CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 0.7637 0.7643 0.0006 0.1% 0.7615
High 0.7667 0.7696 0.0030 0.4% 0.7673
Low 0.7627 0.7640 0.0013 0.2% 0.7611
Close 0.7646 0.7689 0.0043 0.6% 0.7637
Range 0.0040 0.0057 0.0017 41.3% 0.0062
ATR 0.0049 0.0050 0.0001 1.1% 0.0000
Volume 55,214 85,563 30,349 55.0% 264,236
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7844 0.7823 0.7720
R3 0.7788 0.7767 0.7705
R2 0.7731 0.7731 0.7699
R1 0.7710 0.7710 0.7694 0.7721
PP 0.7675 0.7675 0.7675 0.7680
S1 0.7654 0.7654 0.7684 0.7664
S2 0.7618 0.7618 0.7679
S3 0.7562 0.7597 0.7673
S4 0.7505 0.7541 0.7658
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 0.7696 0.7621 0.0076 1.0% 0.0044 0.6% 91% True False 61,261
10 0.7696 0.7592 0.0104 1.4% 0.0043 0.6% 93% True False 56,415
20 0.7736 0.7470 0.0267 3.5% 0.0057 0.7% 82% False False 72,815
40 0.7736 0.7453 0.0283 3.7% 0.0048 0.6% 83% False False 69,212
60 0.7736 0.7453 0.0283 3.7% 0.0049 0.6% 83% False False 64,127
80 0.7736 0.7453 0.0283 3.7% 0.0048 0.6% 83% False False 48,270
100 0.7736 0.7332 0.0405 5.3% 0.0047 0.6% 88% False False 38,635
120 0.7736 0.7291 0.0446 5.8% 0.0047 0.6% 89% False False 32,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7936
2.618 0.7844
1.618 0.7787
1.000 0.7753
0.618 0.7731
HIGH 0.7696
0.618 0.7674
0.500 0.7668
0.382 0.7661
LOW 0.7640
0.618 0.7605
1.000 0.7583
1.618 0.7548
2.618 0.7492
4.250 0.7399
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 0.7682 0.7680
PP 0.7675 0.7671
S1 0.7668 0.7661

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

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