CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7519 |
0.7475 |
-0.0044 |
-0.6% |
0.7583 |
| High |
0.7524 |
0.7506 |
-0.0018 |
-0.2% |
0.7619 |
| Low |
0.7473 |
0.7455 |
-0.0018 |
-0.2% |
0.7551 |
| Close |
0.7476 |
0.7491 |
0.0015 |
0.2% |
0.7580 |
| Range |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0069 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.2% |
0.0000 |
| Volume |
77,296 |
84,260 |
6,964 |
9.0% |
309,605 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7638 |
0.7616 |
0.7519 |
|
| R3 |
0.7587 |
0.7565 |
0.7505 |
|
| R2 |
0.7535 |
0.7535 |
0.7500 |
|
| R1 |
0.7513 |
0.7513 |
0.7496 |
0.7524 |
| PP |
0.7484 |
0.7484 |
0.7484 |
0.7489 |
| S1 |
0.7462 |
0.7462 |
0.7486 |
0.7473 |
| S2 |
0.7432 |
0.7432 |
0.7482 |
|
| S3 |
0.7381 |
0.7410 |
0.7477 |
|
| S4 |
0.7329 |
0.7359 |
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 |
0.7614 |
0.7455 |
0.0159 |
2.1% |
0.0053 |
0.7% |
23% |
False |
True |
81,804 |
| 10 |
0.7619 |
0.7455 |
0.0165 |
2.2% |
0.0046 |
0.6% |
22% |
False |
True |
71,676 |
| 20 |
0.7697 |
0.7455 |
0.0243 |
3.2% |
0.0051 |
0.7% |
15% |
False |
True |
45,546 |
| 40 |
0.7697 |
0.7432 |
0.0265 |
3.5% |
0.0048 |
0.6% |
22% |
False |
False |
22,978 |
| 60 |
0.7697 |
0.7332 |
0.0366 |
4.9% |
0.0045 |
0.6% |
44% |
False |
False |
15,349 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0047 |
0.6% |
49% |
False |
False |
11,541 |
| 100 |
0.7697 |
0.7062 |
0.0635 |
8.5% |
0.0049 |
0.6% |
68% |
False |
False |
9,241 |
| 120 |
0.7697 |
0.7024 |
0.0673 |
9.0% |
0.0050 |
0.7% |
69% |
False |
False |
7,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7725 |
|
2.618 |
0.7641 |
|
1.618 |
0.7589 |
|
1.000 |
0.7558 |
|
0.618 |
0.7538 |
|
HIGH |
0.7506 |
|
0.618 |
0.7486 |
|
0.500 |
0.7480 |
|
0.382 |
0.7474 |
|
LOW |
0.7455 |
|
0.618 |
0.7423 |
|
1.000 |
0.7403 |
|
1.618 |
0.7371 |
|
2.618 |
0.7320 |
|
4.250 |
0.7236 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7487 |
0.7492 |
| PP |
0.7484 |
0.7492 |
| S1 |
0.7480 |
0.7491 |
|