CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 28-Jul-2020
Day Change Summary
Previous Current
27-Jul-2020 28-Jul-2020 Change Change % Previous Week
Open 0.7455 0.7492 0.0037 0.5% 0.7364
High 0.7488 0.7503 0.0015 0.2% 0.7490
Low 0.7455 0.7462 0.0007 0.1% 0.7355
Close 0.7487 0.7486 -0.0001 0.0% 0.7452
Range 0.0033 0.0041 0.0008 24.2% 0.0135
ATR 0.0045 0.0045 0.0000 -0.6% 0.0000
Volume 65 321 256 393.8% 632
Daily Pivots for day following 28-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7606 0.7587 0.7509
R3 0.7565 0.7546 0.7497
R2 0.7524 0.7524 0.7494
R1 0.7505 0.7505 0.7490 0.7494
PP 0.7483 0.7483 0.7483 0.7478
S1 0.7464 0.7464 0.7482 0.7453
S2 0.7442 0.7442 0.7478
S3 0.7401 0.7423 0.7475
S4 0.7360 0.7382 0.7463
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7837 0.7779 0.7526
R3 0.7702 0.7644 0.7489
R2 0.7567 0.7567 0.7476
R1 0.7509 0.7509 0.7464 0.7538
PP 0.7432 0.7432 0.7432 0.7447
S1 0.7374 0.7374 0.7439 0.7403
S2 0.7297 0.7297 0.7427
S3 0.7162 0.7239 0.7414
S4 0.7027 0.7104 0.7377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7503 0.7419 0.0084 1.1% 0.0039 0.5% 80% True False 176
10 0.7503 0.7355 0.0148 2.0% 0.0039 0.5% 89% True False 114
20 0.7503 0.7302 0.0201 2.7% 0.0041 0.5% 92% True False 90
40 0.7507 0.7291 0.0217 2.9% 0.0047 0.6% 90% False False 105
60 0.7507 0.7062 0.0445 5.9% 0.0049 0.7% 95% False False 81
80 0.7507 0.7024 0.0483 6.5% 0.0051 0.7% 96% False False 69
100 0.7507 0.6835 0.0672 9.0% 0.0062 0.8% 97% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7677
2.618 0.7610
1.618 0.7569
1.000 0.7544
0.618 0.7528
HIGH 0.7503
0.618 0.7487
0.500 0.7482
0.382 0.7477
LOW 0.7462
0.618 0.7436
1.000 0.7421
1.618 0.7395
2.618 0.7354
4.250 0.7287
Fisher Pivots for day following 28-Jul-2020
Pivot 1 day 3 day
R1 0.7485 0.7481
PP 0.7483 0.7476
S1 0.7482 0.7471

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

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