CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 09-Dec-2020
Day Change Summary
Previous Current
08-Dec-2020 09-Dec-2020 Change Change % Previous Week
Open 0.7813 0.7801 -0.0012 -0.2% 0.7701
High 0.7832 0.7831 -0.0001 0.0% 0.7830
Low 0.7798 0.7792 -0.0006 -0.1% 0.7687
Close 0.7802 0.7801 -0.0001 0.0% 0.7826
Range 0.0035 0.0039 0.0005 13.0% 0.0143
ATR 0.0046 0.0045 0.0000 -1.0% 0.0000
Volume 89,323 132,119 42,796 47.9% 373,423
Daily Pivots for day following 09-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7925 0.7902 0.7822
R3 0.7886 0.7863 0.7812
R2 0.7847 0.7847 0.7808
R1 0.7824 0.7824 0.7805 0.7821
PP 0.7808 0.7808 0.7808 0.7806
S1 0.7785 0.7785 0.7797 0.7782
S2 0.7769 0.7769 0.7794
S3 0.7730 0.7746 0.7790
S4 0.7691 0.7707 0.7780
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8210 0.8161 0.7904
R3 0.8067 0.8018 0.7865
R2 0.7924 0.7924 0.7852
R1 0.7875 0.7875 0.7839 0.7899
PP 0.7781 0.7781 0.7781 0.7793
S1 0.7732 0.7732 0.7812 0.7756
S2 0.7638 0.7638 0.7799
S3 0.7495 0.7589 0.7786
S4 0.7352 0.7446 0.7747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7832 0.7727 0.0105 1.3% 0.0045 0.6% 70% False False 90,090
10 0.7832 0.7676 0.0157 2.0% 0.0041 0.5% 80% False False 80,064
20 0.7832 0.7592 0.0240 3.1% 0.0042 0.5% 87% False False 68,239
40 0.7832 0.7470 0.0363 4.6% 0.0049 0.6% 91% False False 72,753
60 0.7832 0.7453 0.0379 4.9% 0.0047 0.6% 92% False False 71,527
80 0.7832 0.7453 0.0379 4.9% 0.0047 0.6% 92% False False 58,247
100 0.7832 0.7390 0.0443 5.7% 0.0047 0.6% 93% False False 46,636
120 0.7832 0.7291 0.0542 6.9% 0.0046 0.6% 94% False False 38,873
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7933
1.618 0.7894
1.000 0.7870
0.618 0.7855
HIGH 0.7831
0.618 0.7816
0.500 0.7812
0.382 0.7807
LOW 0.7792
0.618 0.7768
1.000 0.7753
1.618 0.7729
2.618 0.7690
4.250 0.7626
Fisher Pivots for day following 09-Dec-2020
Pivot 1 day 3 day
R1 0.7812 0.7812
PP 0.7808 0.7808
S1 0.7805 0.7805

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

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