CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 0.7612 0.7615 0.0003 0.0% 0.7582
High 0.7621 0.7630 0.0009 0.1% 0.7646
Low 0.7590 0.7600 0.0010 0.1% 0.7574
Close 0.7610 0.7609 -0.0001 0.0% 0.7609
Range 0.0031 0.0030 -0.0001 -3.3% 0.0072
ATR 0.0042 0.0041 -0.0001 -2.1% 0.0000
Volume 65,128 51,168 -13,960 -21.4% 305,374
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7701 0.7685 0.7625
R3 0.7672 0.7655 0.7617
R2 0.7642 0.7642 0.7614
R1 0.7626 0.7626 0.7612 0.7619
PP 0.7613 0.7613 0.7613 0.7610
S1 0.7596 0.7596 0.7606 0.7590
S2 0.7583 0.7583 0.7604
S3 0.7554 0.7567 0.7601
S4 0.7524 0.7537 0.7593
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7824 0.7788 0.7648
R3 0.7753 0.7717 0.7629
R2 0.7681 0.7681 0.7622
R1 0.7645 0.7645 0.7616 0.7663
PP 0.7610 0.7610 0.7610 0.7619
S1 0.7574 0.7574 0.7602 0.7592
S2 0.7538 0.7538 0.7596
S3 0.7467 0.7502 0.7589
S4 0.7395 0.7431 0.7570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7646 0.7574 0.0072 0.9% 0.0037 0.5% 49% False False 61,074
10 0.7646 0.7542 0.0104 1.4% 0.0037 0.5% 65% False False 65,023
20 0.7646 0.7453 0.0193 2.5% 0.0038 0.5% 81% False False 65,292
40 0.7697 0.7453 0.0244 3.2% 0.0045 0.6% 64% False False 56,945
60 0.7697 0.7437 0.0261 3.4% 0.0045 0.6% 66% False False 38,115
80 0.7697 0.7332 0.0366 4.8% 0.0044 0.6% 76% False False 28,610
100 0.7697 0.7291 0.0407 5.3% 0.0046 0.6% 78% False False 22,911
120 0.7697 0.7062 0.0635 8.3% 0.0047 0.6% 86% False False 19,100
Crabel Price Patterns
NR True
NR4 True
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7755
2.618 0.7707
1.618 0.7677
1.000 0.7659
0.618 0.7648
HIGH 0.7630
0.618 0.7618
0.500 0.7615
0.382 0.7611
LOW 0.7600
0.618 0.7582
1.000 0.7571
1.618 0.7552
2.618 0.7523
4.250 0.7475
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 0.7615 0.7618
PP 0.7613 0.7615
S1 0.7611 0.7612

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

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