CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7618 |
0.7612 |
-0.0006 |
-0.1% |
0.7618 |
| High |
0.7646 |
0.7621 |
-0.0025 |
-0.3% |
0.7635 |
| Low |
0.7604 |
0.7590 |
-0.0014 |
-0.2% |
0.7542 |
| Close |
0.7617 |
0.7610 |
-0.0007 |
-0.1% |
0.7587 |
| Range |
0.0042 |
0.0031 |
-0.0011 |
-26.5% |
0.0093 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
67,525 |
65,128 |
-2,397 |
-3.5% |
344,856 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7698 |
0.7685 |
0.7627 |
|
| R3 |
0.7668 |
0.7654 |
0.7618 |
|
| R2 |
0.7637 |
0.7637 |
0.7616 |
|
| R1 |
0.7624 |
0.7624 |
0.7613 |
0.7615 |
| PP |
0.7607 |
0.7607 |
0.7607 |
0.7603 |
| S1 |
0.7593 |
0.7593 |
0.7607 |
0.7585 |
| S2 |
0.7576 |
0.7576 |
0.7604 |
|
| S3 |
0.7546 |
0.7563 |
0.7602 |
|
| S4 |
0.7515 |
0.7532 |
0.7593 |
|
|
| 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 |
0.7555 |
0.0091 |
1.2% |
0.0038 |
0.5% |
61% |
False |
False |
64,121 |
| 10 |
0.7646 |
0.7542 |
0.0104 |
1.4% |
0.0039 |
0.5% |
66% |
False |
False |
67,854 |
| 20 |
0.7646 |
0.7453 |
0.0193 |
2.5% |
0.0039 |
0.5% |
82% |
False |
False |
65,837 |
| 40 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0045 |
0.6% |
64% |
False |
False |
55,691 |
| 60 |
0.7697 |
0.7432 |
0.0265 |
3.5% |
0.0045 |
0.6% |
67% |
False |
False |
37,264 |
| 80 |
0.7697 |
0.7332 |
0.0366 |
4.8% |
0.0044 |
0.6% |
76% |
False |
False |
27,971 |
| 100 |
0.7697 |
0.7291 |
0.0407 |
5.3% |
0.0046 |
0.6% |
79% |
False |
False |
22,400 |
| 120 |
0.7697 |
0.7062 |
0.0635 |
8.3% |
0.0047 |
0.6% |
86% |
False |
False |
18,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7750 |
|
2.618 |
0.7700 |
|
1.618 |
0.7670 |
|
1.000 |
0.7651 |
|
0.618 |
0.7639 |
|
HIGH |
0.7621 |
|
0.618 |
0.7609 |
|
0.500 |
0.7605 |
|
0.382 |
0.7602 |
|
LOW |
0.7590 |
|
0.618 |
0.7571 |
|
1.000 |
0.7560 |
|
1.618 |
0.7541 |
|
2.618 |
0.7510 |
|
4.250 |
0.7460 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7608 |
0.7610 |
| PP |
0.7607 |
0.7610 |
| S1 |
0.7605 |
0.7610 |
|