CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7593 |
0.7561 |
-0.0032 |
-0.4% |
0.7617 |
| High |
0.7618 |
0.7609 |
-0.0009 |
-0.1% |
0.7626 |
| Low |
0.7581 |
0.7554 |
-0.0027 |
-0.4% |
0.7548 |
| Close |
0.7597 |
0.7594 |
-0.0004 |
0.0% |
0.7586 |
| Range |
0.0037 |
0.0055 |
0.0018 |
49.3% |
0.0078 |
| ATR |
0.0044 |
0.0044 |
0.0001 |
1.8% |
0.0000 |
| Volume |
11 |
125 |
114 |
1,036.4% |
259 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7749 |
0.7726 |
0.7623 |
|
| R3 |
0.7694 |
0.7671 |
0.7608 |
|
| R2 |
0.7640 |
0.7640 |
0.7603 |
|
| R1 |
0.7617 |
0.7617 |
0.7598 |
0.7628 |
| PP |
0.7585 |
0.7585 |
0.7585 |
0.7591 |
| S1 |
0.7562 |
0.7562 |
0.7589 |
0.7574 |
| S2 |
0.7531 |
0.7531 |
0.7584 |
|
| S3 |
0.7476 |
0.7508 |
0.7579 |
|
| S4 |
0.7422 |
0.7453 |
0.7564 |
|
|
| 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 |
0.7618 |
0.7554 |
0.0064 |
0.8% |
0.0034 |
0.5% |
62% |
False |
True |
63 |
| 10 |
0.7670 |
0.7548 |
0.0122 |
1.6% |
0.0045 |
0.6% |
37% |
False |
False |
66 |
| 20 |
0.7697 |
0.7548 |
0.0149 |
2.0% |
0.0041 |
0.5% |
31% |
False |
False |
41 |
| 40 |
0.7697 |
0.7436 |
0.0261 |
3.4% |
0.0038 |
0.5% |
60% |
False |
False |
24 |
| 60 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0038 |
0.5% |
74% |
False |
False |
18 |
| 80 |
0.7697 |
0.7238 |
0.0459 |
6.0% |
0.0039 |
0.5% |
77% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7840 |
|
2.618 |
0.7751 |
|
1.618 |
0.7697 |
|
1.000 |
0.7663 |
|
0.618 |
0.7642 |
|
HIGH |
0.7609 |
|
0.618 |
0.7588 |
|
0.500 |
0.7581 |
|
0.382 |
0.7575 |
|
LOW |
0.7554 |
|
0.618 |
0.7520 |
|
1.000 |
0.7500 |
|
1.618 |
0.7466 |
|
2.618 |
0.7411 |
|
4.250 |
0.7322 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7589 |
0.7591 |
| PP |
0.7585 |
0.7588 |
| S1 |
0.7581 |
0.7586 |
|