CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 14-Jul-2020
Day Change Summary
Previous Current
13-Jul-2020 14-Jul-2020 Change Change % Previous Week
Open 0.7373 0.7349 -0.0024 -0.3% 0.7380
High 0.7389 0.7355 -0.0034 -0.5% 0.7414
Low 0.7351 0.7332 -0.0020 -0.3% 0.7339
Close 0.7362 0.7344 -0.0018 -0.2% 0.7361
Range 0.0038 0.0024 -0.0014 -37.3% 0.0075
ATR 0.0050 0.0048 -0.0001 -2.8% 0.0000
Volume 21 108 87 414.3% 370
Daily Pivots for day following 14-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7414 0.7403 0.7357
R3 0.7391 0.7379 0.7350
R2 0.7367 0.7367 0.7348
R1 0.7356 0.7356 0.7346 0.7350
PP 0.7344 0.7344 0.7344 0.7341
S1 0.7332 0.7332 0.7342 0.7326
S2 0.7320 0.7320 0.7340
S3 0.7297 0.7309 0.7338
S4 0.7273 0.7285 0.7331
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 0.7332 0.0082 1.1% 0.0043 0.6% 15% False True 73
10 0.7414 0.7302 0.0112 1.5% 0.0042 0.6% 38% False False 66
20 0.7416 0.7291 0.0125 1.7% 0.0044 0.6% 43% False False 55
40 0.7507 0.7116 0.0392 5.3% 0.0051 0.7% 58% False False 90
60 0.7507 0.7024 0.0483 6.6% 0.0051 0.7% 66% False False 67
80 0.7507 0.6890 0.0617 8.4% 0.0060 0.8% 74% False False 79
100 0.7574 0.6835 0.0739 10.1% 0.0060 0.8% 69% False False 78
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.7455
2.618 0.7417
1.618 0.7393
1.000 0.7379
0.618 0.7370
HIGH 0.7355
0.618 0.7346
0.500 0.7343
0.382 0.7340
LOW 0.7332
0.618 0.7317
1.000 0.7308
1.618 0.7293
2.618 0.7270
4.250 0.7232
Fisher Pivots for day following 14-Jul-2020
Pivot 1 day 3 day
R1 0.7344 0.7360
PP 0.7344 0.7355
S1 0.7343 0.7349

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

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