CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7564 |
0.7582 |
0.0018 |
0.2% |
0.7618 |
| High |
0.7590 |
0.7605 |
0.0015 |
0.2% |
0.7635 |
| Low |
0.7555 |
0.7581 |
0.0026 |
0.3% |
0.7542 |
| Close |
0.7587 |
0.7587 |
0.0001 |
0.0% |
0.7587 |
| Range |
0.0035 |
0.0025 |
-0.0011 |
-30.0% |
0.0093 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
66,399 |
53,330 |
-13,069 |
-19.7% |
344,856 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7664 |
0.7650 |
0.7600 |
|
| R3 |
0.7640 |
0.7626 |
0.7594 |
|
| R2 |
0.7615 |
0.7615 |
0.7591 |
|
| R1 |
0.7601 |
0.7601 |
0.7589 |
0.7608 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7594 |
| S1 |
0.7577 |
0.7577 |
0.7585 |
0.7584 |
| S2 |
0.7566 |
0.7566 |
0.7583 |
|
| S3 |
0.7542 |
0.7552 |
0.7580 |
|
| S4 |
0.7517 |
0.7528 |
0.7574 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7865 |
0.7818 |
0.7637 |
|
| R3 |
0.7773 |
0.7726 |
0.7612 |
|
| R2 |
0.7680 |
0.7680 |
0.7603 |
|
| R1 |
0.7633 |
0.7633 |
0.7595 |
0.7611 |
| PP |
0.7588 |
0.7588 |
0.7588 |
0.7576 |
| S1 |
0.7541 |
0.7541 |
0.7578 |
0.7518 |
| S2 |
0.7495 |
0.7495 |
0.7570 |
|
| S3 |
0.7403 |
0.7448 |
0.7561 |
|
| S4 |
0.7310 |
0.7356 |
0.7536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7635 |
0.7542 |
0.0093 |
1.2% |
0.0036 |
0.5% |
49% |
False |
False |
71,834 |
| 10 |
0.7635 |
0.7497 |
0.0138 |
1.8% |
0.0039 |
0.5% |
66% |
False |
False |
66,025 |
| 20 |
0.7635 |
0.7453 |
0.0182 |
2.4% |
0.0039 |
0.5% |
74% |
False |
False |
67,801 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0045 |
0.6% |
55% |
False |
False |
50,718 |
| 60 |
0.7697 |
0.7432 |
0.0265 |
3.5% |
0.0045 |
0.6% |
58% |
False |
False |
33,924 |
| 80 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0044 |
0.6% |
73% |
False |
False |
25,462 |
| 100 |
0.7697 |
0.7232 |
0.0466 |
6.1% |
0.0047 |
0.6% |
76% |
False |
False |
20,394 |
| 120 |
0.7697 |
0.7062 |
0.0635 |
8.4% |
0.0047 |
0.6% |
83% |
False |
False |
17,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7709 |
|
2.618 |
0.7669 |
|
1.618 |
0.7645 |
|
1.000 |
0.7630 |
|
0.618 |
0.7620 |
|
HIGH |
0.7605 |
|
0.618 |
0.7596 |
|
0.500 |
0.7593 |
|
0.382 |
0.7590 |
|
LOW |
0.7581 |
|
0.618 |
0.7565 |
|
1.000 |
0.7556 |
|
1.618 |
0.7541 |
|
2.618 |
0.7516 |
|
4.250 |
0.7476 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7593 |
0.7583 |
| PP |
0.7591 |
0.7579 |
| S1 |
0.7589 |
0.7575 |
|