CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 0.7610 0.7622 0.0012 0.2% 0.7590
High 0.7634 0.7666 0.0032 0.4% 0.7666
Low 0.7597 0.7617 0.0020 0.3% 0.7555
Close 0.7620 0.7639 0.0019 0.2% 0.7639
Range 0.0037 0.0049 0.0012 32.4% 0.0111
ATR 0.0045 0.0045 0.0000 0.6% 0.0000
Volume 1,006 1,716 710 70.6% 4,669
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7788 0.7762 0.7666
R3 0.7739 0.7713 0.7652
R2 0.7690 0.7690 0.7648
R1 0.7664 0.7664 0.7643 0.7677
PP 0.7641 0.7641 0.7641 0.7647
S1 0.7615 0.7615 0.7635 0.7628
S2 0.7592 0.7592 0.7630
S3 0.7543 0.7566 0.7626
S4 0.7494 0.7517 0.7612
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 0.7953 0.7907 0.7700
R3 0.7842 0.7796 0.7670
R2 0.7731 0.7731 0.7659
R1 0.7685 0.7685 0.7649 0.7708
PP 0.7620 0.7620 0.7620 0.7632
S1 0.7574 0.7574 0.7629 0.7597
S2 0.7509 0.7509 0.7619
S3 0.7398 0.7463 0.7608
S4 0.7287 0.7352 0.7578
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7666 0.7555 0.0111 1.5% 0.0045 0.6% 76% True False 933
10 0.7666 0.7542 0.0124 1.6% 0.0045 0.6% 78% True False 836
20 0.7666 0.7437 0.0230 3.0% 0.0045 0.6% 88% True False 531
40 0.7666 0.7332 0.0335 4.4% 0.0043 0.6% 92% True False 316
60 0.7666 0.7291 0.0376 4.9% 0.0046 0.6% 93% True False 248
80 0.7666 0.7062 0.0604 7.9% 0.0048 0.6% 96% True False 198
100 0.7666 0.7024 0.0642 8.4% 0.0049 0.6% 96% True False 165
120 0.7666 0.6835 0.0831 10.9% 0.0059 0.8% 97% True False 159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7874
2.618 0.7794
1.618 0.7745
1.000 0.7715
0.618 0.7696
HIGH 0.7666
0.618 0.7647
0.500 0.7642
0.382 0.7636
LOW 0.7617
0.618 0.7587
1.000 0.7568
1.618 0.7538
2.618 0.7489
4.250 0.7409
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 0.7642 0.7633
PP 0.7641 0.7627
S1 0.7640 0.7621

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

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