CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 0.7594 0.7610 0.0016 0.2% 0.7543
High 0.7617 0.7634 0.0018 0.2% 0.7616
Low 0.7575 0.7597 0.0022 0.3% 0.7542
Close 0.7602 0.7620 0.0018 0.2% 0.7583
Range 0.0042 0.0037 -0.0005 -10.8% 0.0074
ATR 0.0046 0.0045 -0.0001 -1.4% 0.0000
Volume 1,199 1,006 -193 -16.1% 3,699
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7728 0.7711 0.7640
R3 0.7691 0.7674 0.7630
R2 0.7654 0.7654 0.7627
R1 0.7637 0.7637 0.7623 0.7646
PP 0.7617 0.7617 0.7617 0.7621
S1 0.7600 0.7600 0.7617 0.7609
S2 0.7580 0.7580 0.7613
S3 0.7543 0.7563 0.7610
S4 0.7506 0.7526 0.7600
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 0.7634 0.7555 0.0079 1.0% 0.0044 0.6% 82% True False 674
10 0.7634 0.7537 0.0097 1.3% 0.0044 0.6% 86% True False 685
20 0.7634 0.7437 0.0198 2.6% 0.0044 0.6% 93% True False 455
40 0.7634 0.7332 0.0303 4.0% 0.0042 0.6% 95% True False 275
60 0.7634 0.7291 0.0344 4.5% 0.0046 0.6% 96% True False 221
80 0.7634 0.7062 0.0572 7.5% 0.0048 0.6% 98% True False 177
100 0.7634 0.7024 0.0610 8.0% 0.0050 0.7% 98% True False 148
120 0.7634 0.6835 0.0799 10.5% 0.0059 0.8% 98% True False 147
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7791
2.618 0.7731
1.618 0.7694
1.000 0.7671
0.618 0.7657
HIGH 0.7634
0.618 0.7620
0.500 0.7616
0.382 0.7611
LOW 0.7597
0.618 0.7574
1.000 0.7560
1.618 0.7537
2.618 0.7500
4.250 0.7440
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 0.7619 0.7612
PP 0.7617 0.7603
S1 0.7616 0.7595

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

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