CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 30-Jul-2020
Day Change Summary
Previous Current
29-Jul-2020 30-Jul-2020 Change Change % Previous Week
Open 0.7477 0.7500 0.0023 0.3% 0.7364
High 0.7502 0.7501 -0.0001 0.0% 0.7490
Low 0.7473 0.7432 -0.0041 -0.5% 0.7355
Close 0.7485 0.7442 -0.0043 -0.6% 0.7452
Range 0.0029 0.0069 0.0041 142.1% 0.0135
ATR 0.0043 0.0045 0.0002 4.2% 0.0000
Volume 64 130 66 103.1% 632
Daily Pivots for day following 30-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7665 0.7622 0.7479
R3 0.7596 0.7553 0.7460
R2 0.7527 0.7527 0.7454
R1 0.7484 0.7484 0.7448 0.7471
PP 0.7458 0.7458 0.7458 0.7452
S1 0.7415 0.7415 0.7435 0.7402
S2 0.7389 0.7389 0.7429
S3 0.7320 0.7346 0.7423
S4 0.7251 0.7277 0.7404
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 0.7432 0.0071 0.9% 0.0042 0.6% 13% False True 162
10 0.7503 0.7355 0.0148 2.0% 0.0040 0.5% 59% False False 121
20 0.7503 0.7332 0.0171 2.3% 0.0041 0.5% 64% False False 96
40 0.7507 0.7291 0.0217 2.9% 0.0047 0.6% 70% False False 104
60 0.7507 0.7062 0.0445 6.0% 0.0049 0.7% 85% False False 85
80 0.7507 0.7024 0.0483 6.5% 0.0051 0.7% 86% False False 71
100 0.7507 0.6835 0.0672 9.0% 0.0062 0.8% 90% False False 85
120 0.7574 0.6835 0.0739 9.9% 0.0055 0.7% 82% False False 79
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 0.0008
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7794
2.618 0.7682
1.618 0.7613
1.000 0.7570
0.618 0.7544
HIGH 0.7501
0.618 0.7475
0.500 0.7467
0.382 0.7458
LOW 0.7432
0.618 0.7389
1.000 0.7363
1.618 0.7320
2.618 0.7251
4.250 0.7139
Fisher Pivots for day following 30-Jul-2020
Pivot 1 day 3 day
R1 0.7467 0.7467
PP 0.7458 0.7459
S1 0.7450 0.7450

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

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