CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 15-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.7583 |
0.7590 |
0.0007 |
0.1% |
0.7651 |
High |
0.7605 |
0.7615 |
0.0010 |
0.1% |
0.7655 |
Low |
0.7580 |
0.7577 |
-0.0003 |
0.0% |
0.7544 |
Close |
0.7591 |
0.7589 |
-0.0002 |
0.0% |
0.7583 |
Range |
0.0026 |
0.0039 |
0.0013 |
51.0% |
0.0111 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
50,794 |
55,124 |
4,330 |
8.5% |
233,089 |
|
Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7709 |
0.7687 |
0.7610 |
|
R3 |
0.7670 |
0.7649 |
0.7599 |
|
R2 |
0.7632 |
0.7632 |
0.7596 |
|
R1 |
0.7610 |
0.7610 |
0.7592 |
0.7602 |
PP |
0.7593 |
0.7593 |
0.7593 |
0.7589 |
S1 |
0.7572 |
0.7572 |
0.7585 |
0.7563 |
S2 |
0.7555 |
0.7555 |
0.7581 |
|
S3 |
0.7516 |
0.7533 |
0.7578 |
|
S4 |
0.7478 |
0.7495 |
0.7567 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7927 |
0.7866 |
0.7644 |
|
R3 |
0.7816 |
0.7755 |
0.7613 |
|
R2 |
0.7705 |
0.7705 |
0.7603 |
|
R1 |
0.7644 |
0.7644 |
0.7593 |
0.7619 |
PP |
0.7594 |
0.7594 |
0.7594 |
0.7581 |
S1 |
0.7533 |
0.7533 |
0.7572 |
0.7508 |
S2 |
0.7483 |
0.7483 |
0.7562 |
|
S3 |
0.7372 |
0.7422 |
0.7552 |
|
S4 |
0.7261 |
0.7311 |
0.7521 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7625 |
0.7544 |
0.0081 |
1.1% |
0.0042 |
0.6% |
56% |
False |
False |
61,419 |
10 |
0.7697 |
0.7544 |
0.0154 |
2.0% |
0.0052 |
0.7% |
29% |
False |
False |
35,666 |
20 |
0.7697 |
0.7544 |
0.0154 |
2.0% |
0.0049 |
0.6% |
29% |
False |
False |
18,409 |
40 |
0.7697 |
0.7390 |
0.0308 |
4.1% |
0.0046 |
0.6% |
65% |
False |
False |
9,300 |
60 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0045 |
0.6% |
73% |
False |
False |
6,218 |
80 |
0.7697 |
0.7122 |
0.0576 |
7.6% |
0.0048 |
0.6% |
81% |
False |
False |
4,694 |
100 |
0.7697 |
0.7062 |
0.0635 |
8.4% |
0.0048 |
0.6% |
83% |
False |
False |
3,761 |
120 |
0.7697 |
0.6988 |
0.0710 |
9.3% |
0.0053 |
0.7% |
85% |
False |
False |
3,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7779 |
2.618 |
0.7716 |
1.618 |
0.7677 |
1.000 |
0.7654 |
0.618 |
0.7639 |
HIGH |
0.7615 |
0.618 |
0.7600 |
0.500 |
0.7596 |
0.382 |
0.7591 |
LOW |
0.7577 |
0.618 |
0.7553 |
1.000 |
0.7538 |
1.618 |
0.7514 |
2.618 |
0.7476 |
4.250 |
0.7413 |
|
|
Fisher Pivots for day following 15-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7596 |
0.7594 |
PP |
0.7593 |
0.7592 |
S1 |
0.7591 |
0.7590 |
|