CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7618 |
0.7628 |
0.0010 |
0.1% |
0.7523 |
| High |
0.7634 |
0.7635 |
0.0001 |
0.0% |
0.7629 |
| Low |
0.7610 |
0.7607 |
-0.0003 |
0.0% |
0.7497 |
| Close |
0.7626 |
0.7611 |
-0.0015 |
-0.2% |
0.7616 |
| Range |
0.0025 |
0.0028 |
0.0003 |
12.2% |
0.0132 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
39,012 |
76,630 |
37,618 |
96.4% |
314,175 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7700 |
0.7683 |
0.7626 |
|
| R3 |
0.7673 |
0.7656 |
0.7619 |
|
| R2 |
0.7645 |
0.7645 |
0.7616 |
|
| R1 |
0.7628 |
0.7628 |
0.7614 |
0.7623 |
| PP |
0.7618 |
0.7618 |
0.7618 |
0.7615 |
| S1 |
0.7601 |
0.7601 |
0.7608 |
0.7595 |
| S2 |
0.7590 |
0.7590 |
0.7606 |
|
| S3 |
0.7563 |
0.7573 |
0.7603 |
|
| S4 |
0.7535 |
0.7546 |
0.7596 |
|
|
| 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 |
0.7635 |
0.7497 |
0.0138 |
1.8% |
0.0038 |
0.5% |
83% |
True |
False |
61,424 |
| 10 |
0.7635 |
0.7453 |
0.0182 |
2.4% |
0.0039 |
0.5% |
87% |
True |
False |
65,900 |
| 20 |
0.7635 |
0.7453 |
0.0182 |
2.4% |
0.0043 |
0.6% |
87% |
True |
False |
69,075 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0046 |
0.6% |
65% |
False |
False |
43,742 |
| 60 |
0.7697 |
0.7390 |
0.0308 |
4.0% |
0.0045 |
0.6% |
72% |
False |
False |
29,225 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.3% |
0.0044 |
0.6% |
79% |
False |
False |
21,933 |
| 100 |
0.7697 |
0.7122 |
0.0576 |
7.6% |
0.0047 |
0.6% |
85% |
False |
False |
17,570 |
| 120 |
0.7697 |
0.7062 |
0.0635 |
8.3% |
0.0047 |
0.6% |
86% |
False |
False |
14,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7751 |
|
2.618 |
0.7706 |
|
1.618 |
0.7679 |
|
1.000 |
0.7662 |
|
0.618 |
0.7651 |
|
HIGH |
0.7635 |
|
0.618 |
0.7624 |
|
0.500 |
0.7621 |
|
0.382 |
0.7618 |
|
LOW |
0.7607 |
|
0.618 |
0.7590 |
|
1.000 |
0.7580 |
|
1.618 |
0.7563 |
|
2.618 |
0.7535 |
|
4.250 |
0.7490 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7621 |
0.7610 |
| PP |
0.7618 |
0.7608 |
| S1 |
0.7614 |
0.7607 |
|