CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 22-Jul-2020
Day Change Summary
Previous Current
21-Jul-2020 22-Jul-2020 Change Change % Previous Week
Open 0.7397 0.7441 0.0044 0.6% 0.7373
High 0.7450 0.7463 0.0013 0.2% 0.7409
Low 0.7390 0.7419 0.0030 0.4% 0.7332
Close 0.7444 0.7456 0.0012 0.2% 0.7368
Range 0.0061 0.0044 -0.0017 -28.1% 0.0078
ATR 0.0047 0.0047 0.0000 -0.5% 0.0000
Volume 100 49 -51 -51.0% 258
Daily Pivots for day following 22-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7576 0.7559 0.7479
R3 0.7533 0.7516 0.7467
R2 0.7489 0.7489 0.7463
R1 0.7472 0.7472 0.7459 0.7481
PP 0.7446 0.7446 0.7446 0.7450
S1 0.7429 0.7429 0.7452 0.7437
S2 0.7402 0.7402 0.7448
S3 0.7359 0.7385 0.7444
S4 0.7315 0.7342 0.7432
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 0.7463 0.7355 0.0108 1.4% 0.0039 0.5% 93% True False 55
10 0.7463 0.7332 0.0131 1.8% 0.0038 0.5% 95% True False 60
20 0.7463 0.7291 0.0172 2.3% 0.0041 0.6% 96% True False 60
40 0.7507 0.7232 0.0276 3.7% 0.0049 0.7% 81% False False 90
60 0.7507 0.7062 0.0445 6.0% 0.0050 0.7% 88% False False 70
80 0.7507 0.6988 0.0520 7.0% 0.0055 0.7% 90% False False 69
100 0.7507 0.6835 0.0672 9.0% 0.0062 0.8% 92% 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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7647
2.618 0.7576
1.618 0.7533
1.000 0.7506
0.618 0.7489
HIGH 0.7463
0.618 0.7446
0.500 0.7441
0.382 0.7436
LOW 0.7419
0.618 0.7392
1.000 0.7376
1.618 0.7349
2.618 0.7305
4.250 0.7234
Fisher Pivots for day following 22-Jul-2020
Pivot 1 day 3 day
R1 0.7451 0.7440
PP 0.7446 0.7424
S1 0.7441 0.7409

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

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