CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 09-Oct-2020
Day Change Summary
Previous Current
08-Oct-2020 09-Oct-2020 Change Change % Previous Week
Open 0.7542 0.7579 0.0037 0.5% 0.7523
High 0.7580 0.7629 0.0049 0.6% 0.7629
Low 0.7539 0.7579 0.0040 0.5% 0.7497
Close 0.7575 0.7616 0.0041 0.5% 0.7616
Range 0.0041 0.0050 0.0009 22.0% 0.0132
ATR 0.0045 0.0046 0.0001 1.4% 0.0000
Volume 57,671 79,478 21,807 37.8% 314,175
Daily Pivots for day following 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7758 0.7737 0.7643
R3 0.7708 0.7687 0.7629
R2 0.7658 0.7658 0.7625
R1 0.7637 0.7637 0.7620 0.7647
PP 0.7608 0.7608 0.7608 0.7613
S1 0.7587 0.7587 0.7611 0.7597
S2 0.7558 0.7558 0.7606
S3 0.7508 0.7537 0.7602
S4 0.7458 0.7487 0.7588
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7976 0.7928 0.7688
R3 0.7844 0.7796 0.7652
R2 0.7712 0.7712 0.7640
R1 0.7664 0.7664 0.7628 0.7688
PP 0.7580 0.7580 0.7580 0.7592
S1 0.7532 0.7532 0.7603 0.7556
S2 0.7448 0.7448 0.7591
S3 0.7316 0.7400 0.7579
S4 0.7184 0.7268 0.7543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7629 0.7497 0.0132 1.7% 0.0042 0.5% 90% True False 62,835
10 0.7629 0.7453 0.0176 2.3% 0.0040 0.5% 93% True False 65,561
20 0.7629 0.7453 0.0176 2.3% 0.0044 0.6% 93% True False 68,589
40 0.7697 0.7453 0.0244 3.2% 0.0047 0.6% 67% False False 40,861
60 0.7697 0.7355 0.0342 4.5% 0.0045 0.6% 76% False False 27,298
80 0.7697 0.7291 0.0407 5.3% 0.0045 0.6% 80% False False 20,488
100 0.7697 0.7122 0.0576 7.6% 0.0047 0.6% 86% False False 16,415
120 0.7697 0.7042 0.0656 8.6% 0.0048 0.6% 88% False False 13,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7841
2.618 0.7759
1.618 0.7709
1.000 0.7679
0.618 0.7659
HIGH 0.7629
0.618 0.7609
0.500 0.7604
0.382 0.7598
LOW 0.7579
0.618 0.7548
1.000 0.7529
1.618 0.7498
2.618 0.7448
4.250 0.7366
Fisher Pivots for day following 09-Oct-2020
Pivot 1 day 3 day
R1 0.7612 0.7598
PP 0.7608 0.7580
S1 0.7604 0.7563

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

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