CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7529 |
0.7523 |
-0.0006 |
-0.1% |
0.7478 |
| High |
0.7531 |
0.7545 |
0.0015 |
0.2% |
0.7539 |
| Low |
0.7503 |
0.7518 |
0.0016 |
0.2% |
0.7453 |
| Close |
0.7518 |
0.7535 |
0.0018 |
0.2% |
0.7518 |
| Range |
0.0028 |
0.0027 |
-0.0001 |
-3.6% |
0.0086 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
66,404 |
52,110 |
-14,294 |
-21.5% |
341,436 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7614 |
0.7601 |
0.7550 |
|
| R3 |
0.7587 |
0.7574 |
0.7542 |
|
| R2 |
0.7560 |
0.7560 |
0.7540 |
|
| R1 |
0.7547 |
0.7547 |
0.7537 |
0.7554 |
| PP |
0.7533 |
0.7533 |
0.7533 |
0.7536 |
| S1 |
0.7520 |
0.7520 |
0.7533 |
0.7527 |
| S2 |
0.7506 |
0.7506 |
0.7530 |
|
| S3 |
0.7479 |
0.7493 |
0.7528 |
|
| S4 |
0.7452 |
0.7466 |
0.7520 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7761 |
0.7725 |
0.7565 |
|
| R3 |
0.7675 |
0.7639 |
0.7541 |
|
| R2 |
0.7589 |
0.7589 |
0.7533 |
|
| R1 |
0.7553 |
0.7553 |
0.7525 |
0.7571 |
| PP |
0.7503 |
0.7503 |
0.7503 |
0.7512 |
| S1 |
0.7467 |
0.7467 |
0.7510 |
0.7485 |
| S2 |
0.7417 |
0.7417 |
0.7502 |
|
| S3 |
0.7331 |
0.7381 |
0.7494 |
|
| S4 |
0.7245 |
0.7295 |
0.7470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7545 |
0.7453 |
0.0092 |
1.2% |
0.0038 |
0.5% |
89% |
True |
False |
68,671 |
| 10 |
0.7545 |
0.7453 |
0.0092 |
1.2% |
0.0040 |
0.5% |
89% |
True |
False |
69,578 |
| 20 |
0.7655 |
0.7453 |
0.0202 |
2.7% |
0.0047 |
0.6% |
41% |
False |
False |
67,140 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0047 |
0.6% |
34% |
False |
False |
34,332 |
| 60 |
0.7697 |
0.7332 |
0.0366 |
4.9% |
0.0045 |
0.6% |
56% |
False |
False |
22,935 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0046 |
0.6% |
60% |
False |
False |
17,219 |
| 100 |
0.7697 |
0.7077 |
0.0620 |
8.2% |
0.0047 |
0.6% |
74% |
False |
False |
13,796 |
| 120 |
0.7697 |
0.7024 |
0.0673 |
8.9% |
0.0048 |
0.6% |
76% |
False |
False |
11,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7660 |
|
2.618 |
0.7616 |
|
1.618 |
0.7589 |
|
1.000 |
0.7572 |
|
0.618 |
0.7562 |
|
HIGH |
0.7545 |
|
0.618 |
0.7535 |
|
0.500 |
0.7532 |
|
0.382 |
0.7528 |
|
LOW |
0.7518 |
|
0.618 |
0.7501 |
|
1.000 |
0.7491 |
|
1.618 |
0.7474 |
|
2.618 |
0.7447 |
|
4.250 |
0.7403 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7534 |
0.7531 |
| PP |
0.7533 |
0.7528 |
| S1 |
0.7532 |
0.7524 |
|