CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 25-Aug-2020
Day Change Summary
Previous Current
24-Aug-2020 25-Aug-2020 Change Change % Previous Week
Open 0.7590 0.7558 -0.0032 -0.4% 0.7543
High 0.7614 0.7596 -0.0019 -0.2% 0.7616
Low 0.7556 0.7555 -0.0001 0.0% 0.7542
Close 0.7558 0.7586 0.0028 0.4% 0.7583
Range 0.0059 0.0041 -0.0018 -30.8% 0.0074
ATR 0.0046 0.0046 0.0000 -0.9% 0.0000
Volume 268 480 212 79.1% 3,699
Daily Pivots for day following 25-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7700 0.7684 0.7608
R3 0.7660 0.7643 0.7597
R2 0.7619 0.7619 0.7593
R1 0.7603 0.7603 0.7590 0.7611
PP 0.7579 0.7579 0.7579 0.7583
S1 0.7562 0.7562 0.7582 0.7571
S2 0.7538 0.7538 0.7579
S3 0.7498 0.7522 0.7575
S4 0.7457 0.7481 0.7564
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% 0.0047 0.6% 53% False False 755
10 0.7616 0.7494 0.0122 1.6% 0.0046 0.6% 76% False False 525
20 0.7616 0.7432 0.0184 2.4% 0.0045 0.6% 84% False False 354
40 0.7616 0.7302 0.0314 4.1% 0.0043 0.6% 91% False False 222
60 0.7616 0.7291 0.0325 4.3% 0.0046 0.6% 91% False False 188
80 0.7616 0.7062 0.0554 7.3% 0.0048 0.6% 95% False False 150
100 0.7616 0.7024 0.0592 7.8% 0.0050 0.7% 95% False False 126
120 0.7616 0.6835 0.0781 10.3% 0.0059 0.8% 96% False False 129
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7768
2.618 0.7702
1.618 0.7661
1.000 0.7636
0.618 0.7621
HIGH 0.7596
0.618 0.7580
0.500 0.7575
0.382 0.7570
LOW 0.7555
0.618 0.7530
1.000 0.7515
1.618 0.7489
2.618 0.7449
4.250 0.7383
Fisher Pivots for day following 25-Aug-2020
Pivot 1 day 3 day
R1 0.7582 0.7586
PP 0.7579 0.7585
S1 0.7575 0.7585

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

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