CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 0.7651 0.7637 -0.0014 -0.2% 0.7615
High 0.7670 0.7667 -0.0004 0.0% 0.7673
Low 0.7636 0.7627 -0.0009 -0.1% 0.7611
Close 0.7637 0.7646 0.0010 0.1% 0.7637
Range 0.0035 0.0040 0.0006 15.9% 0.0062
ATR 0.0050 0.0049 -0.0001 -1.4% 0.0000
Volume 51,285 55,214 3,929 7.7% 264,236
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7766 0.7746 0.7668
R3 0.7726 0.7706 0.7657
R2 0.7686 0.7686 0.7653
R1 0.7666 0.7666 0.7650 0.7676
PP 0.7646 0.7646 0.7646 0.7651
S1 0.7626 0.7626 0.7642 0.7636
S2 0.7606 0.7606 0.7639
S3 0.7566 0.7586 0.7635
S4 0.7526 0.7546 0.7624
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 0.7621 0.0052 0.7% 0.0039 0.5% 49% False False 53,618
10 0.7702 0.7592 0.0110 1.4% 0.0041 0.5% 49% False False 55,342
20 0.7736 0.7470 0.0267 3.5% 0.0056 0.7% 66% False False 71,310
40 0.7736 0.7453 0.0283 3.7% 0.0048 0.6% 68% False False 68,624
60 0.7736 0.7453 0.0283 3.7% 0.0049 0.6% 68% False False 62,757
80 0.7736 0.7437 0.0300 3.9% 0.0048 0.6% 70% False False 47,201
100 0.7736 0.7332 0.0405 5.3% 0.0046 0.6% 78% False False 37,781
120 0.7736 0.7291 0.0446 5.8% 0.0047 0.6% 80% False False 31,502
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7837
2.618 0.7771
1.618 0.7731
1.000 0.7707
0.618 0.7691
HIGH 0.7667
0.618 0.7651
0.500 0.7647
0.382 0.7642
LOW 0.7627
0.618 0.7602
1.000 0.7587
1.618 0.7562
2.618 0.7522
4.250 0.7457
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 0.7647 0.7646
PP 0.7646 0.7646
S1 0.7646 0.7645

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

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