CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 0.7477 0.7517 0.0040 0.5% 0.7455
High 0.7509 0.7558 0.0049 0.6% 0.7503
Low 0.7454 0.7517 0.0063 0.8% 0.7432
Close 0.7495 0.7530 0.0035 0.5% 0.7473
Range 0.0056 0.0041 -0.0015 -26.1% 0.0071
ATR 0.0045 0.0046 0.0001 2.8% 0.0000
Volume 351 254 -97 -27.6% 769
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7658 0.7635 0.7553
R3 0.7617 0.7594 0.7541
R2 0.7576 0.7576 0.7538
R1 0.7553 0.7553 0.7534 0.7564
PP 0.7535 0.7535 0.7535 0.7540
S1 0.7512 0.7512 0.7526 0.7523
S2 0.7494 0.7494 0.7522
S3 0.7453 0.7471 0.7519
S4 0.7412 0.7430 0.7507
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 0.7681 0.7647 0.7512
R3 0.7610 0.7577 0.7492
R2 0.7540 0.7540 0.7486
R1 0.7506 0.7506 0.7479 0.7523
PP 0.7469 0.7469 0.7469 0.7478
S1 0.7436 0.7436 0.7467 0.7453
S2 0.7399 0.7399 0.7460
S3 0.7328 0.7365 0.7454
S4 0.7258 0.7295 0.7434
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7558 0.7432 0.0126 1.7% 0.0048 0.6% 78% True False 193
10 0.7558 0.7432 0.0126 1.7% 0.0042 0.6% 78% True False 186
20 0.7558 0.7332 0.0226 3.0% 0.0040 0.5% 88% True False 123
40 0.7558 0.7291 0.0267 3.5% 0.0047 0.6% 90% True False 108
60 0.7558 0.7077 0.0481 6.4% 0.0048 0.6% 94% True False 97
80 0.7558 0.7024 0.0534 7.1% 0.0050 0.7% 95% True False 80
100 0.7558 0.6835 0.0723 9.6% 0.0061 0.8% 96% True False 89
120 0.7574 0.6835 0.0739 9.8% 0.0056 0.7% 94% False False 84
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7732
2.618 0.7665
1.618 0.7624
1.000 0.7599
0.618 0.7583
HIGH 0.7558
0.618 0.7542
0.500 0.7537
0.382 0.7532
LOW 0.7517
0.618 0.7491
1.000 0.7476
1.618 0.7450
2.618 0.7409
4.250 0.7342
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 0.7537 0.7519
PP 0.7535 0.7508
S1 0.7532 0.7497

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

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