CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7615 |
0.7620 |
0.0005 |
0.1% |
0.7582 |
| High |
0.7630 |
0.7620 |
-0.0010 |
-0.1% |
0.7646 |
| Low |
0.7600 |
0.7563 |
-0.0038 |
-0.5% |
0.7574 |
| Close |
0.7609 |
0.7578 |
-0.0031 |
-0.4% |
0.7609 |
| Range |
0.0030 |
0.0058 |
0.0028 |
94.9% |
0.0072 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.9% |
0.0000 |
| Volume |
51,168 |
63,126 |
11,958 |
23.4% |
305,374 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7759 |
0.7726 |
0.7610 |
|
| R3 |
0.7702 |
0.7669 |
0.7594 |
|
| R2 |
0.7644 |
0.7644 |
0.7589 |
|
| R1 |
0.7611 |
0.7611 |
0.7583 |
0.7599 |
| PP |
0.7587 |
0.7587 |
0.7587 |
0.7581 |
| S1 |
0.7554 |
0.7554 |
0.7573 |
0.7542 |
| S2 |
0.7529 |
0.7529 |
0.7567 |
|
| S3 |
0.7472 |
0.7496 |
0.7562 |
|
| S4 |
0.7414 |
0.7439 |
0.7546 |
|
|
| 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 |
0.7563 |
0.0083 |
1.1% |
0.0043 |
0.6% |
19% |
False |
True |
63,034 |
| 10 |
0.7646 |
0.7542 |
0.0104 |
1.4% |
0.0040 |
0.5% |
35% |
False |
False |
67,434 |
| 20 |
0.7646 |
0.7453 |
0.0193 |
2.5% |
0.0040 |
0.5% |
65% |
False |
False |
65,938 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0045 |
0.6% |
51% |
False |
False |
58,480 |
| 60 |
0.7697 |
0.7437 |
0.0261 |
3.4% |
0.0045 |
0.6% |
54% |
False |
False |
39,164 |
| 80 |
0.7697 |
0.7332 |
0.0366 |
4.8% |
0.0044 |
0.6% |
67% |
False |
False |
29,398 |
| 100 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0046 |
0.6% |
71% |
False |
False |
23,541 |
| 120 |
0.7697 |
0.7062 |
0.0635 |
8.4% |
0.0047 |
0.6% |
81% |
False |
False |
19,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7864 |
|
2.618 |
0.7771 |
|
1.618 |
0.7713 |
|
1.000 |
0.7678 |
|
0.618 |
0.7656 |
|
HIGH |
0.7620 |
|
0.618 |
0.7598 |
|
0.500 |
0.7591 |
|
0.382 |
0.7584 |
|
LOW |
0.7563 |
|
0.618 |
0.7527 |
|
1.000 |
0.7505 |
|
1.618 |
0.7469 |
|
2.618 |
0.7412 |
|
4.250 |
0.7318 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7591 |
0.7596 |
| PP |
0.7587 |
0.7590 |
| S1 |
0.7582 |
0.7584 |
|