CME Canadian Dollar Future March 2021
Trading Metrics calculated at close of trading on 16-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.7590 |
0.7593 |
0.0003 |
0.0% |
0.7617 |
High |
0.7616 |
0.7618 |
0.0002 |
0.0% |
0.7626 |
Low |
0.7581 |
0.7581 |
0.0000 |
0.0% |
0.7548 |
Close |
0.7592 |
0.7597 |
0.0006 |
0.1% |
0.7586 |
Range |
0.0035 |
0.0037 |
0.0002 |
4.3% |
0.0078 |
ATR |
0.0044 |
0.0044 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
69 |
11 |
-58 |
-84.1% |
259 |
|
Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7708 |
0.7689 |
0.7617 |
|
R3 |
0.7672 |
0.7653 |
0.7607 |
|
R2 |
0.7635 |
0.7635 |
0.7604 |
|
R1 |
0.7616 |
0.7616 |
0.7600 |
0.7626 |
PP |
0.7599 |
0.7599 |
0.7599 |
0.7603 |
S1 |
0.7580 |
0.7580 |
0.7594 |
0.7589 |
S2 |
0.7562 |
0.7562 |
0.7590 |
|
S3 |
0.7526 |
0.7543 |
0.7587 |
|
S4 |
0.7489 |
0.7507 |
0.7577 |
|
|
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 |
0.7578 |
0.0048 |
0.6% |
0.0032 |
0.4% |
40% |
False |
False |
47 |
10 |
0.7671 |
0.7548 |
0.0123 |
1.6% |
0.0042 |
0.6% |
40% |
False |
False |
58 |
20 |
0.7697 |
0.7548 |
0.0149 |
2.0% |
0.0041 |
0.5% |
33% |
False |
False |
35 |
40 |
0.7697 |
0.7422 |
0.0275 |
3.6% |
0.0038 |
0.5% |
64% |
False |
False |
21 |
60 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0037 |
0.5% |
75% |
False |
False |
16 |
80 |
0.7697 |
0.7234 |
0.0464 |
6.1% |
0.0039 |
0.5% |
78% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7773 |
2.618 |
0.7713 |
1.618 |
0.7677 |
1.000 |
0.7654 |
0.618 |
0.7640 |
HIGH |
0.7618 |
0.618 |
0.7604 |
0.500 |
0.7599 |
0.382 |
0.7595 |
LOW |
0.7581 |
0.618 |
0.7558 |
1.000 |
0.7545 |
1.618 |
0.7522 |
2.618 |
0.7485 |
4.250 |
0.7426 |
|
|
Fisher Pivots for day following 16-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7599 |
0.7599 |
PP |
0.7599 |
0.7599 |
S1 |
0.7598 |
0.7598 |
|