CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 0.7478 0.7479 0.0001 0.0% 0.7580
High 0.7491 0.7492 0.0001 0.0% 0.7594
Low 0.7463 0.7454 -0.0009 -0.1% 0.7455
Close 0.7481 0.7473 -0.0008 -0.1% 0.7467
Range 0.0028 0.0038 0.0010 33.9% 0.0140
ATR 0.0048 0.0047 -0.0001 -1.6% 0.0000
Volume 50,189 62,057 11,868 23.6% 406,577
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7585 0.7566 0.7493
R3 0.7548 0.7529 0.7483
R2 0.7510 0.7510 0.7479
R1 0.7491 0.7491 0.7476 0.7482
PP 0.7473 0.7473 0.7473 0.7468
S1 0.7454 0.7454 0.7469 0.7445
S2 0.7435 0.7435 0.7466
S3 0.7398 0.7416 0.7462
S4 0.7360 0.7379 0.7452
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 0.7924 0.7835 0.7543
R3 0.7784 0.7695 0.7505
R2 0.7645 0.7645 0.7492
R1 0.7556 0.7556 0.7479 0.7530
PP 0.7505 0.7505 0.7505 0.7492
S1 0.7416 0.7416 0.7454 0.7391
S2 0.7366 0.7366 0.7441
S3 0.7226 0.7277 0.7428
S4 0.7087 0.7137 0.7390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7524 0.7454 0.0070 0.9% 0.0043 0.6% 26% False True 67,174
10 0.7619 0.7454 0.0165 2.2% 0.0047 0.6% 11% False True 72,251
20 0.7697 0.7454 0.0243 3.3% 0.0050 0.7% 8% False True 53,958
40 0.7697 0.7454 0.0244 3.3% 0.0048 0.6% 8% False False 27,327
60 0.7697 0.7332 0.0366 4.9% 0.0045 0.6% 39% False False 18,251
80 0.7697 0.7291 0.0407 5.4% 0.0047 0.6% 45% False False 13,715
100 0.7697 0.7077 0.0620 8.3% 0.0048 0.6% 64% False False 10,984
120 0.7697 0.7024 0.0673 9.0% 0.0049 0.7% 67% False False 9,158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7651
2.618 0.7590
1.618 0.7552
1.000 0.7529
0.618 0.7515
HIGH 0.7492
0.618 0.7477
0.500 0.7473
0.382 0.7468
LOW 0.7454
0.618 0.7431
1.000 0.7417
1.618 0.7393
2.618 0.7356
4.250 0.7295
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 0.7473 0.7476
PP 0.7473 0.7475
S1 0.7473 0.7474

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

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