CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 0.7612 0.7608 -0.0005 -0.1% 0.7523
High 0.7625 0.7609 -0.0016 -0.2% 0.7629
Low 0.7597 0.7542 -0.0055 -0.7% 0.7497
Close 0.7609 0.7563 -0.0046 -0.6% 0.7616
Range 0.0028 0.0067 0.0039 141.8% 0.0132
ATR 0.0042 0.0044 0.0002 4.2% 0.0000
Volume 54,503 108,312 53,809 98.7% 314,175
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7771 0.7733 0.7599
R3 0.7704 0.7667 0.7581
R2 0.7638 0.7638 0.7575
R1 0.7600 0.7600 0.7569 0.7586
PP 0.7571 0.7571 0.7571 0.7564
S1 0.7534 0.7534 0.7556 0.7519
S2 0.7505 0.7505 0.7550
S3 0.7438 0.7467 0.7544
S4 0.7372 0.7401 0.7526
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 0.7542 0.0093 1.2% 0.0039 0.5% 22% False True 71,587
10 0.7635 0.7497 0.0138 1.8% 0.0038 0.5% 48% False False 65,903
20 0.7635 0.7453 0.0182 2.4% 0.0043 0.6% 60% False False 70,257
40 0.7697 0.7453 0.0244 3.2% 0.0046 0.6% 45% False False 47,766
60 0.7697 0.7432 0.0265 3.5% 0.0045 0.6% 49% False False 31,936
80 0.7697 0.7291 0.0407 5.4% 0.0044 0.6% 67% False False 23,967
100 0.7697 0.7232 0.0466 6.2% 0.0047 0.6% 71% False False 19,198
120 0.7697 0.7062 0.0635 8.4% 0.0047 0.6% 79% False False 16,003
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 0.0007
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7891
2.618 0.7783
1.618 0.7716
1.000 0.7675
0.618 0.7650
HIGH 0.7609
0.618 0.7583
0.500 0.7575
0.382 0.7567
LOW 0.7542
0.618 0.7501
1.000 0.7476
1.618 0.7434
2.618 0.7368
4.250 0.7259
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 0.7575 0.7588
PP 0.7571 0.7580
S1 0.7567 0.7571

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

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