CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7479 |
0.7470 |
-0.0009 |
-0.1% |
0.7580 |
| High |
0.7492 |
0.7520 |
0.0028 |
0.4% |
0.7594 |
| Low |
0.7454 |
0.7453 |
-0.0001 |
0.0% |
0.7455 |
| Close |
0.7473 |
0.7513 |
0.0041 |
0.5% |
0.7467 |
| Range |
0.0038 |
0.0067 |
0.0029 |
77.3% |
0.0140 |
| ATR |
0.0047 |
0.0049 |
0.0001 |
2.9% |
0.0000 |
| Volume |
62,057 |
94,363 |
32,306 |
52.1% |
406,577 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7695 |
0.7670 |
0.7550 |
|
| R3 |
0.7628 |
0.7604 |
0.7531 |
|
| R2 |
0.7562 |
0.7562 |
0.7525 |
|
| R1 |
0.7537 |
0.7537 |
0.7519 |
0.7550 |
| PP |
0.7495 |
0.7495 |
0.7495 |
0.7501 |
| S1 |
0.7471 |
0.7471 |
0.7507 |
0.7483 |
| S2 |
0.7429 |
0.7429 |
0.7501 |
|
| S3 |
0.7362 |
0.7404 |
0.7495 |
|
| S4 |
0.7296 |
0.7338 |
0.7476 |
|
|
| 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 |
0.7520 |
0.7453 |
0.0067 |
0.9% |
0.0046 |
0.6% |
90% |
True |
True |
70,588 |
| 10 |
0.7614 |
0.7453 |
0.0161 |
2.1% |
0.0050 |
0.7% |
37% |
False |
True |
75,229 |
| 20 |
0.7672 |
0.7453 |
0.0219 |
2.9% |
0.0050 |
0.7% |
27% |
False |
True |
58,539 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0048 |
0.6% |
25% |
False |
True |
29,678 |
| 60 |
0.7697 |
0.7332 |
0.0366 |
4.9% |
0.0046 |
0.6% |
50% |
False |
False |
19,823 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0047 |
0.6% |
55% |
False |
False |
14,892 |
| 100 |
0.7697 |
0.7077 |
0.0620 |
8.3% |
0.0048 |
0.6% |
70% |
False |
False |
11,927 |
| 120 |
0.7697 |
0.7024 |
0.0673 |
9.0% |
0.0049 |
0.7% |
73% |
False |
False |
9,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7802 |
|
2.618 |
0.7694 |
|
1.618 |
0.7627 |
|
1.000 |
0.7586 |
|
0.618 |
0.7561 |
|
HIGH |
0.7520 |
|
0.618 |
0.7494 |
|
0.500 |
0.7486 |
|
0.382 |
0.7478 |
|
LOW |
0.7453 |
|
0.618 |
0.7412 |
|
1.000 |
0.7387 |
|
1.618 |
0.7345 |
|
2.618 |
0.7279 |
|
4.250 |
0.7170 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7504 |
0.7504 |
| PP |
0.7495 |
0.7495 |
| S1 |
0.7486 |
0.7486 |
|