CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 0.7492 0.7477 -0.0016 -0.2% 0.7364
High 0.7503 0.7502 -0.0001 0.0% 0.7490
Low 0.7462 0.7473 0.0012 0.2% 0.7355
Close 0.7486 0.7485 -0.0002 0.0% 0.7452
Range 0.0041 0.0029 -0.0013 -30.5% 0.0135
ATR 0.0045 0.0043 -0.0001 -2.6% 0.0000
Volume 321 64 -257 -80.1% 632
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7572 0.7557 0.7500
R3 0.7543 0.7528 0.7492
R2 0.7515 0.7515 0.7490
R1 0.7500 0.7500 0.7487 0.7507
PP 0.7486 0.7486 0.7486 0.7490
S1 0.7471 0.7471 0.7482 0.7479
S2 0.7458 0.7458 0.7479
S3 0.7429 0.7443 0.7477
S4 0.7401 0.7414 0.7469
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 0.7440 0.0063 0.8% 0.0036 0.5% 71% False False 179
10 0.7503 0.7355 0.0148 2.0% 0.0038 0.5% 88% False False 117
20 0.7503 0.7332 0.0171 2.3% 0.0039 0.5% 89% False False 91
40 0.7507 0.7291 0.0217 2.9% 0.0046 0.6% 90% False False 104
60 0.7507 0.7062 0.0445 5.9% 0.0049 0.6% 95% False False 82
80 0.7507 0.7024 0.0483 6.5% 0.0051 0.7% 95% False False 69
100 0.7507 0.6835 0.0672 9.0% 0.0062 0.8% 97% False False 85
120 0.7574 0.6835 0.0739 9.9% 0.0055 0.7% 88% False False 78
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7623
2.618 0.7576
1.618 0.7548
1.000 0.7530
0.618 0.7519
HIGH 0.7502
0.618 0.7491
0.500 0.7487
0.382 0.7484
LOW 0.7473
0.618 0.7455
1.000 0.7445
1.618 0.7427
2.618 0.7398
4.250 0.7352
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 0.7487 0.7483
PP 0.7486 0.7481
S1 0.7485 0.7479

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

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