CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 21-Oct-2020

Day Change Summary
	Previous	Current
	20-Oct-2020	21-Oct-2020	Change	Change %	Previous Week
Open	0.7584	0.7618	0.0034	0.4%	0.7618
High	0.7632	0.7646	0.0014	0.2%	0.7635
Low	0.7574	0.7604	0.0030	0.4%	0.7542
Close	0.7623	0.7617	-0.0006	-0.1%	0.7587
Range	0.0058	0.0042	-0.0017	-28.4%	0.0093
ATR	0.0043	0.0043	0.0000	-0.2%	0.0000
Volume	68,223	67,525	-698	-1.0%	344,856

Daily Pivots for day following 21-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7747	0.7723	0.7639
R3	0.7705	0.7682	0.7628
R2	0.7664	0.7664	0.7624
R1	0.7640	0.7640	0.7620	0.7631
PP	0.7622	0.7622	0.7622	0.7618
S1	0.7599	0.7599	0.7613	0.7590
S2	0.7581	0.7581	0.7609
S3	0.7539	0.7557	0.7605
S4	0.7498	0.7516	0.7594

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	0.7646	0.7542	0.0104	1.4%	0.0045	0.6%	72%	True	False	72,757
10	0.7646	0.7539	0.0107	1.4%	0.0040	0.5%	73%	True	False	67,108
20	0.7646	0.7453	0.0193	2.5%	0.0040	0.5%	85%	True	False	66,793
40	0.7697	0.7453	0.0244	3.2%	0.0045	0.6%	67%	False	False	54,093
60	0.7697	0.7432	0.0265	3.5%	0.0045	0.6%	70%	False	False	36,180
80	0.7697	0.7302	0.0396	5.2%	0.0044	0.6%	80%	False	False	27,158
100	0.7697	0.7291	0.0407	5.3%	0.0046	0.6%	80%	False	False	21,750
120	0.7697	0.7062	0.0635	8.3%	0.0047	0.6%	87%	False	False	18,131

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7822
2.618	0.7754
1.618	0.7713
1.000	0.7687
0.618	0.7671
HIGH	0.7646
0.618	0.7630
0.500	0.7625
0.382	0.7620
LOW	0.7604
0.618	0.7578
1.000	0.7563
1.618	0.7537
2.618	0.7495
4.250	0.7428

Fisher Pivots for day following 21-Oct-2020
Pivot	1 day	3 day
R1	0.7625	0.7614
PP	0.7622	0.7612
S1	0.7619	0.7610

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