CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 0.7646 0.7651 0.0006 0.1% 0.7615
High 0.7662 0.7670 0.0008 0.1% 0.7673
Low 0.7621 0.7636 0.0015 0.2% 0.7611
Close 0.7655 0.7637 -0.0019 -0.2% 0.7637
Range 0.0042 0.0035 -0.0007 -16.9% 0.0062
ATR 0.0051 0.0050 -0.0001 -2.3% 0.0000
Volume 54,956 51,285 -3,671 -6.7% 264,236
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7751 0.7728 0.7655
R3 0.7716 0.7694 0.7646
R2 0.7682 0.7682 0.7643
R1 0.7659 0.7659 0.7640 0.7653
PP 0.7647 0.7647 0.7647 0.7644
S1 0.7625 0.7625 0.7633 0.7619
S2 0.7613 0.7613 0.7630
S3 0.7578 0.7590 0.7627
S4 0.7544 0.7556 0.7618
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7825 0.7792 0.7670
R3 0.7763 0.7731 0.7653
R2 0.7702 0.7702 0.7648
R1 0.7669 0.7669 0.7642 0.7685
PP 0.7640 0.7640 0.7640 0.7648
S1 0.7608 0.7608 0.7631 0.7624
S2 0.7579 0.7579 0.7625
S3 0.7517 0.7546 0.7620
S4 0.7456 0.7485 0.7603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7673 0.7611 0.0062 0.8% 0.0040 0.5% 41% False False 52,847
10 0.7736 0.7592 0.0144 1.9% 0.0044 0.6% 31% False False 59,733
20 0.7736 0.7470 0.0267 3.5% 0.0057 0.7% 63% False False 71,705
40 0.7736 0.7453 0.0283 3.7% 0.0048 0.6% 65% False False 68,498
60 0.7736 0.7453 0.0283 3.7% 0.0049 0.6% 65% False False 61,865
80 0.7736 0.7437 0.0300 3.9% 0.0048 0.6% 67% False False 46,513
100 0.7736 0.7332 0.0405 5.3% 0.0046 0.6% 75% False False 37,229
120 0.7736 0.7291 0.0446 5.8% 0.0047 0.6% 78% False False 31,043
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7817
2.618 0.7760
1.618 0.7726
1.000 0.7705
0.618 0.7691
HIGH 0.7670
0.618 0.7657
0.500 0.7653
0.382 0.7649
LOW 0.7636
0.618 0.7614
1.000 0.7601
1.618 0.7580
2.618 0.7545
4.250 0.7489
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 0.7653 0.7647
PP 0.7647 0.7643
S1 0.7642 0.7640

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

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