CME Canadian Dollar Future December 2020

Trading Metrics calculated at close of trading on 17-Nov-2020

Day Change Summary
	Previous	Current
	16-Nov-2020	17-Nov-2020	Change	Change %	Previous Week
Open	0.7615	0.7648	0.0033	0.4%	0.7667
High	0.7655	0.7656	0.0001	0.0%	0.7736
Low	0.7611	0.7624	0.0013	0.2%	0.7592
Close	0.7637	0.7644	0.0007	0.1%	0.7613
Range	0.0044	0.0032	-0.0012	-27.6%	0.0144
ATR	0.0053	0.0052	-0.0002	-2.9%	0.0000
Volume	51,357	47,351	-4,006	-7.8%	333,096

Daily Pivots for day following 17-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7736	0.7721	0.7661
R3	0.7704	0.7690	0.7652
R2	0.7673	0.7673	0.7649
R1	0.7658	0.7658	0.7646	0.7650
PP	0.7641	0.7641	0.7641	0.7637
S1	0.7627	0.7627	0.7641	0.7618
S2	0.7610	0.7610	0.7638
S3	0.7578	0.7595	0.7635
S4	0.7547	0.7564	0.7626

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	0.7688	0.7592	0.0096	1.3%	0.0041	0.5%	54%	False	False	51,569
10	0.7736	0.7520	0.0216	2.8%	0.0056	0.7%	57%	False	False	68,973
20	0.7736	0.7470	0.0267	3.5%	0.0056	0.7%	65%	False	False	72,620
40	0.7736	0.7453	0.0283	3.7%	0.0048	0.6%	67%	False	False	69,951
60	0.7736	0.7453	0.0283	3.7%	0.0049	0.6%	67%	False	False	59,151
80	0.7736	0.7432	0.0304	4.0%	0.0048	0.6%	70%	False	False	44,450
100	0.7736	0.7302	0.0435	5.7%	0.0046	0.6%	79%	False	False	35,575
120	0.7736	0.7251	0.0486	6.4%	0.0048	0.6%	81%	False	False	29,666

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	0.0013
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7789
2.618	0.7738
1.618	0.7706
1.000	0.7687
0.618	0.7675
HIGH	0.7656
0.618	0.7643
0.500	0.7640
0.382	0.7636
LOW	0.7624
0.618	0.7605
1.000	0.7593
1.618	0.7573
2.618	0.7542
4.250	0.7490

Fisher Pivots for day following 17-Nov-2020
Pivot	1 day	3 day
R1	0.7642	0.7637
PP	0.7641	0.7630
S1	0.7640	0.7624

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols