CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7580 |
0.7515 |
-0.0065 |
-0.9% |
0.7583 |
| High |
0.7594 |
0.7530 |
-0.0064 |
-0.8% |
0.7619 |
| Low |
0.7509 |
0.7495 |
-0.0014 |
-0.2% |
0.7551 |
| Close |
0.7510 |
0.7516 |
0.0006 |
0.1% |
0.7580 |
| Range |
0.0086 |
0.0036 |
-0.0050 |
-58.5% |
0.0069 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
104,341 |
78,609 |
-25,732 |
-24.7% |
309,605 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7620 |
0.7603 |
0.7535 |
|
| R3 |
0.7584 |
0.7568 |
0.7525 |
|
| R2 |
0.7549 |
0.7549 |
0.7522 |
|
| R1 |
0.7532 |
0.7532 |
0.7519 |
0.7541 |
| PP |
0.7513 |
0.7513 |
0.7513 |
0.7518 |
| S1 |
0.7497 |
0.7497 |
0.7512 |
0.7505 |
| S2 |
0.7478 |
0.7478 |
0.7509 |
|
| S3 |
0.7442 |
0.7461 |
0.7506 |
|
| S4 |
0.7407 |
0.7426 |
0.7496 |
|
|
| 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 |
0.7495 |
0.0125 |
1.7% |
0.0052 |
0.7% |
17% |
False |
True |
77,327 |
| 10 |
0.7625 |
0.7495 |
0.0130 |
1.7% |
0.0047 |
0.6% |
16% |
False |
True |
69,373 |
| 20 |
0.7697 |
0.7495 |
0.0203 |
2.7% |
0.0050 |
0.7% |
10% |
False |
True |
37,552 |
| 40 |
0.7697 |
0.7432 |
0.0265 |
3.5% |
0.0048 |
0.6% |
32% |
False |
False |
18,949 |
| 60 |
0.7697 |
0.7302 |
0.0396 |
5.3% |
0.0045 |
0.6% |
54% |
False |
False |
12,658 |
| 80 |
0.7697 |
0.7251 |
0.0447 |
5.9% |
0.0048 |
0.6% |
59% |
False |
False |
9,524 |
| 100 |
0.7697 |
0.7062 |
0.0635 |
8.4% |
0.0048 |
0.6% |
71% |
False |
False |
7,626 |
| 120 |
0.7697 |
0.7010 |
0.0687 |
9.1% |
0.0051 |
0.7% |
74% |
False |
False |
6,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7681 |
|
2.618 |
0.7623 |
|
1.618 |
0.7587 |
|
1.000 |
0.7566 |
|
0.618 |
0.7552 |
|
HIGH |
0.7530 |
|
0.618 |
0.7516 |
|
0.500 |
0.7512 |
|
0.382 |
0.7508 |
|
LOW |
0.7495 |
|
0.618 |
0.7473 |
|
1.000 |
0.7459 |
|
1.618 |
0.7437 |
|
2.618 |
0.7402 |
|
4.250 |
0.7344 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7514 |
0.7554 |
| PP |
0.7513 |
0.7541 |
| S1 |
0.7512 |
0.7528 |
|