CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7470 |
0.7510 |
0.0041 |
0.5% |
0.7580 |
| High |
0.7520 |
0.7539 |
0.0020 |
0.3% |
0.7594 |
| Low |
0.7453 |
0.7508 |
0.0055 |
0.7% |
0.7455 |
| Close |
0.7513 |
0.7536 |
0.0023 |
0.3% |
0.7467 |
| Range |
0.0067 |
0.0031 |
-0.0036 |
-53.4% |
0.0140 |
| ATR |
0.0049 |
0.0047 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
94,363 |
68,423 |
-25,940 |
-27.5% |
406,577 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7621 |
0.7609 |
0.7553 |
|
| R3 |
0.7590 |
0.7578 |
0.7544 |
|
| R2 |
0.7559 |
0.7559 |
0.7541 |
|
| R1 |
0.7547 |
0.7547 |
0.7538 |
0.7553 |
| PP |
0.7528 |
0.7528 |
0.7528 |
0.7530 |
| S1 |
0.7516 |
0.7516 |
0.7533 |
0.7522 |
| S2 |
0.7497 |
0.7497 |
0.7530 |
|
| S3 |
0.7466 |
0.7485 |
0.7527 |
|
| S4 |
0.7435 |
0.7454 |
0.7518 |
|
|
| 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 |
0.7539 |
0.7453 |
0.0086 |
1.1% |
0.0041 |
0.5% |
96% |
True |
False |
67,420 |
| 10 |
0.7614 |
0.7453 |
0.0161 |
2.1% |
0.0047 |
0.6% |
51% |
False |
False |
74,612 |
| 20 |
0.7669 |
0.7453 |
0.0216 |
2.9% |
0.0050 |
0.7% |
38% |
False |
False |
61,749 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0048 |
0.6% |
34% |
False |
False |
31,382 |
| 60 |
0.7697 |
0.7332 |
0.0366 |
4.9% |
0.0045 |
0.6% |
56% |
False |
False |
20,962 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0047 |
0.6% |
60% |
False |
False |
15,745 |
| 100 |
0.7697 |
0.7077 |
0.0620 |
8.2% |
0.0048 |
0.6% |
74% |
False |
False |
12,611 |
| 120 |
0.7697 |
0.7024 |
0.0673 |
8.9% |
0.0049 |
0.7% |
76% |
False |
False |
10,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7671 |
|
2.618 |
0.7620 |
|
1.618 |
0.7589 |
|
1.000 |
0.7570 |
|
0.618 |
0.7558 |
|
HIGH |
0.7539 |
|
0.618 |
0.7527 |
|
0.500 |
0.7524 |
|
0.382 |
0.7520 |
|
LOW |
0.7508 |
|
0.618 |
0.7489 |
|
1.000 |
0.7477 |
|
1.618 |
0.7458 |
|
2.618 |
0.7427 |
|
4.250 |
0.7376 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7532 |
0.7522 |
| PP |
0.7528 |
0.7509 |
| S1 |
0.7524 |
0.7496 |
|