CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 0.7648 0.7634 -0.0014 -0.2% 0.7667
High 0.7656 0.7673 0.0017 0.2% 0.7736
Low 0.7624 0.7624 0.0000 0.0% 0.7592
Close 0.7644 0.7664 0.0021 0.3% 0.7613
Range 0.0032 0.0049 0.0017 54.0% 0.0144
ATR 0.0052 0.0052 0.0000 -0.4% 0.0000
Volume 47,351 59,287 11,936 25.2% 333,096
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7799 0.7780 0.7691
R3 0.7751 0.7732 0.7677
R2 0.7702 0.7702 0.7673
R1 0.7683 0.7683 0.7668 0.7693
PP 0.7654 0.7654 0.7654 0.7658
S1 0.7635 0.7635 0.7660 0.7644
S2 0.7605 0.7605 0.7655
S3 0.7557 0.7586 0.7651
S4 0.7508 0.7538 0.7637
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 0.7673 0.7592 0.0081 1.1% 0.0042 0.6% 89% True False 53,819
10 0.7736 0.7589 0.0147 1.9% 0.0049 0.6% 51% False False 63,810
20 0.7736 0.7470 0.0267 3.5% 0.0056 0.7% 73% False False 72,208
40 0.7736 0.7453 0.0283 3.7% 0.0048 0.6% 75% False False 69,501
60 0.7736 0.7453 0.0283 3.7% 0.0049 0.6% 75% False False 60,131
80 0.7736 0.7432 0.0304 4.0% 0.0048 0.6% 76% False False 45,187
100 0.7736 0.7302 0.0435 5.7% 0.0046 0.6% 83% False False 36,168
120 0.7736 0.7291 0.0446 5.8% 0.0048 0.6% 84% False False 30,160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7879
2.618 0.7799
1.618 0.7751
1.000 0.7721
0.618 0.7702
HIGH 0.7673
0.618 0.7654
0.500 0.7648
0.382 0.7643
LOW 0.7624
0.618 0.7594
1.000 0.7576
1.618 0.7546
2.618 0.7497
4.250 0.7418
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 0.7659 0.7657
PP 0.7654 0.7649
S1 0.7648 0.7642

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

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