CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7579 |
0.7618 |
0.0039 |
0.5% |
0.7523 |
| High |
0.7629 |
0.7634 |
0.0006 |
0.1% |
0.7629 |
| Low |
0.7579 |
0.7610 |
0.0031 |
0.4% |
0.7497 |
| Close |
0.7616 |
0.7626 |
0.0010 |
0.1% |
0.7616 |
| Range |
0.0050 |
0.0025 |
-0.0026 |
-51.0% |
0.0132 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
79,478 |
39,012 |
-40,466 |
-50.9% |
314,175 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7697 |
0.7686 |
0.7639 |
|
| R3 |
0.7672 |
0.7661 |
0.7632 |
|
| R2 |
0.7648 |
0.7648 |
0.7630 |
|
| R1 |
0.7637 |
0.7637 |
0.7628 |
0.7642 |
| PP |
0.7623 |
0.7623 |
0.7623 |
0.7626 |
| S1 |
0.7612 |
0.7612 |
0.7623 |
0.7618 |
| S2 |
0.7599 |
0.7599 |
0.7621 |
|
| S3 |
0.7574 |
0.7588 |
0.7619 |
|
| S4 |
0.7550 |
0.7563 |
0.7612 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7976 |
0.7928 |
0.7688 |
|
| R3 |
0.7844 |
0.7796 |
0.7652 |
|
| R2 |
0.7712 |
0.7712 |
0.7640 |
|
| R1 |
0.7664 |
0.7664 |
0.7628 |
0.7688 |
| PP |
0.7580 |
0.7580 |
0.7580 |
0.7592 |
| S1 |
0.7532 |
0.7532 |
0.7603 |
0.7556 |
| S2 |
0.7448 |
0.7448 |
0.7591 |
|
| S3 |
0.7316 |
0.7400 |
0.7579 |
|
| S4 |
0.7184 |
0.7268 |
0.7543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7634 |
0.7497 |
0.0138 |
1.8% |
0.0041 |
0.5% |
94% |
True |
False |
60,215 |
| 10 |
0.7634 |
0.7453 |
0.0181 |
2.4% |
0.0040 |
0.5% |
95% |
True |
False |
64,443 |
| 20 |
0.7634 |
0.7453 |
0.0181 |
2.4% |
0.0044 |
0.6% |
95% |
True |
False |
68,000 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0046 |
0.6% |
71% |
False |
False |
41,831 |
| 60 |
0.7697 |
0.7355 |
0.0342 |
4.5% |
0.0045 |
0.6% |
79% |
False |
False |
27,948 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.3% |
0.0044 |
0.6% |
82% |
False |
False |
20,975 |
| 100 |
0.7697 |
0.7122 |
0.0576 |
7.5% |
0.0047 |
0.6% |
88% |
False |
False |
16,806 |
| 120 |
0.7697 |
0.7058 |
0.0639 |
8.4% |
0.0048 |
0.6% |
89% |
False |
False |
14,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7738 |
|
2.618 |
0.7698 |
|
1.618 |
0.7674 |
|
1.000 |
0.7659 |
|
0.618 |
0.7649 |
|
HIGH |
0.7634 |
|
0.618 |
0.7625 |
|
0.500 |
0.7622 |
|
0.382 |
0.7619 |
|
LOW |
0.7610 |
|
0.618 |
0.7594 |
|
1.000 |
0.7585 |
|
1.618 |
0.7570 |
|
2.618 |
0.7545 |
|
4.250 |
0.7505 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7624 |
0.7613 |
| PP |
0.7623 |
0.7600 |
| S1 |
0.7622 |
0.7587 |
|