CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 26-Aug-2020
Day Change Summary
Previous Current
25-Aug-2020 26-Aug-2020 Change Change % Previous Week
Open 0.7558 0.7594 0.0036 0.5% 0.7543
High 0.7596 0.7617 0.0021 0.3% 0.7616
Low 0.7555 0.7575 0.0020 0.3% 0.7542
Close 0.7586 0.7602 0.0016 0.2% 0.7583
Range 0.0041 0.0042 0.0001 2.5% 0.0074
ATR 0.0046 0.0046 0.0000 -0.7% 0.0000
Volume 480 1,199 719 149.8% 3,699
Daily Pivots for day following 26-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7722 0.7704 0.7625
R3 0.7681 0.7662 0.7613
R2 0.7639 0.7639 0.7610
R1 0.7621 0.7621 0.7606 0.7630
PP 0.7598 0.7598 0.7598 0.7603
S1 0.7579 0.7579 0.7598 0.7589
S2 0.7556 0.7556 0.7594
S3 0.7515 0.7538 0.7591
S4 0.7473 0.7496 0.7579
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 0.7617 0.7553 0.0064 0.8% 0.0045 0.6% 77% True False 715
10 0.7617 0.7537 0.0080 1.0% 0.0043 0.6% 82% True False 604
20 0.7617 0.7432 0.0185 2.4% 0.0046 0.6% 92% True False 411
40 0.7617 0.7332 0.0285 3.7% 0.0042 0.6% 95% True False 251
60 0.7617 0.7291 0.0326 4.3% 0.0046 0.6% 96% True False 206
80 0.7617 0.7062 0.0555 7.3% 0.0048 0.6% 97% True False 165
100 0.7617 0.7024 0.0593 7.8% 0.0050 0.7% 98% True False 138
120 0.7617 0.6835 0.0782 10.3% 0.0059 0.8% 98% True False 139
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7793
2.618 0.7725
1.618 0.7684
1.000 0.7658
0.618 0.7642
HIGH 0.7617
0.618 0.7601
0.500 0.7596
0.382 0.7591
LOW 0.7575
0.618 0.7549
1.000 0.7534
1.618 0.7508
2.618 0.7466
4.250 0.7399
Fisher Pivots for day following 26-Aug-2020
Pivot 1 day 3 day
R1 0.7600 0.7597
PP 0.7598 0.7591
S1 0.7596 0.7586

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

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