CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 0.7569 0.7588 0.0019 0.3% 0.7543
High 0.7595 0.7600 0.0005 0.1% 0.7616
Low 0.7553 0.7558 0.0006 0.1% 0.7542
Close 0.7589 0.7583 -0.0006 -0.1% 0.7583
Range 0.0042 0.0042 -0.0001 -1.2% 0.0074
ATR 0.0046 0.0046 0.0000 -0.7% 0.0000
Volume 1,211 420 -791 -65.3% 3,699
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7705 0.7685 0.7606
R3 0.7663 0.7644 0.7594
R2 0.7622 0.7622 0.7591
R1 0.7602 0.7602 0.7587 0.7591
PP 0.7580 0.7580 0.7580 0.7575
S1 0.7561 0.7561 0.7579 0.7550
S2 0.7539 0.7539 0.7575
S3 0.7497 0.7519 0.7572
S4 0.7456 0.7478 0.7560
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7801 0.7765 0.7623
R3 0.7727 0.7692 0.7603
R2 0.7654 0.7654 0.7596
R1 0.7618 0.7618 0.7590 0.7636
PP 0.7580 0.7580 0.7580 0.7589
S1 0.7545 0.7545 0.7576 0.7563
S2 0.7507 0.7507 0.7570
S3 0.7433 0.7471 0.7563
S4 0.7360 0.7398 0.7543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7616 0.7542 0.0074 1.0% 0.0044 0.6% 56% False False 739
10 0.7616 0.7467 0.0149 2.0% 0.0044 0.6% 78% False False 480
20 0.7616 0.7432 0.0184 2.4% 0.0044 0.6% 82% False False 336
40 0.7616 0.7291 0.0325 4.3% 0.0042 0.6% 90% False False 207
60 0.7616 0.7232 0.0384 5.1% 0.0048 0.6% 92% False False 178
80 0.7616 0.7062 0.0554 7.3% 0.0048 0.6% 94% False False 141
100 0.7616 0.7010 0.0606 8.0% 0.0051 0.7% 95% False False 119
120 0.7616 0.6835 0.0781 10.3% 0.0059 0.8% 96% False False 125
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7776
2.618 0.7708
1.618 0.7667
1.000 0.7641
0.618 0.7625
HIGH 0.7600
0.618 0.7584
0.500 0.7579
0.382 0.7574
LOW 0.7558
0.618 0.7532
1.000 0.7517
1.618 0.7491
2.618 0.7449
4.250 0.7382
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 0.7582 0.7584
PP 0.7580 0.7584
S1 0.7579 0.7583

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

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