CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7506 |
0.7505 |
-0.0001 |
0.0% |
0.7620 |
| High |
0.7532 |
0.7531 |
-0.0001 |
0.0% |
0.7620 |
| Low |
0.7470 |
0.7491 |
0.0021 |
0.3% |
0.7470 |
| Close |
0.7506 |
0.7510 |
0.0004 |
0.1% |
0.7510 |
| Range |
0.0063 |
0.0041 |
-0.0022 |
-35.2% |
0.0151 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
95,936 |
94,185 |
-1,751 |
-1.8% |
423,995 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7632 |
0.7611 |
0.7532 |
|
| R3 |
0.7591 |
0.7571 |
0.7521 |
|
| R2 |
0.7551 |
0.7551 |
0.7517 |
|
| R1 |
0.7530 |
0.7530 |
0.7513 |
0.7541 |
| PP |
0.7510 |
0.7510 |
0.7510 |
0.7516 |
| S1 |
0.7490 |
0.7490 |
0.7506 |
0.7500 |
| S2 |
0.7470 |
0.7470 |
0.7502 |
|
| S3 |
0.7429 |
0.7449 |
0.7498 |
|
| S4 |
0.7389 |
0.7409 |
0.7487 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7985 |
0.7898 |
0.7592 |
|
| R3 |
0.7834 |
0.7747 |
0.7551 |
|
| R2 |
0.7684 |
0.7684 |
0.7537 |
|
| R1 |
0.7597 |
0.7597 |
0.7523 |
0.7565 |
| PP |
0.7533 |
0.7533 |
0.7533 |
0.7517 |
| S1 |
0.7446 |
0.7446 |
0.7496 |
0.7414 |
| S2 |
0.7383 |
0.7383 |
0.7482 |
|
| S3 |
0.7232 |
0.7296 |
0.7468 |
|
| S4 |
0.7082 |
0.7145 |
0.7427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7620 |
0.7470 |
0.0151 |
2.0% |
0.0058 |
0.8% |
27% |
False |
False |
84,799 |
| 10 |
0.7646 |
0.7470 |
0.0176 |
2.3% |
0.0047 |
0.6% |
23% |
False |
False |
72,936 |
| 20 |
0.7646 |
0.7470 |
0.0176 |
2.3% |
0.0043 |
0.6% |
23% |
False |
False |
69,420 |
| 40 |
0.7668 |
0.7453 |
0.0215 |
2.9% |
0.0046 |
0.6% |
26% |
False |
False |
67,174 |
| 60 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0046 |
0.6% |
23% |
False |
False |
45,161 |
| 80 |
0.7697 |
0.7332 |
0.0366 |
4.9% |
0.0044 |
0.6% |
49% |
False |
False |
33,905 |
| 100 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0046 |
0.6% |
54% |
False |
False |
27,143 |
| 120 |
0.7697 |
0.7077 |
0.0620 |
8.3% |
0.0047 |
0.6% |
70% |
False |
False |
22,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7703 |
|
2.618 |
0.7637 |
|
1.618 |
0.7597 |
|
1.000 |
0.7572 |
|
0.618 |
0.7556 |
|
HIGH |
0.7531 |
|
0.618 |
0.7516 |
|
0.500 |
0.7511 |
|
0.382 |
0.7506 |
|
LOW |
0.7491 |
|
0.618 |
0.7465 |
|
1.000 |
0.7450 |
|
1.618 |
0.7425 |
|
2.618 |
0.7384 |
|
4.250 |
0.7318 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7511 |
0.7529 |
| PP |
0.7510 |
0.7523 |
| S1 |
0.7510 |
0.7516 |
|