CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 0.7588 0.7590 0.0002 0.0% 0.7543
High 0.7600 0.7614 0.0015 0.2% 0.7616
Low 0.7558 0.7556 -0.0003 0.0% 0.7542
Close 0.7583 0.7558 -0.0025 -0.3% 0.7583
Range 0.0042 0.0059 0.0017 41.0% 0.0074
ATR 0.0046 0.0046 0.0001 2.0% 0.0000
Volume 420 268 -152 -36.2% 3,699
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7751 0.7713 0.7590
R3 0.7693 0.7655 0.7574
R2 0.7634 0.7634 0.7569
R1 0.7596 0.7596 0.7563 0.7586
PP 0.7576 0.7576 0.7576 0.7571
S1 0.7538 0.7538 0.7553 0.7528
S2 0.7517 0.7517 0.7547
S3 0.7459 0.7479 0.7542
S4 0.7400 0.7421 0.7526
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7801 0.7765 0.7623
R3 0.7727 0.7692 0.7603
R2 0.7654 0.7654 0.7596
R1 0.7618 0.7618 0.7590 0.7636
PP 0.7580 0.7580 0.7580 0.7589
S1 0.7545 0.7545 0.7576 0.7563
S2 0.7507 0.7507 0.7570
S3 0.7433 0.7471 0.7563
S4 0.7360 0.7398 0.7543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7616 0.7553 0.0063 0.8% 0.0048 0.6% 9% False False 754
10 0.7616 0.7486 0.0130 1.7% 0.0047 0.6% 56% False False 490
20 0.7616 0.7432 0.0184 2.4% 0.0045 0.6% 69% False False 346
40 0.7616 0.7302 0.0314 4.2% 0.0042 0.6% 82% False False 211
60 0.7616 0.7251 0.0365 4.8% 0.0048 0.6% 84% False False 181
80 0.7616 0.7062 0.0554 7.3% 0.0048 0.6% 90% False False 144
100 0.7616 0.7010 0.0606 8.0% 0.0051 0.7% 91% False False 121
120 0.7616 0.6835 0.0781 10.3% 0.0059 0.8% 93% False False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7863
2.618 0.7767
1.618 0.7709
1.000 0.7673
0.618 0.7650
HIGH 0.7614
0.618 0.7592
0.500 0.7585
0.382 0.7578
LOW 0.7556
0.618 0.7519
1.000 0.7497
1.618 0.7461
2.618 0.7402
4.250 0.7307
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 0.7585 0.7583
PP 0.7576 0.7575
S1 0.7567 0.7566

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

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