CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 0.7619 0.7651 0.0032 0.4% 0.7639
High 0.7668 0.7655 -0.0013 -0.2% 0.7697
Low 0.7612 0.7556 -0.0057 -0.7% 0.7600
Close 0.7668 0.7565 -0.0103 -1.3% 0.7668
Range 0.0056 0.0099 0.0044 78.4% 0.0098
ATR 0.0048 0.0052 0.0005 9.7% 0.0000
Volume 7,878 31,908 24,030 305.0% 21,001
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7889 0.7826 0.7619
R3 0.7790 0.7727 0.7592
R2 0.7691 0.7691 0.7583
R1 0.7628 0.7628 0.7574 0.7610
PP 0.7592 0.7592 0.7592 0.7583
S1 0.7529 0.7529 0.7556 0.7511
S2 0.7493 0.7493 0.7547
S3 0.7394 0.7430 0.7538
S4 0.7295 0.7331 0.7511
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7947 0.7905 0.7721
R3 0.7850 0.7807 0.7694
R2 0.7752 0.7752 0.7685
R1 0.7710 0.7710 0.7676 0.7731
PP 0.7655 0.7655 0.7655 0.7665
S1 0.7612 0.7612 0.7659 0.7634
S2 0.7557 0.7557 0.7650
S3 0.7460 0.7515 0.7641
S4 0.7362 0.7417 0.7614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7697 0.7556 0.0142 1.9% 0.0062 0.8% 7% False True 9,912
10 0.7697 0.7555 0.0142 1.9% 0.0053 0.7% 7% False False 5,731
20 0.7697 0.7486 0.0211 2.8% 0.0050 0.7% 37% False False 3,110
40 0.7697 0.7332 0.0366 4.8% 0.0045 0.6% 64% False False 1,629
60 0.7697 0.7291 0.0407 5.4% 0.0046 0.6% 68% False False 1,103
80 0.7697 0.7089 0.0608 8.0% 0.0048 0.6% 78% False False 858
100 0.7697 0.7024 0.0673 8.9% 0.0049 0.6% 80% False False 691
120 0.7697 0.6835 0.0862 11.4% 0.0056 0.7% 85% False False 595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 0.8075
2.618 0.7914
1.618 0.7815
1.000 0.7754
0.618 0.7716
HIGH 0.7655
0.618 0.7617
0.500 0.7605
0.382 0.7593
LOW 0.7556
0.618 0.7494
1.000 0.7457
1.618 0.7395
2.618 0.7296
4.250 0.7135
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 0.7605 0.7612
PP 0.7592 0.7597
S1 0.7578 0.7581

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

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