CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7515 |
0.7519 |
0.0004 |
0.0% |
0.7583 |
| High |
0.7530 |
0.7524 |
-0.0006 |
-0.1% |
0.7619 |
| Low |
0.7495 |
0.7473 |
-0.0022 |
-0.3% |
0.7551 |
| Close |
0.7516 |
0.7476 |
-0.0040 |
-0.5% |
0.7580 |
| Range |
0.0036 |
0.0052 |
0.0016 |
45.1% |
0.0069 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.2% |
0.0000 |
| Volume |
78,609 |
77,296 |
-1,313 |
-1.7% |
309,605 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7645 |
0.7612 |
0.7504 |
|
| R3 |
0.7594 |
0.7561 |
0.7490 |
|
| R2 |
0.7542 |
0.7542 |
0.7485 |
|
| R1 |
0.7509 |
0.7509 |
0.7481 |
0.7500 |
| PP |
0.7491 |
0.7491 |
0.7491 |
0.7486 |
| S1 |
0.7458 |
0.7458 |
0.7471 |
0.7449 |
| S2 |
0.7439 |
0.7439 |
0.7467 |
|
| S3 |
0.7388 |
0.7406 |
0.7462 |
|
| S4 |
0.7336 |
0.7355 |
0.7448 |
|
|
| 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 |
0.7614 |
0.7473 |
0.0141 |
1.9% |
0.0054 |
0.7% |
2% |
False |
True |
79,871 |
| 10 |
0.7625 |
0.7473 |
0.0152 |
2.0% |
0.0046 |
0.6% |
2% |
False |
True |
69,991 |
| 20 |
0.7697 |
0.7473 |
0.0225 |
3.0% |
0.0051 |
0.7% |
2% |
False |
True |
41,393 |
| 40 |
0.7697 |
0.7432 |
0.0265 |
3.5% |
0.0048 |
0.6% |
17% |
False |
False |
20,873 |
| 60 |
0.7697 |
0.7302 |
0.0396 |
5.3% |
0.0045 |
0.6% |
44% |
False |
False |
13,946 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0047 |
0.6% |
46% |
False |
False |
10,489 |
| 100 |
0.7697 |
0.7062 |
0.0635 |
8.5% |
0.0048 |
0.6% |
65% |
False |
False |
8,398 |
| 120 |
0.7697 |
0.7024 |
0.0673 |
9.0% |
0.0050 |
0.7% |
67% |
False |
False |
7,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7743 |
|
2.618 |
0.7659 |
|
1.618 |
0.7607 |
|
1.000 |
0.7576 |
|
0.618 |
0.7556 |
|
HIGH |
0.7524 |
|
0.618 |
0.7504 |
|
0.500 |
0.7498 |
|
0.382 |
0.7492 |
|
LOW |
0.7473 |
|
0.618 |
0.7441 |
|
1.000 |
0.7421 |
|
1.618 |
0.7389 |
|
2.618 |
0.7338 |
|
4.250 |
0.7254 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7498 |
0.7533 |
| PP |
0.7491 |
0.7514 |
| S1 |
0.7483 |
0.7495 |
|