CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 0.7666 0.7619 -0.0047 -0.6% 0.7639
High 0.7669 0.7668 -0.0002 0.0% 0.7697
Low 0.7600 0.7612 0.0013 0.2% 0.7600
Close 0.7616 0.7668 0.0052 0.7% 0.7668
Range 0.0070 0.0056 -0.0014 -20.1% 0.0098
ATR 0.0047 0.0048 0.0001 1.3% 0.0000
Volume 2,814 7,878 5,064 180.0% 21,001
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7816 0.7797 0.7698
R3 0.7760 0.7742 0.7683
R2 0.7705 0.7705 0.7678
R1 0.7686 0.7686 0.7673 0.7695
PP 0.7649 0.7649 0.7649 0.7654
S1 0.7631 0.7631 0.7662 0.7640
S2 0.7594 0.7594 0.7657
S3 0.7538 0.7575 0.7652
S4 0.7483 0.7520 0.7637
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7947 0.7905 0.7721
R3 0.7850 0.7807 0.7694
R2 0.7752 0.7752 0.7685
R1 0.7710 0.7710 0.7676 0.7731
PP 0.7655 0.7655 0.7655 0.7665
S1 0.7612 0.7612 0.7659 0.7634
S2 0.7557 0.7557 0.7650
S3 0.7460 0.7515 0.7641
S4 0.7362 0.7417 0.7614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7697 0.7600 0.0098 1.3% 0.0052 0.7% 70% False False 4,200
10 0.7697 0.7555 0.0142 1.9% 0.0049 0.6% 79% False False 2,567
20 0.7697 0.7467 0.0230 3.0% 0.0046 0.6% 87% False False 1,523
40 0.7697 0.7332 0.0366 4.8% 0.0044 0.6% 92% False False 832
60 0.7697 0.7291 0.0407 5.3% 0.0045 0.6% 93% False False 578
80 0.7697 0.7077 0.0620 8.1% 0.0048 0.6% 95% False False 459
100 0.7697 0.7024 0.0673 8.8% 0.0049 0.6% 96% False False 372
120 0.7697 0.6835 0.0862 11.2% 0.0057 0.7% 97% False False 331
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7903
2.618 0.7813
1.618 0.7757
1.000 0.7723
0.618 0.7702
HIGH 0.7668
0.618 0.7646
0.500 0.7640
0.382 0.7633
LOW 0.7612
0.618 0.7578
1.000 0.7557
1.618 0.7522
2.618 0.7467
4.250 0.7376
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 0.7658 0.7657
PP 0.7649 0.7646
S1 0.7640 0.7636

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

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