CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 0.7584 0.7583 -0.0001 0.0% 0.7651
High 0.7607 0.7605 -0.0002 0.0% 0.7655
Low 0.7573 0.7580 0.0007 0.1% 0.7544
Close 0.7583 0.7591 0.0008 0.1% 0.7583
Range 0.0034 0.0026 -0.0008 -23.9% 0.0111
ATR 0.0051 0.0050 -0.0002 -3.6% 0.0000
Volume 62,654 50,794 -11,860 -18.9% 233,089
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7668 0.7655 0.7605
R3 0.7643 0.7629 0.7598
R2 0.7617 0.7617 0.7595
R1 0.7604 0.7604 0.7593 0.7611
PP 0.7592 0.7592 0.7592 0.7595
S1 0.7578 0.7578 0.7588 0.7585
S2 0.7566 0.7566 0.7586
S3 0.7541 0.7553 0.7583
S4 0.7515 0.7527 0.7576
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7927 0.7866 0.7644
R3 0.7816 0.7755 0.7613
R2 0.7705 0.7705 0.7603
R1 0.7644 0.7644 0.7593 0.7619
PP 0.7594 0.7594 0.7594 0.7581
S1 0.7533 0.7533 0.7572 0.7508
S2 0.7483 0.7483 0.7562
S3 0.7372 0.7422 0.7552
S4 0.7261 0.7311 0.7521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7655 0.7544 0.0111 1.5% 0.0054 0.7% 42% False False 56,776
10 0.7697 0.7544 0.0154 2.0% 0.0053 0.7% 31% False False 30,488
20 0.7697 0.7542 0.0155 2.0% 0.0049 0.6% 31% False False 15,662
40 0.7697 0.7355 0.0342 4.5% 0.0046 0.6% 69% False False 7,923
60 0.7697 0.7291 0.0407 5.4% 0.0045 0.6% 74% False False 5,300
80 0.7697 0.7122 0.0576 7.6% 0.0048 0.6% 81% False False 4,007
100 0.7697 0.7058 0.0639 8.4% 0.0049 0.6% 83% False False 3,210
120 0.7697 0.6950 0.0747 9.8% 0.0054 0.7% 86% False False 2,691
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 0.7713
2.618 0.7672
1.618 0.7646
1.000 0.7631
0.618 0.7621
HIGH 0.7605
0.618 0.7595
0.500 0.7592
0.382 0.7589
LOW 0.7580
0.618 0.7564
1.000 0.7554
1.618 0.7538
2.618 0.7513
4.250 0.7471
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 0.7592 0.7599
PP 0.7592 0.7596
S1 0.7591 0.7593

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

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