CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 0.7364 0.7397 0.0034 0.5% 0.7373
High 0.7394 0.7450 0.0056 0.8% 0.7409
Low 0.7355 0.7390 0.0035 0.5% 0.7332
Close 0.7391 0.7444 0.0053 0.7% 0.7368
Range 0.0039 0.0061 0.0022 55.1% 0.0078
ATR 0.0046 0.0047 0.0001 2.3% 0.0000
Volume 38 100 62 163.2% 258
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7609 0.7587 0.7477
R3 0.7549 0.7527 0.7461
R2 0.7488 0.7488 0.7455
R1 0.7466 0.7466 0.7450 0.7477
PP 0.7428 0.7428 0.7428 0.7433
S1 0.7406 0.7406 0.7438 0.7417
S2 0.7367 0.7367 0.7433
S3 0.7307 0.7345 0.7427
S4 0.7246 0.7285 0.7411
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 0.7450 0.7355 0.0095 1.3% 0.0039 0.5% 94% True False 53
10 0.7450 0.7332 0.0119 1.6% 0.0041 0.6% 95% True False 63
20 0.7450 0.7291 0.0160 2.1% 0.0041 0.6% 96% True False 59
40 0.7507 0.7162 0.0346 4.6% 0.0051 0.7% 82% False False 91
60 0.7507 0.7062 0.0445 6.0% 0.0050 0.7% 86% False False 70
80 0.7507 0.6988 0.0520 7.0% 0.0055 0.7% 88% False False 69
100 0.7507 0.6835 0.0672 9.0% 0.0061 0.8% 91% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7707
2.618 0.7608
1.618 0.7548
1.000 0.7511
0.618 0.7487
HIGH 0.7450
0.618 0.7427
0.500 0.7420
0.382 0.7413
LOW 0.7390
0.618 0.7352
1.000 0.7329
1.618 0.7292
2.618 0.7231
4.250 0.7132
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 0.7436 0.7430
PP 0.7428 0.7416
S1 0.7420 0.7403

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

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