CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 08-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7512 |
0.7542 |
0.0030 |
0.4% |
0.7478 |
| High |
0.7545 |
0.7580 |
0.0035 |
0.5% |
0.7539 |
| Low |
0.7497 |
0.7539 |
0.0043 |
0.6% |
0.7453 |
| Close |
0.7538 |
0.7575 |
0.0037 |
0.5% |
0.7518 |
| Range |
0.0049 |
0.0041 |
-0.0008 |
-15.5% |
0.0086 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
54,329 |
57,671 |
3,342 |
6.2% |
341,436 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7688 |
0.7672 |
0.7598 |
|
| R3 |
0.7647 |
0.7631 |
0.7586 |
|
| R2 |
0.7606 |
0.7606 |
0.7583 |
|
| R1 |
0.7590 |
0.7590 |
0.7579 |
0.7598 |
| PP |
0.7565 |
0.7565 |
0.7565 |
0.7569 |
| S1 |
0.7549 |
0.7549 |
0.7571 |
0.7557 |
| S2 |
0.7524 |
0.7524 |
0.7567 |
|
| S3 |
0.7483 |
0.7508 |
0.7564 |
|
| S4 |
0.7442 |
0.7467 |
0.7552 |
|
|
| 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 |
0.7580 |
0.7497 |
0.0084 |
1.1% |
0.0037 |
0.5% |
94% |
True |
False |
60,220 |
| 10 |
0.7580 |
0.7453 |
0.0127 |
1.7% |
0.0039 |
0.5% |
96% |
True |
False |
63,820 |
| 20 |
0.7619 |
0.7453 |
0.0166 |
2.2% |
0.0043 |
0.6% |
73% |
False |
False |
67,748 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0046 |
0.6% |
50% |
False |
False |
38,879 |
| 60 |
0.7697 |
0.7355 |
0.0342 |
4.5% |
0.0045 |
0.6% |
64% |
False |
False |
25,975 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0045 |
0.6% |
70% |
False |
False |
19,495 |
| 100 |
0.7697 |
0.7122 |
0.0576 |
7.6% |
0.0047 |
0.6% |
79% |
False |
False |
15,621 |
| 120 |
0.7697 |
0.7024 |
0.0673 |
8.9% |
0.0048 |
0.6% |
82% |
False |
False |
13,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7754 |
|
2.618 |
0.7687 |
|
1.618 |
0.7646 |
|
1.000 |
0.7621 |
|
0.618 |
0.7605 |
|
HIGH |
0.7580 |
|
0.618 |
0.7564 |
|
0.500 |
0.7560 |
|
0.382 |
0.7555 |
|
LOW |
0.7539 |
|
0.618 |
0.7514 |
|
1.000 |
0.7498 |
|
1.618 |
0.7473 |
|
2.618 |
0.7432 |
|
4.250 |
0.7365 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7570 |
0.7563 |
| PP |
0.7565 |
0.7551 |
| S1 |
0.7560 |
0.7538 |
|