CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7587 |
0.7591 |
0.0004 |
0.1% |
0.7651 |
| High |
0.7619 |
0.7606 |
-0.0013 |
-0.2% |
0.7655 |
| Low |
0.7577 |
0.7551 |
-0.0027 |
-0.3% |
0.7544 |
| Close |
0.7594 |
0.7591 |
-0.0004 |
0.0% |
0.7583 |
| Range |
0.0042 |
0.0056 |
0.0014 |
32.1% |
0.0111 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.1% |
0.0000 |
| Volume |
64,576 |
74,597 |
10,021 |
15.5% |
233,089 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7749 |
0.7725 |
0.7621 |
|
| R3 |
0.7693 |
0.7670 |
0.7606 |
|
| R2 |
0.7638 |
0.7638 |
0.7601 |
|
| R1 |
0.7614 |
0.7614 |
0.7596 |
0.7618 |
| PP |
0.7582 |
0.7582 |
0.7582 |
0.7584 |
| S1 |
0.7559 |
0.7559 |
0.7585 |
0.7563 |
| S2 |
0.7527 |
0.7527 |
0.7580 |
|
| S3 |
0.7471 |
0.7503 |
0.7575 |
|
| S4 |
0.7416 |
0.7448 |
0.7560 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7927 |
0.7866 |
0.7644 |
|
| R3 |
0.7816 |
0.7755 |
0.7613 |
|
| R2 |
0.7705 |
0.7705 |
0.7603 |
|
| R1 |
0.7644 |
0.7644 |
0.7593 |
0.7619 |
| PP |
0.7594 |
0.7594 |
0.7594 |
0.7581 |
| S1 |
0.7533 |
0.7533 |
0.7572 |
0.7508 |
| S2 |
0.7483 |
0.7483 |
0.7562 |
|
| S3 |
0.7372 |
0.7422 |
0.7552 |
|
| S4 |
0.7261 |
0.7311 |
0.7521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7619 |
0.7551 |
0.0069 |
0.9% |
0.0039 |
0.5% |
58% |
False |
True |
61,549 |
| 10 |
0.7669 |
0.7544 |
0.0126 |
1.7% |
0.0053 |
0.7% |
37% |
False |
False |
48,887 |
| 20 |
0.7697 |
0.7544 |
0.0154 |
2.0% |
0.0049 |
0.6% |
31% |
False |
False |
25,274 |
| 40 |
0.7697 |
0.7432 |
0.0265 |
3.5% |
0.0046 |
0.6% |
60% |
False |
False |
12,775 |
| 60 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0045 |
0.6% |
74% |
False |
False |
8,537 |
| 80 |
0.7697 |
0.7232 |
0.0466 |
6.1% |
0.0048 |
0.6% |
77% |
False |
False |
6,433 |
| 100 |
0.7697 |
0.7062 |
0.0635 |
8.4% |
0.0048 |
0.6% |
83% |
False |
False |
5,152 |
| 120 |
0.7697 |
0.6988 |
0.0710 |
9.3% |
0.0052 |
0.7% |
85% |
False |
False |
4,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7842 |
|
2.618 |
0.7751 |
|
1.618 |
0.7696 |
|
1.000 |
0.7662 |
|
0.618 |
0.7640 |
|
HIGH |
0.7606 |
|
0.618 |
0.7585 |
|
0.500 |
0.7578 |
|
0.382 |
0.7572 |
|
LOW |
0.7551 |
|
0.618 |
0.7516 |
|
1.000 |
0.7495 |
|
1.618 |
0.7461 |
|
2.618 |
0.7405 |
|
4.250 |
0.7315 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7586 |
0.7589 |
| PP |
0.7582 |
0.7587 |
| S1 |
0.7578 |
0.7585 |
|