CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 12-Oct-2020

Day Change Summary
	Previous	Current
	09-Oct-2020	12-Oct-2020	Change	Change %	Previous Week
Open	0.7579	0.7618	0.0039	0.5%	0.7523
High	0.7629	0.7634	0.0006	0.1%	0.7629
Low	0.7579	0.7610	0.0031	0.4%	0.7497
Close	0.7616	0.7626	0.0010	0.1%	0.7616
Range	0.0050	0.0025	-0.0026	-51.0%	0.0132
ATR	0.0046	0.0044	-0.0002	-3.3%	0.0000
Volume	79,478	39,012	-40,466	-50.9%	314,175

Daily Pivots for day following 12-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7697	0.7686	0.7639
R3	0.7672	0.7661	0.7632
R2	0.7648	0.7648	0.7630
R1	0.7637	0.7637	0.7628	0.7642
PP	0.7623	0.7623	0.7623	0.7626
S1	0.7612	0.7612	0.7623	0.7618
S2	0.7599	0.7599	0.7621
S3	0.7574	0.7588	0.7619
S4	0.7550	0.7563	0.7612

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	0.7634	0.7497	0.0138	1.8%	0.0041	0.5%	94%	True	False	60,215
10	0.7634	0.7453	0.0181	2.4%	0.0040	0.5%	95%	True	False	64,443
20	0.7634	0.7453	0.0181	2.4%	0.0044	0.6%	95%	True	False	68,000
40	0.7697	0.7453	0.0244	3.2%	0.0046	0.6%	71%	False	False	41,831
60	0.7697	0.7355	0.0342	4.5%	0.0045	0.6%	79%	False	False	27,948
80	0.7697	0.7291	0.0407	5.3%	0.0044	0.6%	82%	False	False	20,975
100	0.7697	0.7122	0.0576	7.5%	0.0047	0.6%	88%	False	False	16,806
120	0.7697	0.7058	0.0639	8.4%	0.0048	0.6%	89%	False	False	14,008

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0008
Narrowest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	0.7738
2.618	0.7698
1.618	0.7674
1.000	0.7659
0.618	0.7649
HIGH	0.7634
0.618	0.7625
0.500	0.7622
0.382	0.7619
LOW	0.7610
0.618	0.7594
1.000	0.7585
1.618	0.7570
2.618	0.7545
4.250	0.7505

Fisher Pivots for day following 12-Oct-2020
Pivot	1 day	3 day
R1	0.7624	0.7613
PP	0.7623	0.7600
S1	0.7622	0.7587

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