CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 02-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7505 |
0.7512 |
0.0007 |
0.1% |
0.7620 |
| High |
0.7531 |
0.7568 |
0.0037 |
0.5% |
0.7620 |
| Low |
0.7491 |
0.7481 |
-0.0010 |
-0.1% |
0.7470 |
| Close |
0.7510 |
0.7559 |
0.0049 |
0.7% |
0.7510 |
| Range |
0.0041 |
0.0088 |
0.0047 |
116.0% |
0.0151 |
| ATR |
0.0047 |
0.0050 |
0.0003 |
6.3% |
0.0000 |
| Volume |
94,185 |
78,382 |
-15,803 |
-16.8% |
423,995 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7798 |
0.7766 |
0.7607 |
|
| R3 |
0.7711 |
0.7678 |
0.7583 |
|
| R2 |
0.7623 |
0.7623 |
0.7575 |
|
| R1 |
0.7591 |
0.7591 |
0.7567 |
0.7607 |
| PP |
0.7536 |
0.7536 |
0.7536 |
0.7544 |
| S1 |
0.7503 |
0.7503 |
0.7550 |
0.7520 |
| S2 |
0.7448 |
0.7448 |
0.7542 |
|
| S3 |
0.7361 |
0.7416 |
0.7534 |
|
| S4 |
0.7273 |
0.7328 |
0.7510 |
|
|
| 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 |
0.7611 |
0.7470 |
0.0141 |
1.9% |
0.0064 |
0.8% |
63% |
False |
False |
87,850 |
| 10 |
0.7646 |
0.7470 |
0.0176 |
2.3% |
0.0054 |
0.7% |
51% |
False |
False |
75,442 |
| 20 |
0.7646 |
0.7470 |
0.0176 |
2.3% |
0.0046 |
0.6% |
51% |
False |
False |
70,733 |
| 40 |
0.7655 |
0.7453 |
0.0202 |
2.7% |
0.0046 |
0.6% |
52% |
False |
False |
68,937 |
| 60 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0046 |
0.6% |
43% |
False |
False |
46,466 |
| 80 |
0.7697 |
0.7332 |
0.0366 |
4.8% |
0.0045 |
0.6% |
62% |
False |
False |
34,884 |
| 100 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0046 |
0.6% |
66% |
False |
False |
27,922 |
| 120 |
0.7697 |
0.7077 |
0.0620 |
8.2% |
0.0047 |
0.6% |
78% |
False |
False |
23,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7940 |
|
2.618 |
0.7797 |
|
1.618 |
0.7710 |
|
1.000 |
0.7656 |
|
0.618 |
0.7622 |
|
HIGH |
0.7568 |
|
0.618 |
0.7535 |
|
0.500 |
0.7524 |
|
0.382 |
0.7514 |
|
LOW |
0.7481 |
|
0.618 |
0.7426 |
|
1.000 |
0.7393 |
|
1.618 |
0.7339 |
|
2.618 |
0.7251 |
|
4.250 |
0.7109 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7547 |
0.7545 |
| PP |
0.7536 |
0.7532 |
| S1 |
0.7524 |
0.7519 |
|