CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 0.7692 0.7675 -0.0017 -0.2% 0.7512
High 0.7702 0.7688 -0.0014 -0.2% 0.7682
Low 0.7663 0.7648 -0.0016 -0.2% 0.7481
Close 0.7682 0.7653 -0.0029 -0.4% 0.7678
Range 0.0039 0.0041 0.0002 3.8% 0.0201
ATR 0.0057 0.0056 -0.0001 -2.1% 0.0000
Volume 74,833 48,037 -26,796 -35.8% 412,791
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7784 0.7759 0.7675
R3 0.7744 0.7718 0.7664
R2 0.7703 0.7703 0.7660
R1 0.7678 0.7678 0.7656 0.7670
PP 0.7663 0.7663 0.7663 0.7659
S1 0.7637 0.7637 0.7649 0.7630
S2 0.7622 0.7622 0.7645
S3 0.7582 0.7597 0.7641
S4 0.7541 0.7556 0.7630
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 0.7589 0.0147 1.9% 0.0056 0.7% 43% False False 73,800
10 0.7736 0.7470 0.0267 3.5% 0.0066 0.9% 69% False False 82,490
20 0.7736 0.7470 0.0267 3.5% 0.0057 0.7% 69% False False 76,943
40 0.7736 0.7453 0.0283 3.7% 0.0049 0.6% 70% False False 72,757
60 0.7736 0.7453 0.0283 3.7% 0.0049 0.6% 70% False False 55,709
80 0.7736 0.7419 0.0317 4.1% 0.0048 0.6% 74% False False 41,834
100 0.7736 0.7291 0.0446 5.8% 0.0046 0.6% 81% False False 33,479
120 0.7736 0.7162 0.0575 7.5% 0.0049 0.6% 85% False False 27,920
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7860
2.618 0.7794
1.618 0.7754
1.000 0.7729
0.618 0.7713
HIGH 0.7688
0.618 0.7673
0.500 0.7668
0.382 0.7663
LOW 0.7648
0.618 0.7622
1.000 0.7607
1.618 0.7582
2.618 0.7541
4.250 0.7475
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 0.7668 0.7692
PP 0.7663 0.7679
S1 0.7658 0.7666

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

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