CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 0.7701 0.7693 -0.0008 -0.1% 0.7637
High 0.7739 0.7736 -0.0003 0.0% 0.7710
Low 0.7687 0.7691 0.0004 0.1% 0.7627
Close 0.7716 0.7730 0.0015 0.2% 0.7700
Range 0.0052 0.0045 -0.0007 -13.5% 0.0083
ATR 0.0047 0.0047 0.0000 -0.3% 0.0000
Volume 93,877 75,016 -18,861 -20.1% 261,343
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7854 0.7837 0.7755
R3 0.7809 0.7792 0.7742
R2 0.7764 0.7764 0.7738
R1 0.7747 0.7747 0.7734 0.7755
PP 0.7719 0.7719 0.7719 0.7723
S1 0.7702 0.7702 0.7726 0.7710
S2 0.7674 0.7674 0.7722
S3 0.7629 0.7657 0.7718
S4 0.7584 0.7612 0.7705
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7928 0.7897 0.7746
R3 0.7845 0.7814 0.7723
R2 0.7762 0.7762 0.7715
R1 0.7731 0.7731 0.7708 0.7746
PP 0.7679 0.7679 0.7679 0.7686
S1 0.7648 0.7648 0.7692 0.7663
S2 0.7596 0.7596 0.7685
S3 0.7513 0.7565 0.7677
S4 0.7430 0.7482 0.7654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7739 0.7640 0.0099 1.3% 0.0042 0.5% 91% False False 75,004
10 0.7739 0.7621 0.0118 1.5% 0.0041 0.5% 93% False False 64,311
20 0.7739 0.7520 0.0219 2.8% 0.0051 0.7% 96% False False 68,098
40 0.7739 0.7470 0.0269 3.5% 0.0048 0.6% 97% False False 69,416
60 0.7739 0.7453 0.0286 3.7% 0.0048 0.6% 97% False False 68,657
80 0.7739 0.7453 0.0286 3.7% 0.0047 0.6% 97% False False 51,874
100 0.7739 0.7332 0.0407 5.3% 0.0046 0.6% 98% False False 41,527
120 0.7739 0.7291 0.0448 5.8% 0.0046 0.6% 98% False False 34,618
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
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 0.7927
2.618 0.7853
1.618 0.7808
1.000 0.7781
0.618 0.7763
HIGH 0.7736
0.618 0.7718
0.500 0.7713
0.382 0.7708
LOW 0.7691
0.618 0.7663
1.000 0.7646
1.618 0.7618
2.618 0.7573
4.250 0.7499
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 0.7724 0.7723
PP 0.7719 0.7716
S1 0.7713 0.7708

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.