CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 0.7694 0.7693 -0.0002 0.0% 0.7637
High 0.7701 0.7710 0.0009 0.1% 0.7710
Low 0.7676 0.7678 0.0003 0.0% 0.7627
Close 0.7696 0.7700 0.0005 0.1% 0.7700
Range 0.0026 0.0032 0.0006 23.5% 0.0083
ATR 0.0048 0.0047 -0.0001 -2.4% 0.0000
Volume 62,585 57,981 -4,604 -7.4% 261,343
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7790 0.7777 0.7717
R3 0.7759 0.7745 0.7709
R2 0.7727 0.7727 0.7706
R1 0.7714 0.7714 0.7703 0.7721
PP 0.7696 0.7696 0.7696 0.7699
S1 0.7682 0.7682 0.7697 0.7689
S2 0.7664 0.7664 0.7694
S3 0.7633 0.7651 0.7691
S4 0.7601 0.7619 0.7683
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7928 0.7897 0.7746
R3 0.7845 0.7814 0.7723
R2 0.7762 0.7762 0.7715
R1 0.7731 0.7731 0.7708 0.7746
PP 0.7679 0.7679 0.7679 0.7686
S1 0.7648 0.7648 0.7692 0.7663
S2 0.7596 0.7596 0.7685
S3 0.7513 0.7565 0.7677
S4 0.7430 0.7482 0.7654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7710 0.7627 0.0083 1.1% 0.0038 0.5% 89% True False 62,525
10 0.7710 0.7592 0.0118 1.5% 0.0039 0.5% 92% True False 57,686
20 0.7736 0.7481 0.0256 3.3% 0.0052 0.7% 86% False False 68,282
40 0.7736 0.7470 0.0267 3.5% 0.0047 0.6% 86% False False 68,156
60 0.7736 0.7453 0.0283 3.7% 0.0048 0.6% 87% False False 66,021
80 0.7736 0.7453 0.0283 3.7% 0.0047 0.6% 87% False False 49,769
100 0.7736 0.7332 0.0405 5.3% 0.0046 0.6% 91% False False 39,840
120 0.7736 0.7291 0.0446 5.8% 0.0047 0.6% 92% False False 33,215
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7843
2.618 0.7792
1.618 0.7760
1.000 0.7741
0.618 0.7729
HIGH 0.7710
0.618 0.7697
0.500 0.7694
0.382 0.7690
LOW 0.7678
0.618 0.7659
1.000 0.7647
1.618 0.7627
2.618 0.7596
4.250 0.7544
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 0.7698 0.7692
PP 0.7696 0.7683
S1 0.7694 0.7675

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

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