CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 17-Jul-2020
Day Change Summary
Previous Current
16-Jul-2020 17-Jul-2020 Change Change % Previous Week
Open 0.7406 0.7365 -0.0041 -0.5% 0.7373
High 0.7409 0.7373 -0.0037 -0.5% 0.7409
Low 0.7367 0.7362 -0.0005 -0.1% 0.7332
Close 0.7369 0.7368 -0.0001 0.0% 0.7368
Range 0.0043 0.0011 -0.0032 -74.1% 0.0078
ATR 0.0049 0.0046 -0.0003 -5.5% 0.0000
Volume 82 7 -75 -91.5% 258
Daily Pivots for day following 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7400 0.7395 0.7374
R3 0.7389 0.7384 0.7371
R2 0.7378 0.7378 0.7370
R1 0.7373 0.7373 0.7369 0.7376
PP 0.7367 0.7367 0.7367 0.7369
S1 0.7362 0.7362 0.7367 0.7365
S2 0.7356 0.7356 0.7366
S3 0.7345 0.7351 0.7365
S4 0.7334 0.7340 0.7362
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7602 0.7563 0.7411
R3 0.7525 0.7485 0.7389
R2 0.7447 0.7447 0.7382
R1 0.7408 0.7408 0.7375 0.7389
PP 0.7370 0.7370 0.7370 0.7360
S1 0.7330 0.7330 0.7361 0.7311
S2 0.7292 0.7292 0.7354
S3 0.7215 0.7253 0.7347
S4 0.7137 0.7175 0.7325
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% 0.0032 0.4% 47% False False 51
10 0.7414 0.7332 0.0082 1.1% 0.0039 0.5% 45% False False 62
20 0.7416 0.7291 0.0125 1.7% 0.0041 0.6% 62% False False 56
40 0.7507 0.7122 0.0386 5.2% 0.0050 0.7% 64% False False 91
60 0.7507 0.7058 0.0449 6.1% 0.0050 0.7% 69% False False 68
80 0.7507 0.6950 0.0557 7.6% 0.0057 0.8% 75% False False 76
100 0.7520 0.6835 0.0685 9.3% 0.0061 0.8% 78% False False 77
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 0.7419
2.618 0.7401
1.618 0.7390
1.000 0.7384
0.618 0.7379
HIGH 0.7373
0.618 0.7368
0.500 0.7367
0.382 0.7366
LOW 0.7362
0.618 0.7355
1.000 0.7351
1.618 0.7344
2.618 0.7333
4.250 0.7315
Fisher Pivots for day following 17-Jul-2020
Pivot 1 day 3 day
R1 0.7368 0.7385
PP 0.7367 0.7380
S1 0.7367 0.7374

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

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