CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 0.7563 0.7614 0.0051 0.7% 0.7620
High 0.7632 0.7637 0.0005 0.1% 0.7620
Low 0.7558 0.7520 -0.0038 -0.5% 0.7470
Close 0.7593 0.7620 0.0027 0.4% 0.7510
Range 0.0075 0.0117 0.0043 57.0% 0.0151
ATR 0.0051 0.0056 0.0005 9.1% 0.0000
Volume 76,475 110,925 34,450 45.0% 423,995
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7943 0.7899 0.7684
R3 0.7826 0.7782 0.7652
R2 0.7709 0.7709 0.7641
R1 0.7665 0.7665 0.7631 0.7687
PP 0.7592 0.7592 0.7592 0.7604
S1 0.7548 0.7548 0.7609 0.7570
S2 0.7475 0.7475 0.7599
S3 0.7358 0.7431 0.7588
S4 0.7241 0.7314 0.7556
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7985 0.7898 0.7592
R3 0.7834 0.7747 0.7551
R2 0.7684 0.7684 0.7537
R1 0.7597 0.7597 0.7523 0.7565
PP 0.7533 0.7533 0.7533 0.7517
S1 0.7446 0.7446 0.7496 0.7414
S2 0.7383 0.7383 0.7482
S3 0.7232 0.7296 0.7468
S4 0.7082 0.7145 0.7427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7637 0.7470 0.0168 2.2% 0.0076 1.0% 90% True False 91,180
10 0.7637 0.7470 0.0168 2.2% 0.0063 0.8% 90% True False 80,607
20 0.7646 0.7470 0.0176 2.3% 0.0051 0.7% 86% False False 73,857
40 0.7646 0.7453 0.0193 2.5% 0.0047 0.6% 87% False False 71,046
60 0.7697 0.7453 0.0244 3.2% 0.0048 0.6% 68% False False 49,584
80 0.7697 0.7355 0.0342 4.5% 0.0047 0.6% 77% False False 37,225
100 0.7697 0.7291 0.0407 5.3% 0.0046 0.6% 81% False False 29,791
120 0.7697 0.7116 0.0582 7.6% 0.0048 0.6% 87% False False 24,847
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 102 trading days
Fibonacci Retracements and Extensions
4.250 0.8134
2.618 0.7943
1.618 0.7826
1.000 0.7754
0.618 0.7709
HIGH 0.7637
0.618 0.7592
0.500 0.7579
0.382 0.7565
LOW 0.7520
0.618 0.7448
1.000 0.7403
1.618 0.7331
2.618 0.7214
4.250 0.7023
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 0.7606 0.7600
PP 0.7592 0.7579
S1 0.7579 0.7559

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

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