CME Canadian Dollar Future December 2020


Trading Metrics calculated at close of trading on 08-Dec-2020
Day Change Summary
Previous Current
07-Dec-2020 08-Dec-2020 Change Change % Previous Week
Open 0.7821 0.7813 -0.0008 -0.1% 0.7701
High 0.7827 0.7832 0.0006 0.1% 0.7830
Low 0.7793 0.7798 0.0005 0.1% 0.7687
Close 0.7815 0.7802 -0.0013 -0.2% 0.7826
Range 0.0034 0.0035 0.0001 1.5% 0.0143
ATR 0.0046 0.0046 -0.0001 -1.8% 0.0000
Volume 85,209 89,323 4,114 4.8% 373,423
Daily Pivots for day following 08-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7914 0.7892 0.7820
R3 0.7879 0.7858 0.7811
R2 0.7845 0.7845 0.7808
R1 0.7823 0.7823 0.7805 0.7817
PP 0.7810 0.7810 0.7810 0.7807
S1 0.7789 0.7789 0.7798 0.7782
S2 0.7776 0.7776 0.7795
S3 0.7741 0.7754 0.7792
S4 0.7707 0.7720 0.7783
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8210 0.8161 0.7904
R3 0.8067 0.8018 0.7865
R2 0.7924 0.7924 0.7852
R1 0.7875 0.7875 0.7839 0.7899
PP 0.7781 0.7781 0.7781 0.7793
S1 0.7732 0.7732 0.7812 0.7756
S2 0.7638 0.7638 0.7799
S3 0.7495 0.7589 0.7786
S4 0.7352 0.7446 0.7747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7832 0.7717 0.0116 1.5% 0.0043 0.5% 74% True False 75,812
10 0.7832 0.7640 0.0193 2.5% 0.0042 0.5% 84% True False 75,408
20 0.7832 0.7592 0.0240 3.1% 0.0042 0.5% 87% True False 65,375
40 0.7832 0.7470 0.0363 4.6% 0.0049 0.6% 92% True False 71,365
60 0.7832 0.7453 0.0379 4.9% 0.0047 0.6% 92% True False 70,244
80 0.7832 0.7453 0.0379 4.9% 0.0047 0.6% 92% True False 56,598
100 0.7832 0.7355 0.0477 6.1% 0.0047 0.6% 94% True False 45,315
120 0.7832 0.7291 0.0542 6.9% 0.0046 0.6% 94% True False 37,772
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7979
2.618 0.7922
1.618 0.7888
1.000 0.7867
0.618 0.7853
HIGH 0.7832
0.618 0.7819
0.500 0.7815
0.382 0.7811
LOW 0.7798
0.618 0.7776
1.000 0.7763
1.618 0.7742
2.618 0.7707
4.250 0.7651
Fisher Pivots for day following 08-Dec-2020
Pivot 1 day 3 day
R1 0.7815 0.7801
PP 0.7810 0.7801
S1 0.7806 0.7800

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

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