CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7523 |
0.7542 |
0.0019 |
0.3% |
0.7478 |
| High |
0.7545 |
0.7553 |
0.0008 |
0.1% |
0.7539 |
| Low |
0.7518 |
0.7510 |
-0.0008 |
-0.1% |
0.7453 |
| Close |
0.7535 |
0.7520 |
-0.0015 |
-0.2% |
0.7518 |
| Range |
0.0027 |
0.0043 |
0.0016 |
57.4% |
0.0086 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
52,110 |
70,587 |
18,477 |
35.5% |
341,436 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7655 |
0.7630 |
0.7543 |
|
| R3 |
0.7613 |
0.7588 |
0.7532 |
|
| R2 |
0.7570 |
0.7570 |
0.7528 |
|
| R1 |
0.7545 |
0.7545 |
0.7524 |
0.7536 |
| PP |
0.7528 |
0.7528 |
0.7528 |
0.7523 |
| S1 |
0.7503 |
0.7503 |
0.7516 |
0.7494 |
| S2 |
0.7485 |
0.7485 |
0.7512 |
|
| S3 |
0.7443 |
0.7460 |
0.7508 |
|
| S4 |
0.7400 |
0.7418 |
0.7497 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7761 |
0.7725 |
0.7565 |
|
| R3 |
0.7675 |
0.7639 |
0.7541 |
|
| R2 |
0.7589 |
0.7589 |
0.7533 |
|
| R1 |
0.7553 |
0.7553 |
0.7525 |
0.7571 |
| PP |
0.7503 |
0.7503 |
0.7503 |
0.7512 |
| S1 |
0.7467 |
0.7467 |
0.7510 |
0.7485 |
| S2 |
0.7417 |
0.7417 |
0.7502 |
|
| S3 |
0.7331 |
0.7381 |
0.7494 |
|
| S4 |
0.7245 |
0.7295 |
0.7470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7553 |
0.7453 |
0.0100 |
1.3% |
0.0039 |
0.5% |
67% |
True |
False |
70,377 |
| 10 |
0.7553 |
0.7453 |
0.0100 |
1.3% |
0.0041 |
0.5% |
67% |
True |
False |
68,776 |
| 20 |
0.7625 |
0.7453 |
0.0172 |
2.3% |
0.0044 |
0.6% |
39% |
False |
False |
69,074 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0047 |
0.6% |
27% |
False |
False |
36,092 |
| 60 |
0.7697 |
0.7332 |
0.0366 |
4.9% |
0.0045 |
0.6% |
52% |
False |
False |
24,111 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0045 |
0.6% |
56% |
False |
False |
18,096 |
| 100 |
0.7697 |
0.7089 |
0.0608 |
8.1% |
0.0047 |
0.6% |
71% |
False |
False |
14,501 |
| 120 |
0.7697 |
0.7024 |
0.0673 |
8.9% |
0.0048 |
0.6% |
74% |
False |
False |
12,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7733 |
|
2.618 |
0.7664 |
|
1.618 |
0.7621 |
|
1.000 |
0.7595 |
|
0.618 |
0.7579 |
|
HIGH |
0.7553 |
|
0.618 |
0.7536 |
|
0.500 |
0.7531 |
|
0.382 |
0.7526 |
|
LOW |
0.7510 |
|
0.618 |
0.7484 |
|
1.000 |
0.7468 |
|
1.618 |
0.7441 |
|
2.618 |
0.7399 |
|
4.250 |
0.7329 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7531 |
0.7528 |
| PP |
0.7528 |
0.7525 |
| S1 |
0.7524 |
0.7523 |
|