CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 0.7500 0.7519 0.0019 0.3% 0.7461
High 0.7536 0.7560 0.0024 0.3% 0.7558
Low 0.7486 0.7494 0.0008 0.1% 0.7437
Close 0.7529 0.7547 0.0018 0.2% 0.7473
Range 0.0050 0.0066 0.0016 31.0% 0.0121
ATR 0.0046 0.0048 0.0001 2.9% 0.0000
Volume 133 407 274 206.0% 1,165
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7730 0.7704 0.7583
R3 0.7664 0.7638 0.7565
R2 0.7599 0.7599 0.7559
R1 0.7573 0.7573 0.7553 0.7586
PP 0.7533 0.7533 0.7533 0.7540
S1 0.7507 0.7507 0.7540 0.7520
S2 0.7468 0.7468 0.7534
S3 0.7402 0.7442 0.7528
S4 0.7337 0.7376 0.7510
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7852 0.7783 0.7539
R3 0.7731 0.7662 0.7506
R2 0.7610 0.7610 0.7495
R1 0.7541 0.7541 0.7484 0.7576
PP 0.7489 0.7489 0.7489 0.7506
S1 0.7420 0.7420 0.7461 0.7455
S2 0.7368 0.7368 0.7450
S3 0.7247 0.7299 0.7439
S4 0.7126 0.7178 0.7406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7560 0.7465 0.0095 1.3% 0.0049 0.6% 86% True False 244
10 0.7560 0.7432 0.0128 1.7% 0.0048 0.6% 90% True False 218
20 0.7560 0.7355 0.0205 2.7% 0.0043 0.6% 94% True False 167
40 0.7560 0.7291 0.0269 3.6% 0.0043 0.6% 95% True False 111
60 0.7560 0.7122 0.0438 5.8% 0.0048 0.6% 97% True False 116
80 0.7560 0.7024 0.0536 7.1% 0.0049 0.7% 98% True False 93
100 0.7560 0.6890 0.0670 8.9% 0.0055 0.7% 98% True False 96
120 0.7560 0.6835 0.0725 9.6% 0.0058 0.8% 98% True False 92
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 0.0010
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7838
2.618 0.7731
1.618 0.7665
1.000 0.7625
0.618 0.7600
HIGH 0.7560
0.618 0.7534
0.500 0.7527
0.382 0.7519
LOW 0.7494
0.618 0.7454
1.000 0.7429
1.618 0.7388
2.618 0.7323
4.250 0.7216
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 0.7540 0.7535
PP 0.7533 0.7524
S1 0.7527 0.7513

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

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