CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 20-Oct-2020

Day Change Summary
	Previous	Current
	19-Oct-2020	20-Oct-2020	Change	Change %	Previous Week
Open	0.7582	0.7584	0.0003	0.0%	0.7618
High	0.7605	0.7632	0.0027	0.4%	0.7635
Low	0.7581	0.7574	-0.0007	-0.1%	0.7542
Close	0.7587	0.7623	0.0036	0.5%	0.7587
Range	0.0025	0.0058	0.0034	136.7%	0.0093
ATR	0.0042	0.0043	0.0001	2.8%	0.0000
Volume	53,330	68,223	14,893	27.9%	344,856

Daily Pivots for day following 20-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7784	0.7761	0.7654
R3	0.7726	0.7703	0.7638
R2	0.7668	0.7668	0.7633
R1	0.7645	0.7645	0.7628	0.7656
PP	0.7610	0.7610	0.7610	0.7615
S1	0.7587	0.7587	0.7617	0.7598
S2	0.7552	0.7552	0.7612
S3	0.7494	0.7529	0.7607
S4	0.7436	0.7471	0.7591

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7865	0.7818	0.7637
R3	0.7773	0.7726	0.7612
R2	0.7680	0.7680	0.7603
R1	0.7633	0.7633	0.7595	0.7611
PP	0.7588	0.7588	0.7588	0.7576
S1	0.7541	0.7541	0.7578	0.7518
S2	0.7495	0.7495	0.7570
S3	0.7403	0.7448	0.7561
S4	0.7310	0.7356	0.7536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7632	0.7542	0.0090	1.2%	0.0042	0.6%	89%	True	False	70,153
10	0.7635	0.7497	0.0138	1.8%	0.0040	0.5%	91%	False	False	65,788
20	0.7635	0.7453	0.0182	2.4%	0.0041	0.5%	93%	False	False	67,282
40	0.7697	0.7453	0.0244	3.2%	0.0045	0.6%	69%	False	False	52,417
60	0.7697	0.7432	0.0265	3.5%	0.0045	0.6%	72%	False	False	35,060
80	0.7697	0.7302	0.0396	5.2%	0.0044	0.6%	81%	False	False	26,314
100	0.7697	0.7251	0.0447	5.9%	0.0047	0.6%	83%	False	False	21,075
120	0.7697	0.7062	0.0635	8.3%	0.0047	0.6%	88%	False	False	17,569

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7879
2.618	0.7784
1.618	0.7726
1.000	0.7690
0.618	0.7668
HIGH	0.7632
0.618	0.7610
0.500	0.7603
0.382	0.7596
LOW	0.7574
0.618	0.7538
1.000	0.7516
1.618	0.7480
2.618	0.7422
4.250	0.7328

Fisher Pivots for day following 20-Oct-2020
Pivot	1 day	3 day
R1	0.7616	0.7613
PP	0.7610	0.7603
S1	0.7603	0.7594

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