CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 0.7550 0.7561 0.0011 0.1% 0.7474
High 0.7581 0.7573 -0.0008 -0.1% 0.7581
Low 0.7548 0.7537 -0.0011 -0.1% 0.7467
Close 0.7564 0.7545 -0.0019 -0.2% 0.7545
Range 0.0033 0.0036 0.0003 9.1% 0.0114
ATR 0.0047 0.0046 -0.0001 -1.7% 0.0000
Volume 197 204 7 3.6% 1,102
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7660 0.7638 0.7565
R3 0.7624 0.7602 0.7555
R2 0.7588 0.7588 0.7552
R1 0.7566 0.7566 0.7548 0.7559
PP 0.7552 0.7552 0.7552 0.7548
S1 0.7530 0.7530 0.7542 0.7523
S2 0.7516 0.7516 0.7538
S3 0.7480 0.7494 0.7535
S4 0.7444 0.7458 0.7525
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7873 0.7823 0.7608
R3 0.7759 0.7709 0.7576
R2 0.7645 0.7645 0.7566
R1 0.7595 0.7595 0.7555 0.7620
PP 0.7531 0.7531 0.7531 0.7544
S1 0.7481 0.7481 0.7535 0.7506
S2 0.7417 0.7417 0.7524
S3 0.7303 0.7367 0.7514
S4 0.7189 0.7253 0.7482
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7581 0.7467 0.0114 1.5% 0.0044 0.6% 68% False False 220
10 0.7581 0.7437 0.0145 1.9% 0.0045 0.6% 75% False False 226
20 0.7581 0.7355 0.0226 3.0% 0.0044 0.6% 84% False False 183
40 0.7581 0.7291 0.0291 3.9% 0.0042 0.6% 88% False False 119
60 0.7581 0.7122 0.0460 6.1% 0.0048 0.6% 92% False False 122
80 0.7581 0.7058 0.0523 6.9% 0.0049 0.6% 93% False False 97
100 0.7581 0.6950 0.0631 8.4% 0.0054 0.7% 94% False False 97
120 0.7581 0.6835 0.0746 9.9% 0.0058 0.8% 95% False False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7726
2.618 0.7667
1.618 0.7631
1.000 0.7609
0.618 0.7595
HIGH 0.7573
0.618 0.7559
0.500 0.7555
0.382 0.7551
LOW 0.7537
0.618 0.7515
1.000 0.7501
1.618 0.7479
2.618 0.7443
4.250 0.7384
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 0.7555 0.7543
PP 0.7552 0.7540
S1 0.7548 0.7538

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.