CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7584 |
0.7506 |
-0.0078 |
-1.0% |
0.7582 |
| High |
0.7589 |
0.7532 |
-0.0057 |
-0.7% |
0.7646 |
| Low |
0.7501 |
0.7470 |
-0.0031 |
-0.4% |
0.7574 |
| Close |
0.7522 |
0.7506 |
-0.0016 |
-0.2% |
0.7609 |
| Range |
0.0088 |
0.0063 |
-0.0026 |
-29.0% |
0.0072 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.6% |
0.0000 |
| Volume |
115,286 |
95,936 |
-19,350 |
-16.8% |
305,374 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7690 |
0.7660 |
0.7540 |
|
| R3 |
0.7627 |
0.7598 |
0.7523 |
|
| R2 |
0.7565 |
0.7565 |
0.7517 |
|
| R1 |
0.7535 |
0.7535 |
0.7511 |
0.7519 |
| PP |
0.7502 |
0.7502 |
0.7502 |
0.7494 |
| S1 |
0.7473 |
0.7473 |
0.7500 |
0.7456 |
| S2 |
0.7440 |
0.7440 |
0.7494 |
|
| S3 |
0.7377 |
0.7410 |
0.7488 |
|
| S4 |
0.7315 |
0.7348 |
0.7471 |
|
|
| 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 |
0.7470 |
0.0160 |
2.1% |
0.0056 |
0.7% |
23% |
False |
True |
76,195 |
| 10 |
0.7646 |
0.7470 |
0.0176 |
2.3% |
0.0047 |
0.6% |
20% |
False |
True |
70,158 |
| 20 |
0.7646 |
0.7470 |
0.0176 |
2.3% |
0.0043 |
0.6% |
20% |
False |
True |
68,030 |
| 40 |
0.7669 |
0.7453 |
0.0216 |
2.9% |
0.0046 |
0.6% |
24% |
False |
False |
64,890 |
| 60 |
0.7697 |
0.7453 |
0.0244 |
3.3% |
0.0046 |
0.6% |
22% |
False |
False |
43,598 |
| 80 |
0.7697 |
0.7332 |
0.0366 |
4.9% |
0.0044 |
0.6% |
48% |
False |
False |
32,729 |
| 100 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0046 |
0.6% |
53% |
False |
False |
26,202 |
| 120 |
0.7697 |
0.7077 |
0.0620 |
8.3% |
0.0047 |
0.6% |
69% |
False |
False |
21,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7798 |
|
2.618 |
0.7696 |
|
1.618 |
0.7633 |
|
1.000 |
0.7595 |
|
0.618 |
0.7571 |
|
HIGH |
0.7532 |
|
0.618 |
0.7508 |
|
0.500 |
0.7501 |
|
0.382 |
0.7493 |
|
LOW |
0.7470 |
|
0.618 |
0.7431 |
|
1.000 |
0.7407 |
|
1.618 |
0.7368 |
|
2.618 |
0.7306 |
|
4.250 |
0.7204 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7504 |
0.7540 |
| PP |
0.7502 |
0.7529 |
| S1 |
0.7501 |
0.7517 |
|