CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 31-Jul-2020
Day Change Summary
Previous Current
30-Jul-2020 31-Jul-2020 Change Change % Previous Week
Open 0.7500 0.7447 -0.0053 -0.7% 0.7455
High 0.7501 0.7480 -0.0021 -0.3% 0.7503
Low 0.7432 0.7445 0.0013 0.2% 0.7432
Close 0.7442 0.7473 0.0032 0.4% 0.7473
Range 0.0069 0.0035 -0.0034 -49.3% 0.0071
ATR 0.0045 0.0045 0.0000 -1.1% 0.0000
Volume 130 189 59 45.4% 769
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7571 0.7557 0.7492
R3 0.7536 0.7522 0.7483
R2 0.7501 0.7501 0.7479
R1 0.7487 0.7487 0.7476 0.7494
PP 0.7466 0.7466 0.7466 0.7470
S1 0.7452 0.7452 0.7470 0.7459
S2 0.7431 0.7431 0.7467
S3 0.7396 0.7417 0.7463
S4 0.7361 0.7382 0.7454
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7681 0.7647 0.7512
R3 0.7610 0.7577 0.7492
R2 0.7540 0.7540 0.7486
R1 0.7506 0.7506 0.7479 0.7523
PP 0.7469 0.7469 0.7469 0.7478
S1 0.7436 0.7436 0.7467 0.7453
S2 0.7399 0.7399 0.7460
S3 0.7328 0.7365 0.7454
S4 0.7258 0.7295 0.7434
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% 0.0041 0.6% 58% False False 153
10 0.7503 0.7355 0.0148 2.0% 0.0043 0.6% 80% False False 140
20 0.7503 0.7332 0.0171 2.3% 0.0041 0.5% 83% False False 101
40 0.7507 0.7291 0.0217 2.9% 0.0047 0.6% 84% False False 106
60 0.7507 0.7062 0.0445 6.0% 0.0049 0.7% 92% False False 88
80 0.7507 0.7024 0.0483 6.5% 0.0050 0.7% 93% False False 73
100 0.7507 0.6835 0.0672 9.0% 0.0062 0.8% 95% False False 85
120 0.7574 0.6835 0.0739 9.9% 0.0055 0.7% 86% False False 80
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7629
2.618 0.7572
1.618 0.7537
1.000 0.7515
0.618 0.7502
HIGH 0.7480
0.618 0.7467
0.500 0.7463
0.382 0.7458
LOW 0.7445
0.618 0.7423
1.000 0.7410
1.618 0.7388
2.618 0.7353
4.250 0.7296
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 0.7470 0.7471
PP 0.7466 0.7469
S1 0.7463 0.7467

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

View Archives - Comment on this page... - Back to Index of Symbols