CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 27-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7620 |
0.7572 |
-0.0048 |
-0.6% |
0.7582 |
| High |
0.7620 |
0.7611 |
-0.0010 |
-0.1% |
0.7646 |
| Low |
0.7563 |
0.7570 |
0.0008 |
0.1% |
0.7574 |
| Close |
0.7578 |
0.7597 |
0.0019 |
0.3% |
0.7609 |
| Range |
0.0058 |
0.0041 |
-0.0017 |
-29.6% |
0.0072 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
63,126 |
55,462 |
-7,664 |
-12.1% |
305,374 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7714 |
0.7696 |
0.7619 |
|
| R3 |
0.7674 |
0.7656 |
0.7608 |
|
| R2 |
0.7633 |
0.7633 |
0.7604 |
|
| R1 |
0.7615 |
0.7615 |
0.7601 |
0.7624 |
| PP |
0.7593 |
0.7593 |
0.7593 |
0.7597 |
| S1 |
0.7575 |
0.7575 |
0.7593 |
0.7584 |
| S2 |
0.7552 |
0.7552 |
0.7590 |
|
| S3 |
0.7512 |
0.7534 |
0.7586 |
|
| S4 |
0.7471 |
0.7494 |
0.7575 |
|
|
| 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% |
0.0040 |
0.5% |
42% |
False |
False |
60,481 |
| 10 |
0.7646 |
0.7542 |
0.0104 |
1.4% |
0.0041 |
0.5% |
53% |
False |
False |
65,317 |
| 20 |
0.7646 |
0.7453 |
0.0193 |
2.5% |
0.0040 |
0.5% |
75% |
False |
False |
65,609 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0045 |
0.6% |
59% |
False |
False |
59,783 |
| 60 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0045 |
0.6% |
59% |
False |
False |
40,088 |
| 80 |
0.7697 |
0.7332 |
0.0366 |
4.8% |
0.0044 |
0.6% |
73% |
False |
False |
30,091 |
| 100 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0046 |
0.6% |
75% |
False |
False |
24,094 |
| 120 |
0.7697 |
0.7077 |
0.0620 |
8.2% |
0.0046 |
0.6% |
84% |
False |
False |
20,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7783 |
|
2.618 |
0.7717 |
|
1.618 |
0.7676 |
|
1.000 |
0.7651 |
|
0.618 |
0.7636 |
|
HIGH |
0.7611 |
|
0.618 |
0.7595 |
|
0.500 |
0.7590 |
|
0.382 |
0.7585 |
|
LOW |
0.7570 |
|
0.618 |
0.7545 |
|
1.000 |
0.7530 |
|
1.618 |
0.7504 |
|
2.618 |
0.7464 |
|
4.250 |
0.7398 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7595 |
0.7597 |
| PP |
0.7593 |
0.7596 |
| S1 |
0.7590 |
0.7596 |
|