CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 0.7655 0.7608 -0.0047 -0.6% 0.7667
High 0.7661 0.7625 -0.0036 -0.5% 0.7736
Low 0.7605 0.7592 -0.0013 -0.2% 0.7592
Close 0.7612 0.7613 0.0001 0.0% 0.7613
Range 0.0056 0.0033 -0.0023 -40.5% 0.0144
ATR 0.0056 0.0054 -0.0002 -2.9% 0.0000
Volume 59,819 51,285 -8,534 -14.3% 333,096
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7709 0.7694 0.7631
R3 0.7676 0.7661 0.7622
R2 0.7643 0.7643 0.7619
R1 0.7628 0.7628 0.7616 0.7636
PP 0.7610 0.7610 0.7610 0.7614
S1 0.7595 0.7595 0.7610 0.7603
S2 0.7577 0.7577 0.7607
S3 0.7544 0.7562 0.7604
S4 0.7511 0.7529 0.7595
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.8079 0.7990 0.7692
R3 0.7935 0.7846 0.7653
R2 0.7791 0.7791 0.7639
R1 0.7702 0.7702 0.7626 0.7675
PP 0.7647 0.7647 0.7647 0.7633
S1 0.7558 0.7558 0.7600 0.7531
S2 0.7503 0.7503 0.7587
S3 0.7359 0.7414 0.7573
S4 0.7215 0.7270 0.7534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7736 0.7592 0.0144 1.9% 0.0048 0.6% 15% False True 66,619
10 0.7736 0.7481 0.0256 3.4% 0.0065 0.9% 52% False False 74,588
20 0.7736 0.7470 0.0267 3.5% 0.0056 0.7% 54% False False 73,762
40 0.7736 0.7453 0.0283 3.7% 0.0049 0.6% 57% False False 72,057
60 0.7736 0.7453 0.0283 3.7% 0.0049 0.6% 57% False False 57,518
80 0.7736 0.7432 0.0304 4.0% 0.0048 0.6% 60% False False 43,220
100 0.7736 0.7291 0.0446 5.9% 0.0046 0.6% 72% False False 34,590
120 0.7736 0.7232 0.0505 6.6% 0.0048 0.6% 76% False False 28,844
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 0.0015
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7765
2.618 0.7711
1.618 0.7678
1.000 0.7658
0.618 0.7645
HIGH 0.7625
0.618 0.7612
0.500 0.7609
0.382 0.7605
LOW 0.7592
0.618 0.7572
1.000 0.7559
1.618 0.7539
2.618 0.7506
4.250 0.7452
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 0.7612 0.7640
PP 0.7610 0.7631
S1 0.7609 0.7622

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

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