CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 18-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.7591 |
0.7602 |
0.0011 |
0.1% |
0.7583 |
High |
0.7606 |
0.7614 |
0.0008 |
0.1% |
0.7619 |
Low |
0.7551 |
0.7572 |
0.0022 |
0.3% |
0.7551 |
Close |
0.7591 |
0.7580 |
-0.0011 |
-0.1% |
0.7580 |
Range |
0.0056 |
0.0042 |
-0.0014 |
-25.2% |
0.0069 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
74,597 |
64,514 |
-10,083 |
-13.5% |
309,605 |
|
Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7713 |
0.7688 |
0.7603 |
|
R3 |
0.7672 |
0.7647 |
0.7591 |
|
R2 |
0.7630 |
0.7630 |
0.7588 |
|
R1 |
0.7605 |
0.7605 |
0.7584 |
0.7597 |
PP |
0.7589 |
0.7589 |
0.7589 |
0.7584 |
S1 |
0.7564 |
0.7564 |
0.7576 |
0.7555 |
S2 |
0.7547 |
0.7547 |
0.7572 |
|
S3 |
0.7506 |
0.7522 |
0.7569 |
|
S4 |
0.7464 |
0.7481 |
0.7557 |
|
|
Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7789 |
0.7753 |
0.7618 |
|
R3 |
0.7720 |
0.7684 |
0.7599 |
|
R2 |
0.7652 |
0.7652 |
0.7593 |
|
R1 |
0.7616 |
0.7616 |
0.7586 |
0.7600 |
PP |
0.7583 |
0.7583 |
0.7583 |
0.7575 |
S1 |
0.7547 |
0.7547 |
0.7574 |
0.7531 |
S2 |
0.7515 |
0.7515 |
0.7567 |
|
S3 |
0.7446 |
0.7479 |
0.7561 |
|
S4 |
0.7378 |
0.7410 |
0.7542 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7619 |
0.7551 |
0.0069 |
0.9% |
0.0041 |
0.5% |
43% |
False |
False |
61,921 |
10 |
0.7668 |
0.7544 |
0.0124 |
1.6% |
0.0051 |
0.7% |
29% |
False |
False |
55,057 |
20 |
0.7697 |
0.7544 |
0.0154 |
2.0% |
0.0049 |
0.6% |
24% |
False |
False |
28,439 |
40 |
0.7697 |
0.7432 |
0.0265 |
3.5% |
0.0046 |
0.6% |
56% |
False |
False |
14,383 |
60 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0044 |
0.6% |
71% |
False |
False |
9,611 |
80 |
0.7697 |
0.7232 |
0.0466 |
6.1% |
0.0048 |
0.6% |
75% |
False |
False |
7,238 |
100 |
0.7697 |
0.7062 |
0.0635 |
8.4% |
0.0048 |
0.6% |
82% |
False |
False |
5,797 |
120 |
0.7697 |
0.6988 |
0.0710 |
9.4% |
0.0052 |
0.7% |
84% |
False |
False |
4,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7790 |
2.618 |
0.7722 |
1.618 |
0.7681 |
1.000 |
0.7655 |
0.618 |
0.7639 |
HIGH |
0.7614 |
0.618 |
0.7598 |
0.500 |
0.7593 |
0.382 |
0.7588 |
LOW |
0.7572 |
0.618 |
0.7546 |
1.000 |
0.7531 |
1.618 |
0.7505 |
2.618 |
0.7463 |
4.250 |
0.7396 |
|
|
Fisher Pivots for day following 18-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7593 |
0.7585 |
PP |
0.7589 |
0.7583 |
S1 |
0.7584 |
0.7582 |
|