CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 0.7615 0.7648 0.0033 0.4% 0.7667
High 0.7655 0.7656 0.0001 0.0% 0.7736
Low 0.7611 0.7624 0.0013 0.2% 0.7592
Close 0.7637 0.7644 0.0007 0.1% 0.7613
Range 0.0044 0.0032 -0.0012 -27.6% 0.0144
ATR 0.0053 0.0052 -0.0002 -2.9% 0.0000
Volume 51,357 47,351 -4,006 -7.8% 333,096
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7736 0.7721 0.7661
R3 0.7704 0.7690 0.7652
R2 0.7673 0.7673 0.7649
R1 0.7658 0.7658 0.7646 0.7650
PP 0.7641 0.7641 0.7641 0.7637
S1 0.7627 0.7627 0.7641 0.7618
S2 0.7610 0.7610 0.7638
S3 0.7578 0.7595 0.7635
S4 0.7547 0.7564 0.7626
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.8079 0.7990 0.7692
R3 0.7935 0.7846 0.7653
R2 0.7791 0.7791 0.7639
R1 0.7702 0.7702 0.7626 0.7675
PP 0.7647 0.7647 0.7647 0.7633
S1 0.7558 0.7558 0.7600 0.7531
S2 0.7503 0.7503 0.7587
S3 0.7359 0.7414 0.7573
S4 0.7215 0.7270 0.7534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7688 0.7592 0.0096 1.3% 0.0041 0.5% 54% False False 51,569
10 0.7736 0.7520 0.0216 2.8% 0.0056 0.7% 57% False False 68,973
20 0.7736 0.7470 0.0267 3.5% 0.0056 0.7% 65% False False 72,620
40 0.7736 0.7453 0.0283 3.7% 0.0048 0.6% 67% False False 69,951
60 0.7736 0.7453 0.0283 3.7% 0.0049 0.6% 67% False False 59,151
80 0.7736 0.7432 0.0304 4.0% 0.0048 0.6% 70% False False 44,450
100 0.7736 0.7302 0.0435 5.7% 0.0046 0.6% 79% False False 35,575
120 0.7736 0.7251 0.0486 6.4% 0.0048 0.6% 81% False False 29,666
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.0013
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7789
2.618 0.7738
1.618 0.7706
1.000 0.7687
0.618 0.7675
HIGH 0.7656
0.618 0.7643
0.500 0.7640
0.382 0.7636
LOW 0.7624
0.618 0.7605
1.000 0.7593
1.618 0.7573
2.618 0.7542
4.250 0.7490
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 0.7642 0.7637
PP 0.7641 0.7630
S1 0.7640 0.7624

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

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