CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 29-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7478 |
0.7479 |
0.0001 |
0.0% |
0.7580 |
| High |
0.7491 |
0.7492 |
0.0001 |
0.0% |
0.7594 |
| Low |
0.7463 |
0.7454 |
-0.0009 |
-0.1% |
0.7455 |
| Close |
0.7481 |
0.7473 |
-0.0008 |
-0.1% |
0.7467 |
| Range |
0.0028 |
0.0038 |
0.0010 |
33.9% |
0.0140 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
50,189 |
62,057 |
11,868 |
23.6% |
406,577 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7585 |
0.7566 |
0.7493 |
|
| R3 |
0.7548 |
0.7529 |
0.7483 |
|
| R2 |
0.7510 |
0.7510 |
0.7479 |
|
| R1 |
0.7491 |
0.7491 |
0.7476 |
0.7482 |
| PP |
0.7473 |
0.7473 |
0.7473 |
0.7468 |
| S1 |
0.7454 |
0.7454 |
0.7469 |
0.7445 |
| S2 |
0.7435 |
0.7435 |
0.7466 |
|
| S3 |
0.7398 |
0.7416 |
0.7462 |
|
| S4 |
0.7360 |
0.7379 |
0.7452 |
|
|
| 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 |
0.7524 |
0.7454 |
0.0070 |
0.9% |
0.0043 |
0.6% |
26% |
False |
True |
67,174 |
| 10 |
0.7619 |
0.7454 |
0.0165 |
2.2% |
0.0047 |
0.6% |
11% |
False |
True |
72,251 |
| 20 |
0.7697 |
0.7454 |
0.0243 |
3.3% |
0.0050 |
0.7% |
8% |
False |
True |
53,958 |
| 40 |
0.7697 |
0.7454 |
0.0244 |
3.3% |
0.0048 |
0.6% |
8% |
False |
False |
27,327 |
| 60 |
0.7697 |
0.7332 |
0.0366 |
4.9% |
0.0045 |
0.6% |
39% |
False |
False |
18,251 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0047 |
0.6% |
45% |
False |
False |
13,715 |
| 100 |
0.7697 |
0.7077 |
0.0620 |
8.3% |
0.0048 |
0.6% |
64% |
False |
False |
10,984 |
| 120 |
0.7697 |
0.7024 |
0.0673 |
9.0% |
0.0049 |
0.7% |
67% |
False |
False |
9,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7651 |
|
2.618 |
0.7590 |
|
1.618 |
0.7552 |
|
1.000 |
0.7529 |
|
0.618 |
0.7515 |
|
HIGH |
0.7492 |
|
0.618 |
0.7477 |
|
0.500 |
0.7473 |
|
0.382 |
0.7468 |
|
LOW |
0.7454 |
|
0.618 |
0.7431 |
|
1.000 |
0.7417 |
|
1.618 |
0.7393 |
|
2.618 |
0.7356 |
|
4.250 |
0.7295 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7473 |
0.7476 |
| PP |
0.7473 |
0.7475 |
| S1 |
0.7473 |
0.7474 |
|