CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7608 |
0.7564 |
-0.0044 |
-0.6% |
0.7618 |
| High |
0.7609 |
0.7590 |
-0.0019 |
-0.2% |
0.7635 |
| Low |
0.7542 |
0.7555 |
0.0013 |
0.2% |
0.7542 |
| Close |
0.7563 |
0.7587 |
0.0024 |
0.3% |
0.7587 |
| Range |
0.0067 |
0.0035 |
-0.0032 |
-47.4% |
0.0093 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
108,312 |
66,399 |
-41,913 |
-38.7% |
344,856 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7682 |
0.7669 |
0.7606 |
|
| R3 |
0.7647 |
0.7634 |
0.7596 |
|
| R2 |
0.7612 |
0.7612 |
0.7593 |
|
| R1 |
0.7599 |
0.7599 |
0.7590 |
0.7606 |
| PP |
0.7577 |
0.7577 |
0.7577 |
0.7580 |
| S1 |
0.7564 |
0.7564 |
0.7583 |
0.7571 |
| S2 |
0.7542 |
0.7542 |
0.7580 |
|
| S3 |
0.7507 |
0.7529 |
0.7577 |
|
| S4 |
0.7472 |
0.7494 |
0.7567 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7865 |
0.7818 |
0.7637 |
|
| R3 |
0.7773 |
0.7726 |
0.7612 |
|
| R2 |
0.7680 |
0.7680 |
0.7603 |
|
| R1 |
0.7633 |
0.7633 |
0.7595 |
0.7611 |
| PP |
0.7588 |
0.7588 |
0.7588 |
0.7576 |
| S1 |
0.7541 |
0.7541 |
0.7578 |
0.7518 |
| S2 |
0.7495 |
0.7495 |
0.7570 |
|
| S3 |
0.7403 |
0.7448 |
0.7561 |
|
| S4 |
0.7310 |
0.7356 |
0.7536 |
|
|
| 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% |
0.0036 |
0.5% |
48% |
False |
False |
68,971 |
| 10 |
0.7635 |
0.7497 |
0.0138 |
1.8% |
0.0039 |
0.5% |
65% |
False |
False |
65,903 |
| 20 |
0.7635 |
0.7453 |
0.0182 |
2.4% |
0.0042 |
0.6% |
74% |
False |
False |
70,352 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0046 |
0.6% |
55% |
False |
False |
49,395 |
| 60 |
0.7697 |
0.7432 |
0.0265 |
3.5% |
0.0045 |
0.6% |
58% |
False |
False |
33,039 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0044 |
0.6% |
73% |
False |
False |
24,796 |
| 100 |
0.7697 |
0.7232 |
0.0466 |
6.1% |
0.0047 |
0.6% |
76% |
False |
False |
19,861 |
| 120 |
0.7697 |
0.7062 |
0.0635 |
8.4% |
0.0047 |
0.6% |
83% |
False |
False |
16,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7739 |
|
2.618 |
0.7682 |
|
1.618 |
0.7647 |
|
1.000 |
0.7625 |
|
0.618 |
0.7612 |
|
HIGH |
0.7590 |
|
0.618 |
0.7577 |
|
0.500 |
0.7573 |
|
0.382 |
0.7568 |
|
LOW |
0.7555 |
|
0.618 |
0.7533 |
|
1.000 |
0.7520 |
|
1.618 |
0.7498 |
|
2.618 |
0.7463 |
|
4.250 |
0.7406 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7582 |
0.7585 |
| PP |
0.7577 |
0.7584 |
| S1 |
0.7573 |
0.7583 |
|