CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 0.7583 0.7590 0.0007 0.1% 0.7651
High 0.7605 0.7615 0.0010 0.1% 0.7655
Low 0.7580 0.7577 -0.0003 0.0% 0.7544
Close 0.7591 0.7589 -0.0002 0.0% 0.7583
Range 0.0026 0.0039 0.0013 51.0% 0.0111
ATR 0.0050 0.0049 -0.0001 -1.6% 0.0000
Volume 50,794 55,124 4,330 8.5% 233,089
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7709 0.7687 0.7610
R3 0.7670 0.7649 0.7599
R2 0.7632 0.7632 0.7596
R1 0.7610 0.7610 0.7592 0.7602
PP 0.7593 0.7593 0.7593 0.7589
S1 0.7572 0.7572 0.7585 0.7563
S2 0.7555 0.7555 0.7581
S3 0.7516 0.7533 0.7578
S4 0.7478 0.7495 0.7567
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 0.7625 0.7544 0.0081 1.1% 0.0042 0.6% 56% False False 61,419
10 0.7697 0.7544 0.0154 2.0% 0.0052 0.7% 29% False False 35,666
20 0.7697 0.7544 0.0154 2.0% 0.0049 0.6% 29% False False 18,409
40 0.7697 0.7390 0.0308 4.1% 0.0046 0.6% 65% False False 9,300
60 0.7697 0.7291 0.0407 5.4% 0.0045 0.6% 73% False False 6,218
80 0.7697 0.7122 0.0576 7.6% 0.0048 0.6% 81% False False 4,694
100 0.7697 0.7062 0.0635 8.4% 0.0048 0.6% 83% False False 3,761
120 0.7697 0.6988 0.0710 9.3% 0.0053 0.7% 85% False False 3,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7779
2.618 0.7716
1.618 0.7677
1.000 0.7654
0.618 0.7639
HIGH 0.7615
0.618 0.7600
0.500 0.7596
0.382 0.7591
LOW 0.7577
0.618 0.7553
1.000 0.7538
1.618 0.7514
2.618 0.7476
4.250 0.7413
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 0.7596 0.7594
PP 0.7593 0.7592
S1 0.7591 0.7590

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

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