CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 0.7561 0.7543 -0.0018 -0.2% 0.7474
High 0.7573 0.7583 0.0010 0.1% 0.7581
Low 0.7537 0.7542 0.0005 0.1% 0.7467
Close 0.7545 0.7580 0.0035 0.5% 0.7545
Range 0.0036 0.0041 0.0005 12.5% 0.0114
ATR 0.0046 0.0046 0.0000 -0.9% 0.0000
Volume 204 193 -11 -5.4% 1,102
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7690 0.7675 0.7602
R3 0.7649 0.7635 0.7591
R2 0.7609 0.7609 0.7587
R1 0.7594 0.7594 0.7583 0.7601
PP 0.7568 0.7568 0.7568 0.7572
S1 0.7554 0.7554 0.7576 0.7561
S2 0.7528 0.7528 0.7572
S3 0.7487 0.7513 0.7568
S4 0.7447 0.7473 0.7557
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 0.7583 0.7486 0.0097 1.3% 0.0045 0.6% 97% True False 226
10 0.7583 0.7454 0.0129 1.7% 0.0045 0.6% 98% True False 241
20 0.7583 0.7390 0.0193 2.5% 0.0044 0.6% 98% True False 191
40 0.7583 0.7291 0.0292 3.9% 0.0043 0.6% 99% True False 123
60 0.7583 0.7122 0.0461 6.1% 0.0048 0.6% 99% True False 122
80 0.7583 0.7062 0.0521 6.9% 0.0048 0.6% 99% True False 99
100 0.7583 0.6988 0.0595 7.9% 0.0054 0.7% 99% True False 93
120 0.7583 0.6835 0.0748 9.9% 0.0058 0.8% 100% True False 96
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7755
2.618 0.7689
1.618 0.7648
1.000 0.7623
0.618 0.7608
HIGH 0.7583
0.618 0.7567
0.500 0.7562
0.382 0.7557
LOW 0.7542
0.618 0.7517
1.000 0.7502
1.618 0.7476
2.618 0.7436
4.250 0.7370
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 0.7574 0.7573
PP 0.7568 0.7566
S1 0.7562 0.7560

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

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