CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7612 |
0.7615 |
0.0003 |
0.0% |
0.7582 |
| High |
0.7621 |
0.7630 |
0.0009 |
0.1% |
0.7646 |
| Low |
0.7590 |
0.7600 |
0.0010 |
0.1% |
0.7574 |
| Close |
0.7610 |
0.7609 |
-0.0001 |
0.0% |
0.7609 |
| Range |
0.0031 |
0.0030 |
-0.0001 |
-3.3% |
0.0072 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
65,128 |
51,168 |
-13,960 |
-21.4% |
305,374 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7701 |
0.7685 |
0.7625 |
|
| R3 |
0.7672 |
0.7655 |
0.7617 |
|
| R2 |
0.7642 |
0.7642 |
0.7614 |
|
| R1 |
0.7626 |
0.7626 |
0.7612 |
0.7619 |
| PP |
0.7613 |
0.7613 |
0.7613 |
0.7610 |
| S1 |
0.7596 |
0.7596 |
0.7606 |
0.7590 |
| S2 |
0.7583 |
0.7583 |
0.7604 |
|
| S3 |
0.7554 |
0.7567 |
0.7601 |
|
| S4 |
0.7524 |
0.7537 |
0.7593 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7824 |
0.7788 |
0.7648 |
|
| R3 |
0.7753 |
0.7717 |
0.7629 |
|
| R2 |
0.7681 |
0.7681 |
0.7622 |
|
| R1 |
0.7645 |
0.7645 |
0.7616 |
0.7663 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7619 |
| S1 |
0.7574 |
0.7574 |
0.7602 |
0.7592 |
| S2 |
0.7538 |
0.7538 |
0.7596 |
|
| S3 |
0.7467 |
0.7502 |
0.7589 |
|
| S4 |
0.7395 |
0.7431 |
0.7570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7646 |
0.7574 |
0.0072 |
0.9% |
0.0037 |
0.5% |
49% |
False |
False |
61,074 |
| 10 |
0.7646 |
0.7542 |
0.0104 |
1.4% |
0.0037 |
0.5% |
65% |
False |
False |
65,023 |
| 20 |
0.7646 |
0.7453 |
0.0193 |
2.5% |
0.0038 |
0.5% |
81% |
False |
False |
65,292 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0045 |
0.6% |
64% |
False |
False |
56,945 |
| 60 |
0.7697 |
0.7437 |
0.0261 |
3.4% |
0.0045 |
0.6% |
66% |
False |
False |
38,115 |
| 80 |
0.7697 |
0.7332 |
0.0366 |
4.8% |
0.0044 |
0.6% |
76% |
False |
False |
28,610 |
| 100 |
0.7697 |
0.7291 |
0.0407 |
5.3% |
0.0046 |
0.6% |
78% |
False |
False |
22,911 |
| 120 |
0.7697 |
0.7062 |
0.0635 |
8.3% |
0.0047 |
0.6% |
86% |
False |
False |
19,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7755 |
|
2.618 |
0.7707 |
|
1.618 |
0.7677 |
|
1.000 |
0.7659 |
|
0.618 |
0.7648 |
|
HIGH |
0.7630 |
|
0.618 |
0.7618 |
|
0.500 |
0.7615 |
|
0.382 |
0.7611 |
|
LOW |
0.7600 |
|
0.618 |
0.7582 |
|
1.000 |
0.7571 |
|
1.618 |
0.7552 |
|
2.618 |
0.7523 |
|
4.250 |
0.7475 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7618 |
| PP |
0.7613 |
0.7615 |
| S1 |
0.7611 |
0.7612 |
|