CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 0.7801 0.7801 -0.0001 0.0% 0.7701
High 0.7831 0.7870 0.0039 0.5% 0.7830
Low 0.7792 0.7795 0.0003 0.0% 0.7687
Close 0.7801 0.7846 0.0045 0.6% 0.7826
Range 0.0039 0.0075 0.0036 92.3% 0.0143
ATR 0.0045 0.0047 0.0002 4.7% 0.0000
Volume 132,119 123,838 -8,281 -6.3% 373,423
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8062 0.8029 0.7887
R3 0.7987 0.7954 0.7867
R2 0.7912 0.7912 0.7860
R1 0.7879 0.7879 0.7853 0.7895
PP 0.7837 0.7837 0.7837 0.7845
S1 0.7804 0.7804 0.7839 0.7820
S2 0.7762 0.7762 0.7832
S3 0.7687 0.7729 0.7825
S4 0.7612 0.7654 0.7805
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 0.7870 0.7768 0.0102 1.3% 0.0049 0.6% 77% True False 102,025
10 0.7870 0.7678 0.0192 2.4% 0.0046 0.6% 88% True False 86,189
20 0.7870 0.7592 0.0278 3.5% 0.0043 0.6% 92% True False 72,029
40 0.7870 0.7470 0.0400 5.1% 0.0050 0.6% 94% True False 74,486
60 0.7870 0.7453 0.0417 5.3% 0.0047 0.6% 94% True False 72,515
80 0.7870 0.7453 0.0417 5.3% 0.0048 0.6% 94% True False 59,789
100 0.7870 0.7419 0.0451 5.7% 0.0047 0.6% 95% True False 47,873
120 0.7870 0.7291 0.0579 7.4% 0.0046 0.6% 96% True False 39,904
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8188
2.618 0.8066
1.618 0.7991
1.000 0.7945
0.618 0.7916
HIGH 0.7870
0.618 0.7841
0.500 0.7832
0.382 0.7823
LOW 0.7795
0.618 0.7748
1.000 0.7720
1.618 0.7673
2.618 0.7598
4.250 0.7476
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 0.7841 0.7841
PP 0.7837 0.7836
S1 0.7832 0.7831

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

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