CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 0.7515 0.7519 0.0004 0.0% 0.7583
High 0.7530 0.7524 -0.0006 -0.1% 0.7619
Low 0.7495 0.7473 -0.0022 -0.3% 0.7551
Close 0.7516 0.7476 -0.0040 -0.5% 0.7580
Range 0.0036 0.0052 0.0016 45.1% 0.0069
ATR 0.0050 0.0050 0.0000 0.2% 0.0000
Volume 78,609 77,272 -1,337 -1.7% 309,605
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7645 0.7612 0.7504
R3 0.7594 0.7561 0.7490
R2 0.7542 0.7542 0.7485
R1 0.7509 0.7509 0.7481 0.7500
PP 0.7491 0.7491 0.7491 0.7486
S1 0.7458 0.7458 0.7471 0.7449
S2 0.7439 0.7439 0.7467
S3 0.7388 0.7406 0.7462
S4 0.7336 0.7355 0.7448
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7789 0.7753 0.7618
R3 0.7720 0.7684 0.7599
R2 0.7652 0.7652 0.7593
R1 0.7616 0.7616 0.7586 0.7600
PP 0.7583 0.7583 0.7583 0.7575
S1 0.7547 0.7547 0.7574 0.7531
S2 0.7515 0.7515 0.7567
S3 0.7446 0.7479 0.7561
S4 0.7378 0.7410 0.7542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7614 0.7473 0.0141 1.9% 0.0054 0.7% 2% False True 79,866
10 0.7625 0.7473 0.0152 2.0% 0.0046 0.6% 2% False True 69,988
20 0.7697 0.7473 0.0225 3.0% 0.0051 0.7% 2% False True 41,391
40 0.7697 0.7432 0.0265 3.5% 0.0048 0.6% 17% False False 20,873
60 0.7697 0.7302 0.0396 5.3% 0.0045 0.6% 44% False False 13,945
80 0.7697 0.7291 0.0407 5.4% 0.0047 0.6% 46% False False 10,489
100 0.7697 0.7062 0.0635 8.5% 0.0048 0.6% 65% False False 8,398
120 0.7697 0.7024 0.0673 9.0% 0.0050 0.7% 67% False False 7,003
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7743
2.618 0.7659
1.618 0.7607
1.000 0.7576
0.618 0.7556
HIGH 0.7524
0.618 0.7504
0.500 0.7498
0.382 0.7492
LOW 0.7473
0.618 0.7441
1.000 0.7421
1.618 0.7389
2.618 0.7338
4.250 0.7254
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 0.7498 0.7533
PP 0.7491 0.7514
S1 0.7483 0.7495

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

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