CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7542 |
0.7512 |
-0.0030 |
-0.4% |
0.7478 |
| High |
0.7553 |
0.7545 |
-0.0008 |
-0.1% |
0.7539 |
| Low |
0.7510 |
0.7497 |
-0.0014 |
-0.2% |
0.7453 |
| Close |
0.7520 |
0.7538 |
0.0018 |
0.2% |
0.7518 |
| Range |
0.0043 |
0.0049 |
0.0006 |
14.1% |
0.0086 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.6% |
0.0000 |
| Volume |
70,587 |
54,329 |
-16,258 |
-23.0% |
341,436 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7672 |
0.7654 |
0.7565 |
|
| R3 |
0.7624 |
0.7605 |
0.7551 |
|
| R2 |
0.7575 |
0.7575 |
0.7547 |
|
| R1 |
0.7557 |
0.7557 |
0.7542 |
0.7566 |
| PP |
0.7527 |
0.7527 |
0.7527 |
0.7531 |
| S1 |
0.7508 |
0.7508 |
0.7534 |
0.7517 |
| S2 |
0.7478 |
0.7478 |
0.7529 |
|
| S3 |
0.7430 |
0.7460 |
0.7525 |
|
| S4 |
0.7381 |
0.7411 |
0.7511 |
|
|
| 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 |
0.7553 |
0.7497 |
0.0056 |
0.7% |
0.0035 |
0.5% |
74% |
False |
True |
62,370 |
| 10 |
0.7553 |
0.7453 |
0.0100 |
1.3% |
0.0040 |
0.5% |
85% |
False |
False |
66,479 |
| 20 |
0.7625 |
0.7453 |
0.0172 |
2.3% |
0.0043 |
0.6% |
50% |
False |
False |
68,235 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0047 |
0.6% |
35% |
False |
False |
37,447 |
| 60 |
0.7697 |
0.7355 |
0.0342 |
4.5% |
0.0045 |
0.6% |
54% |
False |
False |
25,014 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0045 |
0.6% |
61% |
False |
False |
18,775 |
| 100 |
0.7697 |
0.7116 |
0.0582 |
7.7% |
0.0047 |
0.6% |
73% |
False |
False |
15,045 |
| 120 |
0.7697 |
0.7024 |
0.0673 |
8.9% |
0.0048 |
0.6% |
76% |
False |
False |
12,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7751 |
|
2.618 |
0.7672 |
|
1.618 |
0.7623 |
|
1.000 |
0.7594 |
|
0.618 |
0.7575 |
|
HIGH |
0.7545 |
|
0.618 |
0.7526 |
|
0.500 |
0.7521 |
|
0.382 |
0.7515 |
|
LOW |
0.7497 |
|
0.618 |
0.7467 |
|
1.000 |
0.7448 |
|
1.618 |
0.7418 |
|
2.618 |
0.7370 |
|
4.250 |
0.7290 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7532 |
0.7534 |
| PP |
0.7527 |
0.7529 |
| S1 |
0.7521 |
0.7525 |
|