CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 0.7661 0.7667 0.0007 0.1% 0.7512
High 0.7682 0.7736 0.0055 0.7% 0.7682
Low 0.7636 0.7667 0.0031 0.4% 0.7481
Close 0.7678 0.7703 0.0026 0.3% 0.7678
Range 0.0046 0.0070 0.0024 52.7% 0.0201
ATR 0.0057 0.0058 0.0001 1.5% 0.0000
Volume 68,205 99,122 30,917 45.3% 412,791
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7910 0.7876 0.7741
R3 0.7841 0.7807 0.7722
R2 0.7771 0.7771 0.7716
R1 0.7737 0.7737 0.7709 0.7754
PP 0.7702 0.7702 0.7702 0.7710
S1 0.7668 0.7668 0.7697 0.7685
S2 0.7632 0.7632 0.7690
S3 0.7563 0.7598 0.7684
S4 0.7493 0.7529 0.7665
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.8216 0.8148 0.7788
R3 0.8015 0.7947 0.7733
R2 0.7814 0.7814 0.7714
R1 0.7746 0.7746 0.7696 0.7780
PP 0.7613 0.7613 0.7613 0.7630
S1 0.7545 0.7545 0.7659 0.7579
S2 0.7412 0.7412 0.7641
S3 0.7211 0.7344 0.7622
S4 0.7010 0.7143 0.7567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7736 0.7520 0.0216 2.8% 0.0079 1.0% 85% True False 86,706
10 0.7736 0.7470 0.0267 3.5% 0.0071 0.9% 88% True False 87,278
20 0.7736 0.7470 0.0267 3.5% 0.0056 0.7% 88% True False 77,356
40 0.7736 0.7453 0.0283 3.7% 0.0050 0.6% 88% True False 72,678
60 0.7736 0.7453 0.0283 3.7% 0.0049 0.6% 88% True False 53,673
80 0.7736 0.7355 0.0381 4.9% 0.0048 0.6% 91% True False 40,300
100 0.7736 0.7291 0.0446 5.8% 0.0047 0.6% 93% True False 32,251
120 0.7736 0.7122 0.0615 8.0% 0.0049 0.6% 95% True False 26,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8031
2.618 0.7918
1.618 0.7848
1.000 0.7806
0.618 0.7779
HIGH 0.7736
0.618 0.7709
0.500 0.7701
0.382 0.7693
LOW 0.7667
0.618 0.7624
1.000 0.7597
1.618 0.7554
2.618 0.7485
4.250 0.7371
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 0.7702 0.7690
PP 0.7702 0.7676
S1 0.7701 0.7663

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

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