CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7614 |
0.7613 |
-0.0001 |
0.0% |
0.7620 |
| High |
0.7637 |
0.7676 |
0.0039 |
0.5% |
0.7620 |
| Low |
0.7520 |
0.7589 |
0.0069 |
0.9% |
0.7470 |
| Close |
0.7620 |
0.7671 |
0.0051 |
0.7% |
0.7510 |
| Range |
0.0117 |
0.0087 |
-0.0030 |
-25.6% |
0.0151 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
4.0% |
0.0000 |
| Volume |
110,925 |
78,804 |
-32,121 |
-29.0% |
423,995 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7906 |
0.7875 |
0.7718 |
|
| R3 |
0.7819 |
0.7788 |
0.7694 |
|
| R2 |
0.7732 |
0.7732 |
0.7686 |
|
| R1 |
0.7701 |
0.7701 |
0.7678 |
0.7717 |
| PP |
0.7645 |
0.7645 |
0.7645 |
0.7653 |
| S1 |
0.7614 |
0.7614 |
0.7663 |
0.7630 |
| S2 |
0.7558 |
0.7558 |
0.7655 |
|
| S3 |
0.7471 |
0.7527 |
0.7647 |
|
| S4 |
0.7384 |
0.7440 |
0.7623 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7985 |
0.7898 |
0.7592 |
|
| R3 |
0.7834 |
0.7747 |
0.7551 |
|
| R2 |
0.7684 |
0.7684 |
0.7537 |
|
| R1 |
0.7597 |
0.7597 |
0.7523 |
0.7565 |
| PP |
0.7533 |
0.7533 |
0.7533 |
0.7517 |
| S1 |
0.7446 |
0.7446 |
0.7496 |
0.7414 |
| S2 |
0.7383 |
0.7383 |
0.7482 |
|
| S3 |
0.7232 |
0.7296 |
0.7468 |
|
| S4 |
0.7082 |
0.7145 |
0.7427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7676 |
0.7481 |
0.0196 |
2.5% |
0.0081 |
1.1% |
97% |
True |
False |
87,754 |
| 10 |
0.7676 |
0.7470 |
0.0207 |
2.7% |
0.0068 |
0.9% |
97% |
True |
False |
81,974 |
| 20 |
0.7676 |
0.7470 |
0.0207 |
2.7% |
0.0054 |
0.7% |
97% |
True |
False |
74,914 |
| 40 |
0.7676 |
0.7453 |
0.0223 |
2.9% |
0.0048 |
0.6% |
98% |
True |
False |
71,331 |
| 60 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0049 |
0.6% |
89% |
False |
False |
50,891 |
| 80 |
0.7697 |
0.7355 |
0.0342 |
4.5% |
0.0047 |
0.6% |
92% |
False |
False |
38,210 |
| 100 |
0.7697 |
0.7291 |
0.0407 |
5.3% |
0.0046 |
0.6% |
93% |
False |
False |
30,579 |
| 120 |
0.7697 |
0.7122 |
0.0576 |
7.5% |
0.0048 |
0.6% |
95% |
False |
False |
25,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8046 |
|
2.618 |
0.7904 |
|
1.618 |
0.7817 |
|
1.000 |
0.7763 |
|
0.618 |
0.7730 |
|
HIGH |
0.7676 |
|
0.618 |
0.7643 |
|
0.500 |
0.7633 |
|
0.382 |
0.7622 |
|
LOW |
0.7589 |
|
0.618 |
0.7535 |
|
1.000 |
0.7502 |
|
1.618 |
0.7448 |
|
2.618 |
0.7361 |
|
4.250 |
0.7219 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7658 |
0.7646 |
| PP |
0.7645 |
0.7622 |
| S1 |
0.7633 |
0.7598 |
|