CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 0.7634 0.7646 0.0012 0.2% 0.7667
High 0.7673 0.7662 -0.0011 -0.1% 0.7736
Low 0.7624 0.7621 -0.0004 0.0% 0.7592
Close 0.7664 0.7655 -0.0009 -0.1% 0.7613
Range 0.0049 0.0042 -0.0007 -14.4% 0.0144
ATR 0.0052 0.0051 -0.0001 -1.1% 0.0000
Volume 59,287 54,956 -4,331 -7.3% 333,096
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7770 0.7754 0.7678
R3 0.7729 0.7713 0.7666
R2 0.7687 0.7687 0.7663
R1 0.7671 0.7671 0.7659 0.7679
PP 0.7646 0.7646 0.7646 0.7650
S1 0.7630 0.7630 0.7651 0.7638
S2 0.7604 0.7604 0.7647
S3 0.7563 0.7588 0.7644
S4 0.7521 0.7547 0.7632
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% 0.0040 0.5% 78% False False 52,847
10 0.7736 0.7592 0.0144 1.9% 0.0045 0.6% 44% False False 61,425
20 0.7736 0.7470 0.0267 3.5% 0.0057 0.7% 70% False False 71,700
40 0.7736 0.7453 0.0283 3.7% 0.0048 0.6% 71% False False 68,768
60 0.7736 0.7453 0.0283 3.7% 0.0049 0.6% 71% False False 61,027
80 0.7736 0.7432 0.0304 4.0% 0.0048 0.6% 73% False False 45,873
100 0.7736 0.7332 0.0405 5.3% 0.0046 0.6% 80% False False 36,717
120 0.7736 0.7291 0.0446 5.8% 0.0048 0.6% 82% False False 30,617
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7838
2.618 0.7771
1.618 0.7729
1.000 0.7704
0.618 0.7688
HIGH 0.7662
0.618 0.7646
0.500 0.7641
0.382 0.7636
LOW 0.7621
0.618 0.7595
1.000 0.7579
1.618 0.7553
2.618 0.7512
4.250 0.7444
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 0.7650 0.7652
PP 0.7646 0.7649
S1 0.7641 0.7647

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.