CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7512 |
0.7563 |
0.0051 |
0.7% |
0.7620 |
| High |
0.7568 |
0.7632 |
0.0064 |
0.8% |
0.7620 |
| Low |
0.7481 |
0.7558 |
0.0077 |
1.0% |
0.7470 |
| Close |
0.7559 |
0.7593 |
0.0035 |
0.5% |
0.7510 |
| Range |
0.0088 |
0.0075 |
-0.0013 |
-14.9% |
0.0151 |
| ATR |
0.0050 |
0.0051 |
0.0002 |
3.6% |
0.0000 |
| Volume |
78,382 |
76,475 |
-1,907 |
-2.4% |
423,995 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7818 |
0.7780 |
0.7634 |
|
| R3 |
0.7743 |
0.7705 |
0.7613 |
|
| R2 |
0.7669 |
0.7669 |
0.7607 |
|
| R1 |
0.7631 |
0.7631 |
0.7600 |
0.7650 |
| PP |
0.7594 |
0.7594 |
0.7594 |
0.7604 |
| S1 |
0.7556 |
0.7556 |
0.7586 |
0.7575 |
| S2 |
0.7520 |
0.7520 |
0.7579 |
|
| S3 |
0.7445 |
0.7482 |
0.7573 |
|
| S4 |
0.7371 |
0.7407 |
0.7552 |
|
|
| 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 |
0.7632 |
0.7470 |
0.0163 |
2.1% |
0.0071 |
0.9% |
76% |
True |
False |
92,052 |
| 10 |
0.7646 |
0.7470 |
0.0176 |
2.3% |
0.0055 |
0.7% |
70% |
False |
False |
76,267 |
| 20 |
0.7646 |
0.7470 |
0.0176 |
2.3% |
0.0048 |
0.6% |
70% |
False |
False |
71,028 |
| 40 |
0.7646 |
0.7453 |
0.0193 |
2.5% |
0.0046 |
0.6% |
73% |
False |
False |
70,051 |
| 60 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0047 |
0.6% |
57% |
False |
False |
47,737 |
| 80 |
0.7697 |
0.7332 |
0.0366 |
4.8% |
0.0045 |
0.6% |
72% |
False |
False |
35,840 |
| 100 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0046 |
0.6% |
74% |
False |
False |
28,682 |
| 120 |
0.7697 |
0.7089 |
0.0608 |
8.0% |
0.0047 |
0.6% |
83% |
False |
False |
23,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7949 |
|
2.618 |
0.7827 |
|
1.618 |
0.7753 |
|
1.000 |
0.7707 |
|
0.618 |
0.7678 |
|
HIGH |
0.7632 |
|
0.618 |
0.7604 |
|
0.500 |
0.7595 |
|
0.382 |
0.7586 |
|
LOW |
0.7558 |
|
0.618 |
0.7511 |
|
1.000 |
0.7483 |
|
1.618 |
0.7437 |
|
2.618 |
0.7362 |
|
4.250 |
0.7241 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7595 |
0.7581 |
| PP |
0.7594 |
0.7569 |
| S1 |
0.7594 |
0.7556 |
|