CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7582 |
0.7584 |
0.0003 |
0.0% |
0.7618 |
| High |
0.7605 |
0.7632 |
0.0027 |
0.4% |
0.7635 |
| Low |
0.7581 |
0.7574 |
-0.0007 |
-0.1% |
0.7542 |
| Close |
0.7587 |
0.7623 |
0.0036 |
0.5% |
0.7587 |
| Range |
0.0025 |
0.0058 |
0.0034 |
136.7% |
0.0093 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.8% |
0.0000 |
| Volume |
53,330 |
68,223 |
14,893 |
27.9% |
344,856 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7784 |
0.7761 |
0.7654 |
|
| R3 |
0.7726 |
0.7703 |
0.7638 |
|
| R2 |
0.7668 |
0.7668 |
0.7633 |
|
| R1 |
0.7645 |
0.7645 |
0.7628 |
0.7656 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7615 |
| S1 |
0.7587 |
0.7587 |
0.7617 |
0.7598 |
| S2 |
0.7552 |
0.7552 |
0.7612 |
|
| S3 |
0.7494 |
0.7529 |
0.7607 |
|
| S4 |
0.7436 |
0.7471 |
0.7591 |
|
|
| 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 |
0.7632 |
0.7542 |
0.0090 |
1.2% |
0.0042 |
0.6% |
89% |
True |
False |
70,153 |
| 10 |
0.7635 |
0.7497 |
0.0138 |
1.8% |
0.0040 |
0.5% |
91% |
False |
False |
65,788 |
| 20 |
0.7635 |
0.7453 |
0.0182 |
2.4% |
0.0041 |
0.5% |
93% |
False |
False |
67,282 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0045 |
0.6% |
69% |
False |
False |
52,417 |
| 60 |
0.7697 |
0.7432 |
0.0265 |
3.5% |
0.0045 |
0.6% |
72% |
False |
False |
35,060 |
| 80 |
0.7697 |
0.7302 |
0.0396 |
5.2% |
0.0044 |
0.6% |
81% |
False |
False |
26,314 |
| 100 |
0.7697 |
0.7251 |
0.0447 |
5.9% |
0.0047 |
0.6% |
83% |
False |
False |
21,075 |
| 120 |
0.7697 |
0.7062 |
0.0635 |
8.3% |
0.0047 |
0.6% |
88% |
False |
False |
17,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7879 |
|
2.618 |
0.7784 |
|
1.618 |
0.7726 |
|
1.000 |
0.7690 |
|
0.618 |
0.7668 |
|
HIGH |
0.7632 |
|
0.618 |
0.7610 |
|
0.500 |
0.7603 |
|
0.382 |
0.7596 |
|
LOW |
0.7574 |
|
0.618 |
0.7538 |
|
1.000 |
0.7516 |
|
1.618 |
0.7480 |
|
2.618 |
0.7422 |
|
4.250 |
0.7328 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7616 |
0.7613 |
| PP |
0.7610 |
0.7603 |
| S1 |
0.7603 |
0.7594 |
|