CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7572 |
0.7584 |
0.0013 |
0.2% |
0.7582 |
| High |
0.7611 |
0.7589 |
-0.0022 |
-0.3% |
0.7646 |
| Low |
0.7570 |
0.7501 |
-0.0070 |
-0.9% |
0.7574 |
| Close |
0.7597 |
0.7522 |
-0.0076 |
-1.0% |
0.7609 |
| Range |
0.0041 |
0.0088 |
0.0048 |
117.3% |
0.0072 |
| ATR |
0.0042 |
0.0046 |
0.0004 |
9.3% |
0.0000 |
| Volume |
55,462 |
115,286 |
59,824 |
107.9% |
305,374 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7801 |
0.7749 |
0.7570 |
|
| R3 |
0.7713 |
0.7661 |
0.7546 |
|
| R2 |
0.7625 |
0.7625 |
0.7538 |
|
| R1 |
0.7573 |
0.7573 |
0.7530 |
0.7555 |
| PP |
0.7537 |
0.7537 |
0.7537 |
0.7528 |
| S1 |
0.7485 |
0.7485 |
0.7513 |
0.7467 |
| S2 |
0.7449 |
0.7449 |
0.7505 |
|
| S3 |
0.7361 |
0.7397 |
0.7497 |
|
| S4 |
0.7273 |
0.7309 |
0.7473 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7824 |
0.7788 |
0.7648 |
|
| R3 |
0.7753 |
0.7717 |
0.7629 |
|
| R2 |
0.7681 |
0.7681 |
0.7622 |
|
| R1 |
0.7645 |
0.7645 |
0.7616 |
0.7663 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7619 |
| S1 |
0.7574 |
0.7574 |
0.7602 |
0.7592 |
| S2 |
0.7538 |
0.7538 |
0.7596 |
|
| S3 |
0.7467 |
0.7502 |
0.7589 |
|
| S4 |
0.7395 |
0.7431 |
0.7570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7630 |
0.7501 |
0.0129 |
1.7% |
0.0049 |
0.7% |
16% |
False |
True |
70,034 |
| 10 |
0.7646 |
0.7501 |
0.0145 |
1.9% |
0.0047 |
0.6% |
14% |
False |
True |
71,395 |
| 20 |
0.7646 |
0.7497 |
0.0149 |
2.0% |
0.0041 |
0.5% |
17% |
False |
False |
66,655 |
| 40 |
0.7672 |
0.7453 |
0.0219 |
2.9% |
0.0046 |
0.6% |
31% |
False |
False |
62,597 |
| 60 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0046 |
0.6% |
28% |
False |
False |
42,003 |
| 80 |
0.7697 |
0.7332 |
0.0366 |
4.9% |
0.0045 |
0.6% |
52% |
False |
False |
31,531 |
| 100 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0046 |
0.6% |
57% |
False |
False |
25,244 |
| 120 |
0.7697 |
0.7077 |
0.0620 |
8.2% |
0.0047 |
0.6% |
72% |
False |
False |
21,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7963 |
|
2.618 |
0.7819 |
|
1.618 |
0.7731 |
|
1.000 |
0.7677 |
|
0.618 |
0.7643 |
|
HIGH |
0.7589 |
|
0.618 |
0.7555 |
|
0.500 |
0.7545 |
|
0.382 |
0.7534 |
|
LOW |
0.7501 |
|
0.618 |
0.7446 |
|
1.000 |
0.7413 |
|
1.618 |
0.7358 |
|
2.618 |
0.7270 |
|
4.250 |
0.7127 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7545 |
0.7560 |
| PP |
0.7537 |
0.7547 |
| S1 |
0.7529 |
0.7534 |
|