CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7602 |
0.7580 |
-0.0022 |
-0.3% |
0.7583 |
| High |
0.7614 |
0.7594 |
-0.0020 |
-0.3% |
0.7619 |
| Low |
0.7572 |
0.7509 |
-0.0064 |
-0.8% |
0.7551 |
| Close |
0.7580 |
0.7510 |
-0.0070 |
-0.9% |
0.7580 |
| Range |
0.0042 |
0.0086 |
0.0044 |
106.0% |
0.0069 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
5.5% |
0.0000 |
| Volume |
64,514 |
104,341 |
39,827 |
61.7% |
309,605 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7794 |
0.7738 |
0.7557 |
|
| R3 |
0.7709 |
0.7652 |
0.7534 |
|
| R2 |
0.7623 |
0.7623 |
0.7526 |
|
| R1 |
0.7567 |
0.7567 |
0.7518 |
0.7552 |
| PP |
0.7538 |
0.7538 |
0.7538 |
0.7530 |
| S1 |
0.7481 |
0.7481 |
0.7502 |
0.7467 |
| S2 |
0.7452 |
0.7452 |
0.7494 |
|
| S3 |
0.7367 |
0.7396 |
0.7486 |
|
| S4 |
0.7281 |
0.7310 |
0.7463 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7789 |
0.7753 |
0.7618 |
|
| R3 |
0.7720 |
0.7684 |
0.7599 |
|
| R2 |
0.7652 |
0.7652 |
0.7593 |
|
| R1 |
0.7616 |
0.7616 |
0.7586 |
0.7600 |
| PP |
0.7583 |
0.7583 |
0.7583 |
0.7575 |
| S1 |
0.7547 |
0.7547 |
0.7574 |
0.7531 |
| S2 |
0.7515 |
0.7515 |
0.7567 |
|
| S3 |
0.7446 |
0.7479 |
0.7561 |
|
| S4 |
0.7378 |
0.7410 |
0.7542 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7619 |
0.7509 |
0.0111 |
1.5% |
0.0053 |
0.7% |
1% |
False |
True |
72,630 |
| 10 |
0.7655 |
0.7509 |
0.0146 |
1.9% |
0.0054 |
0.7% |
1% |
False |
True |
64,703 |
| 20 |
0.7697 |
0.7509 |
0.0189 |
2.5% |
0.0051 |
0.7% |
1% |
False |
True |
33,635 |
| 40 |
0.7697 |
0.7432 |
0.0265 |
3.5% |
0.0047 |
0.6% |
29% |
False |
False |
16,986 |
| 60 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0045 |
0.6% |
54% |
False |
False |
11,349 |
| 80 |
0.7697 |
0.7232 |
0.0466 |
6.2% |
0.0049 |
0.6% |
60% |
False |
False |
8,542 |
| 100 |
0.7697 |
0.7062 |
0.0635 |
8.5% |
0.0048 |
0.6% |
71% |
False |
False |
6,840 |
| 120 |
0.7697 |
0.7010 |
0.0687 |
9.1% |
0.0051 |
0.7% |
73% |
False |
False |
5,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7957 |
|
2.618 |
0.7818 |
|
1.618 |
0.7732 |
|
1.000 |
0.7680 |
|
0.618 |
0.7647 |
|
HIGH |
0.7594 |
|
0.618 |
0.7561 |
|
0.500 |
0.7551 |
|
0.382 |
0.7541 |
|
LOW |
0.7509 |
|
0.618 |
0.7456 |
|
1.000 |
0.7423 |
|
1.618 |
0.7370 |
|
2.618 |
0.7285 |
|
4.250 |
0.7145 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7551 |
0.7561 |
| PP |
0.7538 |
0.7544 |
| S1 |
0.7524 |
0.7527 |
|