CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 0.7615 0.7620 0.0005 0.1% 0.7582
High 0.7630 0.7620 -0.0010 -0.1% 0.7646
Low 0.7600 0.7563 -0.0038 -0.5% 0.7574
Close 0.7609 0.7578 -0.0031 -0.4% 0.7609
Range 0.0030 0.0058 0.0028 94.9% 0.0072
ATR 0.0041 0.0042 0.0001 2.9% 0.0000
Volume 51,168 63,126 11,958 23.4% 305,374
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7759 0.7726 0.7610
R3 0.7702 0.7669 0.7594
R2 0.7644 0.7644 0.7589
R1 0.7611 0.7611 0.7583 0.7599
PP 0.7587 0.7587 0.7587 0.7581
S1 0.7554 0.7554 0.7573 0.7542
S2 0.7529 0.7529 0.7567
S3 0.7472 0.7496 0.7562
S4 0.7414 0.7439 0.7546
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 0.7563 0.0083 1.1% 0.0043 0.6% 19% False True 63,034
10 0.7646 0.7542 0.0104 1.4% 0.0040 0.5% 35% False False 67,434
20 0.7646 0.7453 0.0193 2.5% 0.0040 0.5% 65% False False 65,938
40 0.7697 0.7453 0.0244 3.2% 0.0045 0.6% 51% False False 58,480
60 0.7697 0.7437 0.0261 3.4% 0.0045 0.6% 54% False False 39,164
80 0.7697 0.7332 0.0366 4.8% 0.0044 0.6% 67% False False 29,398
100 0.7697 0.7291 0.0407 5.4% 0.0046 0.6% 71% False False 23,541
120 0.7697 0.7062 0.0635 8.4% 0.0047 0.6% 81% False False 19,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7864
2.618 0.7771
1.618 0.7713
1.000 0.7678
0.618 0.7656
HIGH 0.7620
0.618 0.7598
0.500 0.7591
0.382 0.7584
LOW 0.7563
0.618 0.7527
1.000 0.7505
1.618 0.7469
2.618 0.7412
4.250 0.7318
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 0.7591 0.7596
PP 0.7587 0.7590
S1 0.7582 0.7584

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

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