CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 15-Jul-2020
Day Change Summary
Previous Current
14-Jul-2020 15-Jul-2020 Change Change % Previous Week
Open 0.7349 0.7367 0.0018 0.2% 0.7380
High 0.7355 0.7407 0.0052 0.7% 0.7414
Low 0.7332 0.7364 0.0032 0.4% 0.7339
Close 0.7344 0.7406 0.0062 0.8% 0.7361
Range 0.0024 0.0043 0.0020 83.0% 0.0075
ATR 0.0048 0.0049 0.0001 2.1% 0.0000
Volume 108 40 -68 -63.0% 370
Daily Pivots for day following 15-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7521 0.7507 0.7430
R3 0.7478 0.7464 0.7418
R2 0.7435 0.7435 0.7414
R1 0.7421 0.7421 0.7410 0.7428
PP 0.7392 0.7392 0.7392 0.7396
S1 0.7378 0.7378 0.7402 0.7385
S2 0.7349 0.7349 0.7398
S3 0.7306 0.7335 0.7394
S4 0.7263 0.7292 0.7382
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% 0.0038 0.5% 91% False False 64
10 0.7414 0.7332 0.0082 1.1% 0.0040 0.5% 91% False False 66
20 0.7416 0.7291 0.0125 1.7% 0.0043 0.6% 92% False False 55
40 0.7507 0.7122 0.0386 5.2% 0.0051 0.7% 74% False False 90
60 0.7507 0.7024 0.0483 6.5% 0.0051 0.7% 79% False False 68
80 0.7507 0.6890 0.0617 8.3% 0.0058 0.8% 84% False False 78
100 0.7530 0.6835 0.0695 9.4% 0.0060 0.8% 82% False False 77
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7589
2.618 0.7519
1.618 0.7476
1.000 0.7450
0.618 0.7433
HIGH 0.7407
0.618 0.7390
0.500 0.7385
0.382 0.7380
LOW 0.7364
0.618 0.7337
1.000 0.7321
1.618 0.7294
2.618 0.7251
4.250 0.7181
Fisher Pivots for day following 15-Jul-2020
Pivot 1 day 3 day
R1 0.7399 0.7394
PP 0.7392 0.7381
S1 0.7385 0.7369

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

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