CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 18-Sep-2020
Day Change Summary
Previous Current
17-Sep-2020 18-Sep-2020 Change Change % Previous Week
Open 0.7591 0.7602 0.0011 0.1% 0.7583
High 0.7606 0.7614 0.0008 0.1% 0.7619
Low 0.7551 0.7572 0.0022 0.3% 0.7551
Close 0.7591 0.7580 -0.0011 -0.1% 0.7580
Range 0.0056 0.0042 -0.0014 -25.2% 0.0069
ATR 0.0049 0.0048 -0.0001 -1.1% 0.0000
Volume 74,597 64,514 -10,083 -13.5% 309,605
Daily Pivots for day following 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7713 0.7688 0.7603
R3 0.7672 0.7647 0.7591
R2 0.7630 0.7630 0.7588
R1 0.7605 0.7605 0.7584 0.7597
PP 0.7589 0.7589 0.7589 0.7584
S1 0.7564 0.7564 0.7576 0.7555
S2 0.7547 0.7547 0.7572
S3 0.7506 0.7522 0.7569
S4 0.7464 0.7481 0.7557
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7789 0.7753 0.7618
R3 0.7720 0.7684 0.7599
R2 0.7652 0.7652 0.7593
R1 0.7616 0.7616 0.7586 0.7600
PP 0.7583 0.7583 0.7583 0.7575
S1 0.7547 0.7547 0.7574 0.7531
S2 0.7515 0.7515 0.7567
S3 0.7446 0.7479 0.7561
S4 0.7378 0.7410 0.7542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7619 0.7551 0.0069 0.9% 0.0041 0.5% 43% False False 61,921
10 0.7668 0.7544 0.0124 1.6% 0.0051 0.7% 29% False False 55,057
20 0.7697 0.7544 0.0154 2.0% 0.0049 0.6% 24% False False 28,439
40 0.7697 0.7432 0.0265 3.5% 0.0046 0.6% 56% False False 14,383
60 0.7697 0.7291 0.0407 5.4% 0.0044 0.6% 71% False False 9,611
80 0.7697 0.7232 0.0466 6.1% 0.0048 0.6% 75% False False 7,238
100 0.7697 0.7062 0.0635 8.4% 0.0048 0.6% 82% False False 5,797
120 0.7697 0.6988 0.0710 9.4% 0.0052 0.7% 84% False False 4,836
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7790
2.618 0.7722
1.618 0.7681
1.000 0.7655
0.618 0.7639
HIGH 0.7614
0.618 0.7598
0.500 0.7593
0.382 0.7588
LOW 0.7572
0.618 0.7546
1.000 0.7531
1.618 0.7505
2.618 0.7463
4.250 0.7396
Fisher Pivots for day following 18-Sep-2020
Pivot 1 day 3 day
R1 0.7593 0.7585
PP 0.7589 0.7583
S1 0.7584 0.7582

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.