CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7612 |
0.7608 |
-0.0005 |
-0.1% |
0.7523 |
| High |
0.7625 |
0.7609 |
-0.0016 |
-0.2% |
0.7629 |
| Low |
0.7597 |
0.7542 |
-0.0055 |
-0.7% |
0.7497 |
| Close |
0.7609 |
0.7563 |
-0.0046 |
-0.6% |
0.7616 |
| Range |
0.0028 |
0.0067 |
0.0039 |
141.8% |
0.0132 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.2% |
0.0000 |
| Volume |
54,503 |
108,312 |
53,809 |
98.7% |
314,175 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7771 |
0.7733 |
0.7599 |
|
| R3 |
0.7704 |
0.7667 |
0.7581 |
|
| R2 |
0.7638 |
0.7638 |
0.7575 |
|
| R1 |
0.7600 |
0.7600 |
0.7569 |
0.7586 |
| PP |
0.7571 |
0.7571 |
0.7571 |
0.7564 |
| S1 |
0.7534 |
0.7534 |
0.7556 |
0.7519 |
| S2 |
0.7505 |
0.7505 |
0.7550 |
|
| S3 |
0.7438 |
0.7467 |
0.7544 |
|
| S4 |
0.7372 |
0.7401 |
0.7526 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7976 |
0.7928 |
0.7688 |
|
| R3 |
0.7844 |
0.7796 |
0.7652 |
|
| R2 |
0.7712 |
0.7712 |
0.7640 |
|
| R1 |
0.7664 |
0.7664 |
0.7628 |
0.7688 |
| PP |
0.7580 |
0.7580 |
0.7580 |
0.7592 |
| S1 |
0.7532 |
0.7532 |
0.7603 |
0.7556 |
| S2 |
0.7448 |
0.7448 |
0.7591 |
|
| S3 |
0.7316 |
0.7400 |
0.7579 |
|
| S4 |
0.7184 |
0.7268 |
0.7543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7635 |
0.7542 |
0.0093 |
1.2% |
0.0039 |
0.5% |
22% |
False |
True |
71,587 |
| 10 |
0.7635 |
0.7497 |
0.0138 |
1.8% |
0.0038 |
0.5% |
48% |
False |
False |
65,903 |
| 20 |
0.7635 |
0.7453 |
0.0182 |
2.4% |
0.0043 |
0.6% |
60% |
False |
False |
70,257 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0046 |
0.6% |
45% |
False |
False |
47,766 |
| 60 |
0.7697 |
0.7432 |
0.0265 |
3.5% |
0.0045 |
0.6% |
49% |
False |
False |
31,936 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0044 |
0.6% |
67% |
False |
False |
23,967 |
| 100 |
0.7697 |
0.7232 |
0.0466 |
6.2% |
0.0047 |
0.6% |
71% |
False |
False |
19,198 |
| 120 |
0.7697 |
0.7062 |
0.0635 |
8.4% |
0.0047 |
0.6% |
79% |
False |
False |
16,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7891 |
|
2.618 |
0.7783 |
|
1.618 |
0.7716 |
|
1.000 |
0.7675 |
|
0.618 |
0.7650 |
|
HIGH |
0.7609 |
|
0.618 |
0.7583 |
|
0.500 |
0.7575 |
|
0.382 |
0.7567 |
|
LOW |
0.7542 |
|
0.618 |
0.7501 |
|
1.000 |
0.7476 |
|
1.618 |
0.7434 |
|
2.618 |
0.7368 |
|
4.250 |
0.7259 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7575 |
0.7588 |
| PP |
0.7571 |
0.7580 |
| S1 |
0.7567 |
0.7571 |
|