CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 0.7651 0.7553 -0.0098 -1.3% 0.7639
High 0.7655 0.7609 -0.0046 -0.6% 0.7697
Low 0.7556 0.7544 -0.0012 -0.2% 0.7600
Close 0.7565 0.7599 0.0034 0.4% 0.7668
Range 0.0099 0.0066 -0.0034 -33.8% 0.0098
ATR 0.0052 0.0053 0.0001 1.8% 0.0000
Volume 31,908 71,121 39,213 122.9% 21,001
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7780 0.7755 0.7635
R3 0.7715 0.7689 0.7617
R2 0.7649 0.7649 0.7611
R1 0.7624 0.7624 0.7605 0.7637
PP 0.7584 0.7584 0.7584 0.7590
S1 0.7558 0.7558 0.7592 0.7571
S2 0.7518 0.7518 0.7586
S3 0.7453 0.7493 0.7580
S4 0.7387 0.7427 0.7562
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 0.7672 0.7544 0.0128 1.7% 0.0065 0.9% 43% False True 23,589
10 0.7697 0.7544 0.0154 2.0% 0.0055 0.7% 36% False True 12,795
20 0.7697 0.7494 0.0203 2.7% 0.0050 0.7% 51% False False 6,660
40 0.7697 0.7355 0.0342 4.5% 0.0046 0.6% 71% False False 3,404
60 0.7697 0.7291 0.0407 5.3% 0.0045 0.6% 76% False False 2,288
80 0.7697 0.7116 0.0582 7.7% 0.0048 0.6% 83% False False 1,747
100 0.7697 0.7024 0.0673 8.9% 0.0049 0.6% 85% False False 1,402
120 0.7697 0.6890 0.0807 10.6% 0.0055 0.7% 88% False False 1,187
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 True
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7887
2.618 0.7780
1.618 0.7715
1.000 0.7675
0.618 0.7649
HIGH 0.7609
0.618 0.7584
0.500 0.7576
0.382 0.7569
LOW 0.7544
0.618 0.7503
1.000 0.7478
1.618 0.7438
2.618 0.7372
4.250 0.7265
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 0.7591 0.7606
PP 0.7584 0.7603
S1 0.7576 0.7601

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

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