CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7584 |
0.7618 |
0.0034 |
0.4% |
0.7618 |
| High |
0.7632 |
0.7646 |
0.0014 |
0.2% |
0.7635 |
| Low |
0.7574 |
0.7604 |
0.0030 |
0.4% |
0.7542 |
| Close |
0.7623 |
0.7617 |
-0.0006 |
-0.1% |
0.7587 |
| Range |
0.0058 |
0.0042 |
-0.0017 |
-28.4% |
0.0093 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
68,223 |
67,525 |
-698 |
-1.0% |
344,856 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7747 |
0.7723 |
0.7639 |
|
| R3 |
0.7705 |
0.7682 |
0.7628 |
|
| R2 |
0.7664 |
0.7664 |
0.7624 |
|
| R1 |
0.7640 |
0.7640 |
0.7620 |
0.7631 |
| PP |
0.7622 |
0.7622 |
0.7622 |
0.7618 |
| S1 |
0.7599 |
0.7599 |
0.7613 |
0.7590 |
| S2 |
0.7581 |
0.7581 |
0.7609 |
|
| S3 |
0.7539 |
0.7557 |
0.7605 |
|
| S4 |
0.7498 |
0.7516 |
0.7594 |
|
|
| 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 |
0.7646 |
0.7542 |
0.0104 |
1.4% |
0.0045 |
0.6% |
72% |
True |
False |
72,757 |
| 10 |
0.7646 |
0.7539 |
0.0107 |
1.4% |
0.0040 |
0.5% |
73% |
True |
False |
67,108 |
| 20 |
0.7646 |
0.7453 |
0.0193 |
2.5% |
0.0040 |
0.5% |
85% |
True |
False |
66,793 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0045 |
0.6% |
67% |
False |
False |
54,093 |
| 60 |
0.7697 |
0.7432 |
0.0265 |
3.5% |
0.0045 |
0.6% |
70% |
False |
False |
36,180 |
| 80 |
0.7697 |
0.7302 |
0.0396 |
5.2% |
0.0044 |
0.6% |
80% |
False |
False |
27,158 |
| 100 |
0.7697 |
0.7291 |
0.0407 |
5.3% |
0.0046 |
0.6% |
80% |
False |
False |
21,750 |
| 120 |
0.7697 |
0.7062 |
0.0635 |
8.3% |
0.0047 |
0.6% |
87% |
False |
False |
18,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7822 |
|
2.618 |
0.7754 |
|
1.618 |
0.7713 |
|
1.000 |
0.7687 |
|
0.618 |
0.7671 |
|
HIGH |
0.7646 |
|
0.618 |
0.7630 |
|
0.500 |
0.7625 |
|
0.382 |
0.7620 |
|
LOW |
0.7604 |
|
0.618 |
0.7578 |
|
1.000 |
0.7563 |
|
1.618 |
0.7537 |
|
2.618 |
0.7495 |
|
4.250 |
0.7428 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7625 |
0.7614 |
| PP |
0.7622 |
0.7612 |
| S1 |
0.7619 |
0.7610 |
|