CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 10-Nov-2020
Day Change Summary
Previous Current
09-Nov-2020 10-Nov-2020 Change Change % Previous Week
Open 0.7667 0.7692 0.0025 0.3% 0.7512
High 0.7736 0.7702 -0.0034 -0.4% 0.7682
Low 0.7667 0.7663 -0.0004 0.0% 0.7481
Close 0.7703 0.7682 -0.0022 -0.3% 0.7678
Range 0.0070 0.0039 -0.0031 -43.9% 0.0201
ATR 0.0058 0.0057 -0.0001 -2.2% 0.0000
Volume 99,122 74,833 -24,289 -24.5% 412,791
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7799 0.7779 0.7703
R3 0.7760 0.7740 0.7692
R2 0.7721 0.7721 0.7689
R1 0.7701 0.7701 0.7685 0.7692
PP 0.7682 0.7682 0.7682 0.7677
S1 0.7662 0.7662 0.7678 0.7653
S2 0.7643 0.7643 0.7674
S3 0.7604 0.7623 0.7671
S4 0.7565 0.7584 0.7660
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% 0.0072 0.9% 75% False False 86,377
10 0.7736 0.7470 0.0267 3.5% 0.0071 0.9% 80% False False 89,215
20 0.7736 0.7470 0.0267 3.5% 0.0056 0.7% 80% False False 77,266
40 0.7736 0.7453 0.0283 3.7% 0.0050 0.6% 81% False False 73,171
60 0.7736 0.7453 0.0283 3.7% 0.0049 0.6% 81% False False 54,917
80 0.7736 0.7390 0.0347 4.5% 0.0048 0.6% 84% False False 41,235
100 0.7736 0.7291 0.0446 5.8% 0.0047 0.6% 88% False False 32,999
120 0.7736 0.7122 0.0615 8.0% 0.0049 0.6% 91% False False 27,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7868
2.618 0.7804
1.618 0.7765
1.000 0.7741
0.618 0.7726
HIGH 0.7702
0.618 0.7687
0.500 0.7683
0.382 0.7678
LOW 0.7663
0.618 0.7639
1.000 0.7624
1.618 0.7600
2.618 0.7561
4.250 0.7497
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 0.7683 0.7686
PP 0.7682 0.7685
S1 0.7682 0.7683

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

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