CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7487 |
0.7478 |
-0.0009 |
-0.1% |
0.7580 |
| High |
0.7499 |
0.7491 |
-0.0008 |
-0.1% |
0.7594 |
| Low |
0.7455 |
0.7463 |
0.0008 |
0.1% |
0.7455 |
| Close |
0.7467 |
0.7481 |
0.0014 |
0.2% |
0.7467 |
| Range |
0.0044 |
0.0028 |
-0.0016 |
-36.4% |
0.0140 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
62,071 |
50,189 |
-11,882 |
-19.1% |
406,577 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7562 |
0.7549 |
0.7496 |
|
| R3 |
0.7534 |
0.7521 |
0.7488 |
|
| R2 |
0.7506 |
0.7506 |
0.7486 |
|
| R1 |
0.7493 |
0.7493 |
0.7483 |
0.7500 |
| PP |
0.7478 |
0.7478 |
0.7478 |
0.7481 |
| S1 |
0.7465 |
0.7465 |
0.7478 |
0.7472 |
| S2 |
0.7450 |
0.7450 |
0.7475 |
|
| S3 |
0.7422 |
0.7437 |
0.7473 |
|
| S4 |
0.7394 |
0.7409 |
0.7465 |
|
|
| 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 |
0.7530 |
0.7455 |
0.0076 |
1.0% |
0.0042 |
0.6% |
34% |
False |
False |
70,485 |
| 10 |
0.7619 |
0.7455 |
0.0165 |
2.2% |
0.0047 |
0.6% |
16% |
False |
False |
71,557 |
| 20 |
0.7697 |
0.7455 |
0.0243 |
3.2% |
0.0050 |
0.7% |
11% |
False |
False |
51,023 |
| 40 |
0.7697 |
0.7437 |
0.0261 |
3.5% |
0.0048 |
0.6% |
17% |
False |
False |
25,777 |
| 60 |
0.7697 |
0.7332 |
0.0366 |
4.9% |
0.0045 |
0.6% |
41% |
False |
False |
17,218 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0047 |
0.6% |
47% |
False |
False |
12,942 |
| 100 |
0.7697 |
0.7062 |
0.0635 |
8.5% |
0.0048 |
0.6% |
66% |
False |
False |
10,363 |
| 120 |
0.7697 |
0.7024 |
0.0673 |
9.0% |
0.0049 |
0.7% |
68% |
False |
False |
8,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7610 |
|
2.618 |
0.7564 |
|
1.618 |
0.7536 |
|
1.000 |
0.7519 |
|
0.618 |
0.7508 |
|
HIGH |
0.7491 |
|
0.618 |
0.7480 |
|
0.500 |
0.7477 |
|
0.382 |
0.7473 |
|
LOW |
0.7463 |
|
0.618 |
0.7445 |
|
1.000 |
0.7435 |
|
1.618 |
0.7417 |
|
2.618 |
0.7389 |
|
4.250 |
0.7344 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7479 |
0.7480 |
| PP |
0.7478 |
0.7480 |
| S1 |
0.7477 |
0.7480 |
|