CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 0.7475 0.7487 0.0012 0.2% 0.7580
High 0.7506 0.7499 -0.0008 -0.1% 0.7594
Low 0.7455 0.7455 0.0000 0.0% 0.7455
Close 0.7491 0.7467 -0.0025 -0.3% 0.7467
Range 0.0052 0.0044 -0.0008 -14.6% 0.0140
ATR 0.0050 0.0050 0.0000 -0.9% 0.0000
Volume 84,260 62,071 -22,189 -26.3% 406,577
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7605 0.7580 0.7491
R3 0.7561 0.7536 0.7479
R2 0.7517 0.7517 0.7475
R1 0.7492 0.7492 0.7471 0.7483
PP 0.7473 0.7473 0.7473 0.7469
S1 0.7448 0.7448 0.7462 0.7439
S2 0.7429 0.7429 0.7458
S3 0.7385 0.7404 0.7454
S4 0.7341 0.7360 0.7442
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7924 0.7835 0.7543
R3 0.7784 0.7695 0.7505
R2 0.7645 0.7645 0.7492
R1 0.7556 0.7556 0.7479 0.7530
PP 0.7505 0.7505 0.7505 0.7492
S1 0.7416 0.7416 0.7454 0.7391
S2 0.7366 0.7366 0.7441
S3 0.7226 0.7277 0.7428
S4 0.7087 0.7137 0.7390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7594 0.7455 0.0140 1.9% 0.0054 0.7% 9% False True 81,315
10 0.7619 0.7455 0.0165 2.2% 0.0047 0.6% 7% False True 71,618
20 0.7697 0.7455 0.0243 3.2% 0.0051 0.7% 5% False True 48,599
40 0.7697 0.7437 0.0261 3.5% 0.0048 0.6% 12% False False 24,527
60 0.7697 0.7332 0.0366 4.9% 0.0045 0.6% 37% False False 16,383
80 0.7697 0.7291 0.0407 5.4% 0.0047 0.6% 43% False False 12,315
100 0.7697 0.7062 0.0635 8.5% 0.0049 0.7% 64% False False 9,861
120 0.7697 0.7024 0.0673 9.0% 0.0050 0.7% 66% False False 8,223
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7686
2.618 0.7614
1.618 0.7570
1.000 0.7543
0.618 0.7526
HIGH 0.7499
0.618 0.7482
0.500 0.7477
0.382 0.7471
LOW 0.7455
0.618 0.7427
1.000 0.7411
1.618 0.7383
2.618 0.7339
4.250 0.7268
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 0.7477 0.7489
PP 0.7473 0.7482
S1 0.7470 0.7474

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

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