CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7598 |
0.7591 |
-0.0007 |
-0.1% |
0.7617 |
| High |
0.7607 |
0.7604 |
-0.0004 |
0.0% |
0.7626 |
| Low |
0.7578 |
0.7588 |
0.0010 |
0.1% |
0.7548 |
| Close |
0.7586 |
0.7594 |
0.0008 |
0.1% |
0.7586 |
| Range |
0.0029 |
0.0016 |
-0.0013 |
-44.8% |
0.0078 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
37 |
76 |
39 |
105.4% |
259 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7643 |
0.7634 |
0.7602 |
|
| R3 |
0.7627 |
0.7618 |
0.7598 |
|
| R2 |
0.7611 |
0.7611 |
0.7596 |
|
| R1 |
0.7602 |
0.7602 |
0.7595 |
0.7607 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7597 |
| S1 |
0.7586 |
0.7586 |
0.7592 |
0.7591 |
| S2 |
0.7579 |
0.7579 |
0.7591 |
|
| S3 |
0.7563 |
0.7570 |
0.7589 |
|
| S4 |
0.7547 |
0.7554 |
0.7585 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7819 |
0.7780 |
0.7628 |
|
| R3 |
0.7741 |
0.7702 |
0.7607 |
|
| R2 |
0.7664 |
0.7664 |
0.7600 |
|
| R1 |
0.7625 |
0.7625 |
0.7593 |
0.7606 |
| PP |
0.7586 |
0.7586 |
0.7586 |
0.7577 |
| S1 |
0.7547 |
0.7547 |
0.7578 |
0.7528 |
| S2 |
0.7509 |
0.7509 |
0.7571 |
|
| S3 |
0.7431 |
0.7470 |
0.7564 |
|
| S4 |
0.7354 |
0.7392 |
0.7543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7626 |
0.7548 |
0.0078 |
1.0% |
0.0040 |
0.5% |
59% |
False |
False |
67 |
| 10 |
0.7697 |
0.7548 |
0.0149 |
2.0% |
0.0044 |
0.6% |
31% |
False |
False |
57 |
| 20 |
0.7697 |
0.7543 |
0.0154 |
2.0% |
0.0041 |
0.5% |
33% |
False |
False |
32 |
| 40 |
0.7697 |
0.7360 |
0.0337 |
4.4% |
0.0039 |
0.5% |
69% |
False |
False |
21 |
| 60 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0037 |
0.5% |
74% |
False |
False |
15 |
| 80 |
0.7697 |
0.7127 |
0.0570 |
7.5% |
0.0038 |
0.5% |
82% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7672 |
|
2.618 |
0.7645 |
|
1.618 |
0.7629 |
|
1.000 |
0.7620 |
|
0.618 |
0.7613 |
|
HIGH |
0.7604 |
|
0.618 |
0.7597 |
|
0.500 |
0.7596 |
|
0.382 |
0.7594 |
|
LOW |
0.7588 |
|
0.618 |
0.7578 |
|
1.000 |
0.7572 |
|
1.618 |
0.7562 |
|
2.618 |
0.7546 |
|
4.250 |
0.7520 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7596 |
0.7602 |
| PP |
0.7595 |
0.7599 |
| S1 |
0.7594 |
0.7596 |
|