CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 0.7590 0.7587 -0.0003 0.0% 0.7651
High 0.7615 0.7619 0.0004 0.1% 0.7655
Low 0.7577 0.7577 0.0001 0.0% 0.7544
Close 0.7589 0.7594 0.0006 0.1% 0.7583
Range 0.0039 0.0042 0.0004 9.1% 0.0111
ATR 0.0049 0.0048 0.0000 -1.0% 0.0000
Volume 55,124 64,576 9,452 17.1% 233,089
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7723 0.7700 0.7617
R3 0.7681 0.7658 0.7606
R2 0.7639 0.7639 0.7602
R1 0.7616 0.7616 0.7598 0.7628
PP 0.7597 0.7597 0.7597 0.7602
S1 0.7574 0.7574 0.7590 0.7586
S2 0.7555 0.7555 0.7586
S3 0.7513 0.7532 0.7582
S4 0.7471 0.7490 0.7571
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 0.7573 0.0052 0.7% 0.0038 0.5% 41% False False 60,110
10 0.7672 0.7544 0.0128 1.7% 0.0051 0.7% 39% False False 41,850
20 0.7697 0.7544 0.0154 2.0% 0.0049 0.6% 33% False False 21,614
40 0.7697 0.7419 0.0278 3.7% 0.0046 0.6% 63% False False 10,912
60 0.7697 0.7291 0.0407 5.4% 0.0044 0.6% 75% False False 7,294
80 0.7697 0.7162 0.0536 7.1% 0.0048 0.6% 81% False False 5,501
100 0.7697 0.7062 0.0635 8.4% 0.0048 0.6% 84% False False 4,407
120 0.7697 0.6988 0.0710 9.3% 0.0052 0.7% 85% False False 3,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7798
2.618 0.7729
1.618 0.7687
1.000 0.7661
0.618 0.7645
HIGH 0.7619
0.618 0.7603
0.500 0.7598
0.382 0.7593
LOW 0.7577
0.618 0.7551
1.000 0.7535
1.618 0.7509
2.618 0.7467
4.250 0.7399
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 0.7598 0.7598
PP 0.7597 0.7597
S1 0.7595 0.7595

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

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