CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 0.7628 0.7612 -0.0016 -0.2% 0.7523
High 0.7635 0.7625 -0.0010 -0.1% 0.7629
Low 0.7607 0.7597 -0.0010 -0.1% 0.7497
Close 0.7611 0.7609 -0.0003 0.0% 0.7616
Range 0.0028 0.0028 0.0000 0.0% 0.0132
ATR 0.0043 0.0042 -0.0001 -2.6% 0.0000
Volume 76,630 54,503 -22,127 -28.9% 314,175
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7693 0.7678 0.7624
R3 0.7665 0.7651 0.7616
R2 0.7638 0.7638 0.7614
R1 0.7623 0.7623 0.7611 0.7617
PP 0.7610 0.7610 0.7610 0.7607
S1 0.7596 0.7596 0.7606 0.7589
S2 0.7583 0.7583 0.7603
S3 0.7555 0.7568 0.7601
S4 0.7528 0.7541 0.7593
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 0.7635 0.7539 0.0096 1.3% 0.0034 0.4% 73% False False 61,458
10 0.7635 0.7497 0.0138 1.8% 0.0035 0.5% 81% False False 61,914
20 0.7635 0.7453 0.0182 2.4% 0.0042 0.6% 86% False False 68,572
40 0.7697 0.7453 0.0244 3.2% 0.0046 0.6% 64% False False 45,093
60 0.7697 0.7419 0.0278 3.7% 0.0045 0.6% 68% False False 30,132
80 0.7697 0.7291 0.0407 5.3% 0.0044 0.6% 78% False False 22,614
100 0.7697 0.7162 0.0536 7.0% 0.0047 0.6% 83% False False 18,115
120 0.7697 0.7062 0.0635 8.3% 0.0047 0.6% 86% False False 15,101
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Fibonacci Retracements and Extensions
4.250 0.7741
2.618 0.7696
1.618 0.7669
1.000 0.7652
0.618 0.7641
HIGH 0.7625
0.618 0.7614
0.500 0.7611
0.382 0.7608
LOW 0.7597
0.618 0.7580
1.000 0.7570
1.618 0.7553
2.618 0.7525
4.250 0.7480
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 0.7611 0.7616
PP 0.7610 0.7613
S1 0.7609 0.7611

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

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