CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 04-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.7563 |
0.7614 |
0.0051 |
0.7% |
0.7620 |
High |
0.7632 |
0.7637 |
0.0005 |
0.1% |
0.7620 |
Low |
0.7558 |
0.7520 |
-0.0038 |
-0.5% |
0.7470 |
Close |
0.7593 |
0.7620 |
0.0027 |
0.4% |
0.7510 |
Range |
0.0075 |
0.0117 |
0.0043 |
57.0% |
0.0151 |
ATR |
0.0051 |
0.0056 |
0.0005 |
9.1% |
0.0000 |
Volume |
76,475 |
110,925 |
34,450 |
45.0% |
423,995 |
|
Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7943 |
0.7899 |
0.7684 |
|
R3 |
0.7826 |
0.7782 |
0.7652 |
|
R2 |
0.7709 |
0.7709 |
0.7641 |
|
R1 |
0.7665 |
0.7665 |
0.7631 |
0.7687 |
PP |
0.7592 |
0.7592 |
0.7592 |
0.7604 |
S1 |
0.7548 |
0.7548 |
0.7609 |
0.7570 |
S2 |
0.7475 |
0.7475 |
0.7599 |
|
S3 |
0.7358 |
0.7431 |
0.7588 |
|
S4 |
0.7241 |
0.7314 |
0.7556 |
|
|
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 |
0.7637 |
0.7470 |
0.0168 |
2.2% |
0.0076 |
1.0% |
90% |
True |
False |
91,180 |
10 |
0.7637 |
0.7470 |
0.0168 |
2.2% |
0.0063 |
0.8% |
90% |
True |
False |
80,607 |
20 |
0.7646 |
0.7470 |
0.0176 |
2.3% |
0.0051 |
0.7% |
86% |
False |
False |
73,857 |
40 |
0.7646 |
0.7453 |
0.0193 |
2.5% |
0.0047 |
0.6% |
87% |
False |
False |
71,046 |
60 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0048 |
0.6% |
68% |
False |
False |
49,584 |
80 |
0.7697 |
0.7355 |
0.0342 |
4.5% |
0.0047 |
0.6% |
77% |
False |
False |
37,225 |
100 |
0.7697 |
0.7291 |
0.0407 |
5.3% |
0.0046 |
0.6% |
81% |
False |
False |
29,791 |
120 |
0.7697 |
0.7116 |
0.0582 |
7.6% |
0.0048 |
0.6% |
87% |
False |
False |
24,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8134 |
2.618 |
0.7943 |
1.618 |
0.7826 |
1.000 |
0.7754 |
0.618 |
0.7709 |
HIGH |
0.7637 |
0.618 |
0.7592 |
0.500 |
0.7579 |
0.382 |
0.7565 |
LOW |
0.7520 |
0.618 |
0.7448 |
1.000 |
0.7403 |
1.618 |
0.7331 |
2.618 |
0.7214 |
4.250 |
0.7023 |
|
|
Fisher Pivots for day following 04-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7606 |
0.7600 |
PP |
0.7592 |
0.7579 |
S1 |
0.7579 |
0.7559 |
|