CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7475 |
0.7487 |
0.0012 |
0.2% |
0.7580 |
| High |
0.7506 |
0.7499 |
-0.0008 |
-0.1% |
0.7594 |
| Low |
0.7455 |
0.7455 |
0.0000 |
0.0% |
0.7455 |
| Close |
0.7491 |
0.7467 |
-0.0025 |
-0.3% |
0.7467 |
| Range |
0.0052 |
0.0044 |
-0.0008 |
-14.6% |
0.0140 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
84,260 |
62,071 |
-22,189 |
-26.3% |
406,577 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7605 |
0.7580 |
0.7491 |
|
| R3 |
0.7561 |
0.7536 |
0.7479 |
|
| R2 |
0.7517 |
0.7517 |
0.7475 |
|
| R1 |
0.7492 |
0.7492 |
0.7471 |
0.7483 |
| PP |
0.7473 |
0.7473 |
0.7473 |
0.7469 |
| S1 |
0.7448 |
0.7448 |
0.7462 |
0.7439 |
| S2 |
0.7429 |
0.7429 |
0.7458 |
|
| S3 |
0.7385 |
0.7404 |
0.7454 |
|
| S4 |
0.7341 |
0.7360 |
0.7442 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7835 |
0.7543 |
|
| R3 |
0.7784 |
0.7695 |
0.7505 |
|
| R2 |
0.7645 |
0.7645 |
0.7492 |
|
| R1 |
0.7556 |
0.7556 |
0.7479 |
0.7530 |
| PP |
0.7505 |
0.7505 |
0.7505 |
0.7492 |
| S1 |
0.7416 |
0.7416 |
0.7454 |
0.7391 |
| S2 |
0.7366 |
0.7366 |
0.7441 |
|
| S3 |
0.7226 |
0.7277 |
0.7428 |
|
| S4 |
0.7087 |
0.7137 |
0.7390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7594 |
0.7455 |
0.0140 |
1.9% |
0.0054 |
0.7% |
9% |
False |
True |
81,315 |
| 10 |
0.7619 |
0.7455 |
0.0165 |
2.2% |
0.0047 |
0.6% |
7% |
False |
True |
71,618 |
| 20 |
0.7697 |
0.7455 |
0.0243 |
3.2% |
0.0051 |
0.7% |
5% |
False |
True |
48,599 |
| 40 |
0.7697 |
0.7437 |
0.0261 |
3.5% |
0.0048 |
0.6% |
12% |
False |
False |
24,527 |
| 60 |
0.7697 |
0.7332 |
0.0366 |
4.9% |
0.0045 |
0.6% |
37% |
False |
False |
16,383 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0047 |
0.6% |
43% |
False |
False |
12,315 |
| 100 |
0.7697 |
0.7062 |
0.0635 |
8.5% |
0.0049 |
0.7% |
64% |
False |
False |
9,861 |
| 120 |
0.7697 |
0.7024 |
0.0673 |
9.0% |
0.0050 |
0.7% |
66% |
False |
False |
8,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7686 |
|
2.618 |
0.7614 |
|
1.618 |
0.7570 |
|
1.000 |
0.7543 |
|
0.618 |
0.7526 |
|
HIGH |
0.7499 |
|
0.618 |
0.7482 |
|
0.500 |
0.7477 |
|
0.382 |
0.7471 |
|
LOW |
0.7455 |
|
0.618 |
0.7427 |
|
1.000 |
0.7411 |
|
1.618 |
0.7383 |
|
2.618 |
0.7339 |
|
4.250 |
0.7268 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7477 |
0.7489 |
| PP |
0.7473 |
0.7482 |
| S1 |
0.7470 |
0.7474 |
|