CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 0.7608 0.7615 0.0007 0.1% 0.7667
High 0.7625 0.7655 0.0030 0.4% 0.7736
Low 0.7592 0.7611 0.0019 0.3% 0.7592
Close 0.7613 0.7637 0.0024 0.3% 0.7613
Range 0.0033 0.0044 0.0011 31.8% 0.0144
ATR 0.0054 0.0053 -0.0001 -1.4% 0.0000
Volume 51,285 51,357 72 0.1% 333,096
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7765 0.7744 0.7661
R3 0.7721 0.7701 0.7649
R2 0.7678 0.7678 0.7645
R1 0.7657 0.7657 0.7641 0.7668
PP 0.7634 0.7634 0.7634 0.7639
S1 0.7614 0.7614 0.7633 0.7624
S2 0.7591 0.7591 0.7629
S3 0.7547 0.7570 0.7625
S4 0.7504 0.7527 0.7613
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 0.7702 0.7592 0.0110 1.4% 0.0042 0.6% 41% False False 57,066
10 0.7736 0.7520 0.0216 2.8% 0.0061 0.8% 54% False False 71,886
20 0.7736 0.7470 0.0267 3.5% 0.0057 0.7% 63% False False 73,664
40 0.7736 0.7453 0.0283 3.7% 0.0048 0.6% 65% False False 70,732
60 0.7736 0.7453 0.0283 3.7% 0.0049 0.6% 65% False False 58,367
80 0.7736 0.7432 0.0304 4.0% 0.0048 0.6% 67% False False 43,859
100 0.7736 0.7291 0.0446 5.8% 0.0046 0.6% 78% False False 35,103
120 0.7736 0.7232 0.0505 6.6% 0.0048 0.6% 80% False False 29,272
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7839
2.618 0.7768
1.618 0.7725
1.000 0.7698
0.618 0.7681
HIGH 0.7655
0.618 0.7638
0.500 0.7633
0.382 0.7628
LOW 0.7611
0.618 0.7584
1.000 0.7568
1.618 0.7541
2.618 0.7497
4.250 0.7426
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 0.7636 0.7633
PP 0.7634 0.7630
S1 0.7633 0.7626

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

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