.7574 0.6835 0.0739 10.0% 0.0060 0.8% 71% False False 77
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7548
2.618 0.7487
1.618 0.7449
1.000 0.7426
0.618 0.7412
HIGH 0.7389
0.618 0.7374
0.500 0.7370
0.382 0.7365
LOW 0.7351
0.618 0.7328
1.000 0.7314
1.618 0.7290
2.618 0.7253
4.250 0.7192
Fisher Pivots for day following 13-Jul-2020
Pivot 1 day 3 day
R1 0.7370 0.7376
PP 0.7367 0.7371
S1 0.7365 0.7367

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

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