CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 16-Jul-2020
Day Change Summary
Previous Current
15-Jul-2020 16-Jul-2020 Change Change % Previous Week
Open 0.7367 0.7406 0.0039 0.5% 0.7380
High 0.7407 0.7409 0.0003 0.0% 0.7414
Low 0.7364 0.7367 0.0003 0.0% 0.7339
Close 0.7406 0.7369 -0.0037 -0.5% 0.7361
Range 0.0043 0.0043 -0.0001 -1.2% 0.0075
ATR 0.0049 0.0049 0.0000 -1.0% 0.0000
Volume 40 82 42 105.0% 370
Daily Pivots for day following 16-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7509 0.7482 0.7392
R3 0.7467 0.7439 0.7381
R2 0.7424 0.7424 0.7377
R1 0.7397 0.7397 0.7373 0.7389
PP 0.7382 0.7382 0.7382 0.7378
S1 0.7354 0.7354 0.7365 0.7347
S2 0.7339 0.7339 0.7361
S3 0.7297 0.7312 0.7357
S4 0.7254 0.7269 0.7346
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 0.7409 0.7332 0.0078 1.1% 0.0035 0.5% 48% True False 54
10 0.7414 0.7332 0.0082 1.1% 0.0041 0.6% 46% False False 70
20 0.7416 0.7291 0.0125 1.7% 0.0043 0.6% 63% False False 58
40 0.7507 0.7122 0.0386 5.2% 0.0051 0.7% 64% False False 91
60 0.7507 0.7042 0.0466 6.3% 0.0051 0.7% 70% False False 69
80 0.7507 0.6896 0.0611 8.3% 0.0058 0.8% 77% False False 77
100 0.7530 0.6835 0.0695 9.4% 0.0061 0.8% 77% False False 78
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7590
2.618 0.7520
1.618 0.7478
1.000 0.7452
0.618 0.7435
HIGH 0.7409
0.618 0.7393
0.500 0.7388
0.382 0.7383
LOW 0.7367
0.618 0.7340
1.000 0.7324
1.618 0.7298
2.618 0.7255
4.250 0.7186
Fisher Pivots for day following 16-Jul-2020
Pivot 1 day 3 day
R1 0.7388 0.7370
PP 0.7382 0.7370
S1 0.7375 0.7369

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

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