CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7561 |
0.7610 |
0.0049 |
0.6% |
0.7591 |
| High |
0.7609 |
0.7616 |
0.0008 |
0.1% |
0.7618 |
| Low |
0.7554 |
0.7577 |
0.0023 |
0.3% |
0.7554 |
| Close |
0.7594 |
0.7583 |
-0.0011 |
-0.1% |
0.7583 |
| Range |
0.0055 |
0.0040 |
-0.0015 |
-27.5% |
0.0064 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
125 |
69 |
-56 |
-44.8% |
350 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7710 |
0.7686 |
0.7605 |
|
| R3 |
0.7671 |
0.7647 |
0.7594 |
|
| R2 |
0.7631 |
0.7631 |
0.7590 |
|
| R1 |
0.7607 |
0.7607 |
0.7587 |
0.7600 |
| PP |
0.7592 |
0.7592 |
0.7592 |
0.7588 |
| S1 |
0.7568 |
0.7568 |
0.7579 |
0.7560 |
| S2 |
0.7552 |
0.7552 |
0.7576 |
|
| S3 |
0.7513 |
0.7528 |
0.7572 |
|
| S4 |
0.7473 |
0.7489 |
0.7561 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7775 |
0.7743 |
0.7618 |
|
| R3 |
0.7712 |
0.7679 |
0.7600 |
|
| R2 |
0.7648 |
0.7648 |
0.7595 |
|
| R1 |
0.7616 |
0.7616 |
0.7589 |
0.7600 |
| PP |
0.7585 |
0.7585 |
0.7585 |
0.7577 |
| S1 |
0.7552 |
0.7552 |
0.7577 |
0.7537 |
| S2 |
0.7521 |
0.7521 |
0.7571 |
|
| S3 |
0.7458 |
0.7489 |
0.7566 |
|
| S4 |
0.7394 |
0.7425 |
0.7548 |
|
|
| 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% |
0.0036 |
0.5% |
46% |
False |
False |
70 |
| 10 |
0.7670 |
0.7548 |
0.0122 |
1.6% |
0.0042 |
0.6% |
29% |
False |
False |
61 |
| 20 |
0.7697 |
0.7548 |
0.0149 |
2.0% |
0.0041 |
0.5% |
23% |
False |
False |
44 |
| 40 |
0.7697 |
0.7436 |
0.0261 |
3.4% |
0.0039 |
0.5% |
56% |
False |
False |
26 |
| 60 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0037 |
0.5% |
71% |
False |
False |
19 |
| 80 |
0.7697 |
0.7238 |
0.0459 |
6.1% |
0.0039 |
0.5% |
75% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7784 |
|
2.618 |
0.7719 |
|
1.618 |
0.7680 |
|
1.000 |
0.7656 |
|
0.618 |
0.7640 |
|
HIGH |
0.7616 |
|
0.618 |
0.7601 |
|
0.500 |
0.7596 |
|
0.382 |
0.7592 |
|
LOW |
0.7577 |
|
0.618 |
0.7552 |
|
1.000 |
0.7537 |
|
1.618 |
0.7513 |
|
2.618 |
0.7473 |
|
4.250 |
0.7409 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7596 |
0.7586 |
| PP |
0.7592 |
0.7585 |
| S1 |
0.7587 |
0.7584 |
|