CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 0.7519 0.7475 -0.0044 -0.6% 0.7583
High 0.7524 0.7506 -0.0018 -0.2% 0.7619
Low 0.7473 0.7455 -0.0018 -0.2% 0.7551
Close 0.7476 0.7491 0.0015 0.2% 0.7580
Range 0.0052 0.0052 0.0000 0.0% 0.0069
ATR 0.0050 0.0050 0.0000 0.2% 0.0000
Volume 77,296 84,260 6,964 9.0% 309,605
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7638 0.7616 0.7519
R3 0.7587 0.7565 0.7505
R2 0.7535 0.7535 0.7500
R1 0.7513 0.7513 0.7496 0.7524
PP 0.7484 0.7484 0.7484 0.7489
S1 0.7462 0.7462 0.7486 0.7473
S2 0.7432 0.7432 0.7482
S3 0.7381 0.7410 0.7477
S4 0.7329 0.7359 0.7463
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 0.7614 0.7455 0.0159 2.1% 0.0053 0.7% 23% False True 81,804
10 0.7619 0.7455 0.0165 2.2% 0.0046 0.6% 22% False True 71,676
20 0.7697 0.7455 0.0243 3.2% 0.0051 0.7% 15% False True 45,546
40 0.7697 0.7432 0.0265 3.5% 0.0048 0.6% 22% False False 22,978
60 0.7697 0.7332 0.0366 4.9% 0.0045 0.6% 44% False False 15,349
80 0.7697 0.7291 0.0407 5.4% 0.0047 0.6% 49% False False 11,541
100 0.7697 0.7062 0.0635 8.5% 0.0049 0.6% 68% False False 9,241
120 0.7697 0.7024 0.0673 9.0% 0.0050 0.7% 69% False False 7,706
Crabel Price Patterns
NR False
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 0.0012
Fibonacci Retracements and Extensions
4.250 0.7725
2.618 0.7641
1.618 0.7589
1.000 0.7558
0.618 0.7538
HIGH 0.7506
0.618 0.7486
0.500 0.7480
0.382 0.7474
LOW 0.7455
0.618 0.7423
1.000 0.7403
1.618 0.7371
2.618 0.7320
4.250 0.7236
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 0.7487 0.7492
PP 0.7484 0.7492
S1 0.7480 0.7491

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

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