CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 0.7365 0.7364 -0.0002 0.0% 0.7373
High 0.7373 0.7394 0.0022 0.3% 0.7409
Low 0.7362 0.7355 -0.0007 -0.1% 0.7332
Close 0.7368 0.7391 0.0023 0.3% 0.7368
Range 0.0011 0.0039 0.0028 254.5% 0.0078
ATR 0.0046 0.0046 -0.0001 -1.1% 0.0000
Volume 7 38 31 442.9% 258
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7497 0.7483 0.7412
R3 0.7458 0.7444 0.7402
R2 0.7419 0.7419 0.7398
R1 0.7405 0.7405 0.7395 0.7412
PP 0.7380 0.7380 0.7380 0.7384
S1 0.7366 0.7366 0.7387 0.7373
S2 0.7341 0.7341 0.7384
S3 0.7302 0.7327 0.7380
S4 0.7263 0.7288 0.7370
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 1.0% 0.0032 0.4% 77% False False 55
10 0.7414 0.7332 0.0082 1.1% 0.0040 0.5% 73% False False 58
20 0.7416 0.7291 0.0125 1.7% 0.0041 0.6% 80% False False 56
40 0.7507 0.7122 0.0386 5.2% 0.0050 0.7% 70% False False 88
60 0.7507 0.7062 0.0445 6.0% 0.0049 0.7% 74% False False 69
80 0.7507 0.6988 0.0520 7.0% 0.0056 0.8% 78% False False 68
100 0.7507 0.6835 0.0672 9.1% 0.0061 0.8% 83% 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 True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7560
2.618 0.7496
1.618 0.7457
1.000 0.7433
0.618 0.7418
HIGH 0.7394
0.618 0.7379
0.500 0.7375
0.382 0.7370
LOW 0.7355
0.618 0.7331
1.000 0.7316
1.618 0.7292
2.618 0.7253
4.250 0.7189
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 0.7386 0.7388
PP 0.7380 0.7385
S1 0.7375 0.7382

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

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