CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7610 |
0.7551 |
-0.0059 |
-0.8% |
0.7591 |
| High |
0.7616 |
0.7597 |
-0.0020 |
-0.3% |
0.7618 |
| Low |
0.7577 |
0.7513 |
-0.0064 |
-0.8% |
0.7554 |
| Close |
0.7583 |
0.7513 |
-0.0070 |
-0.9% |
0.7583 |
| Range |
0.0040 |
0.0084 |
0.0045 |
112.7% |
0.0064 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
6.5% |
0.0000 |
| Volume |
69 |
82 |
13 |
18.8% |
350 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7793 |
0.7737 |
0.7559 |
|
| R3 |
0.7709 |
0.7653 |
0.7536 |
|
| R2 |
0.7625 |
0.7625 |
0.7528 |
|
| R1 |
0.7569 |
0.7569 |
0.7521 |
0.7555 |
| PP |
0.7541 |
0.7541 |
0.7541 |
0.7534 |
| S1 |
0.7485 |
0.7485 |
0.7505 |
0.7471 |
| S2 |
0.7457 |
0.7457 |
0.7498 |
|
| S3 |
0.7373 |
0.7401 |
0.7490 |
|
| S4 |
0.7289 |
0.7317 |
0.7467 |
|
|
| 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 |
0.7513 |
0.0105 |
1.4% |
0.0050 |
0.7% |
0% |
False |
True |
71 |
| 10 |
0.7626 |
0.7513 |
0.0113 |
1.5% |
0.0045 |
0.6% |
0% |
False |
True |
69 |
| 20 |
0.7697 |
0.7513 |
0.0185 |
2.5% |
0.0044 |
0.6% |
0% |
False |
True |
48 |
| 40 |
0.7697 |
0.7436 |
0.0261 |
3.5% |
0.0040 |
0.5% |
30% |
False |
False |
28 |
| 60 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0038 |
0.5% |
54% |
False |
False |
20 |
| 80 |
0.7697 |
0.7238 |
0.0459 |
6.1% |
0.0040 |
0.5% |
60% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7954 |
|
2.618 |
0.7816 |
|
1.618 |
0.7732 |
|
1.000 |
0.7681 |
|
0.618 |
0.7648 |
|
HIGH |
0.7597 |
|
0.618 |
0.7564 |
|
0.500 |
0.7555 |
|
0.382 |
0.7545 |
|
LOW |
0.7513 |
|
0.618 |
0.7461 |
|
1.000 |
0.7429 |
|
1.618 |
0.7377 |
|
2.618 |
0.7293 |
|
4.250 |
0.7156 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7555 |
0.7564 |
| PP |
0.7541 |
0.7547 |
| S1 |
0.7527 |
0.7530 |
|