CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 0.7510 0.7529 0.0019 0.3% 0.7478
High 0.7539 0.7531 -0.0009 -0.1% 0.7539
Low 0.7508 0.7503 -0.0006 -0.1% 0.7453
Close 0.7536 0.7518 -0.0018 -0.2% 0.7518
Range 0.0031 0.0028 -0.0003 -9.7% 0.0086
ATR 0.0047 0.0046 -0.0001 -2.2% 0.0000
Volume 68,423 66,404 -2,019 -3.0% 341,436
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7601 0.7587 0.7533
R3 0.7573 0.7559 0.7525
R2 0.7545 0.7545 0.7523
R1 0.7531 0.7531 0.7520 0.7524
PP 0.7517 0.7517 0.7517 0.7513
S1 0.7503 0.7503 0.7515 0.7496
S2 0.7489 0.7489 0.7512
S3 0.7461 0.7475 0.7510
S4 0.7433 0.7447 0.7502
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7761 0.7725 0.7565
R3 0.7675 0.7639 0.7541
R2 0.7589 0.7589 0.7533
R1 0.7553 0.7553 0.7525 0.7571
PP 0.7503 0.7503 0.7503 0.7512
S1 0.7467 0.7467 0.7510 0.7485
S2 0.7417 0.7417 0.7502
S3 0.7331 0.7381 0.7494
S4 0.7245 0.7295 0.7470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7539 0.7453 0.0086 1.1% 0.0038 0.5% 75% False False 68,287
10 0.7594 0.7453 0.0141 1.9% 0.0046 0.6% 46% False False 74,801
20 0.7668 0.7453 0.0215 2.9% 0.0048 0.6% 30% False False 64,929
40 0.7697 0.7453 0.0244 3.2% 0.0047 0.6% 26% False False 33,031
60 0.7697 0.7332 0.0366 4.9% 0.0045 0.6% 51% False False 22,067
80 0.7697 0.7291 0.0407 5.4% 0.0047 0.6% 56% False False 16,573
100 0.7697 0.7077 0.0620 8.2% 0.0048 0.6% 71% False False 13,275
120 0.7697 0.7024 0.0673 9.0% 0.0049 0.7% 73% False False 11,067
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7650
2.618 0.7604
1.618 0.7576
1.000 0.7559
0.618 0.7548
HIGH 0.7531
0.618 0.7520
0.500 0.7517
0.382 0.7513
LOW 0.7503
0.618 0.7485
1.000 0.7475
1.618 0.7457
2.618 0.7429
4.250 0.7384
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 0.7517 0.7510
PP 0.7517 0.7503
S1 0.7517 0.7496

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

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