CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7519 |
0.7500 |
-0.0019 |
-0.2% |
0.7591 |
| High |
0.7531 |
0.7527 |
-0.0004 |
-0.1% |
0.7618 |
| Low |
0.7498 |
0.7476 |
-0.0022 |
-0.3% |
0.7554 |
| Close |
0.7519 |
0.7479 |
-0.0040 |
-0.5% |
0.7583 |
| Range |
0.0033 |
0.0051 |
0.0018 |
55.4% |
0.0064 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.7% |
0.0000 |
| Volume |
29 |
39 |
10 |
34.5% |
350 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7645 |
0.7613 |
0.7507 |
|
| R3 |
0.7595 |
0.7562 |
0.7493 |
|
| R2 |
0.7544 |
0.7544 |
0.7488 |
|
| R1 |
0.7512 |
0.7512 |
0.7484 |
0.7503 |
| PP |
0.7494 |
0.7494 |
0.7494 |
0.7489 |
| S1 |
0.7461 |
0.7461 |
0.7474 |
0.7452 |
| S2 |
0.7443 |
0.7443 |
0.7470 |
|
| S3 |
0.7393 |
0.7411 |
0.7465 |
|
| S4 |
0.7342 |
0.7360 |
0.7451 |
|
|
| 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 |
0.7616 |
0.7476 |
0.0140 |
1.9% |
0.0052 |
0.7% |
2% |
False |
True |
68 |
| 10 |
0.7626 |
0.7476 |
0.0150 |
2.0% |
0.0042 |
0.6% |
2% |
False |
True |
58 |
| 20 |
0.7697 |
0.7476 |
0.0221 |
3.0% |
0.0044 |
0.6% |
1% |
False |
True |
51 |
| 40 |
0.7697 |
0.7436 |
0.0261 |
3.5% |
0.0041 |
0.5% |
16% |
False |
False |
29 |
| 60 |
0.7697 |
0.7303 |
0.0394 |
5.3% |
0.0039 |
0.5% |
45% |
False |
False |
21 |
| 80 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0039 |
0.5% |
45% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7741 |
|
2.618 |
0.7659 |
|
1.618 |
0.7608 |
|
1.000 |
0.7577 |
|
0.618 |
0.7558 |
|
HIGH |
0.7527 |
|
0.618 |
0.7507 |
|
0.500 |
0.7501 |
|
0.382 |
0.7495 |
|
LOW |
0.7476 |
|
0.618 |
0.7445 |
|
1.000 |
0.7426 |
|
1.618 |
0.7394 |
|
2.618 |
0.7344 |
|
4.250 |
0.7261 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7501 |
0.7536 |
| PP |
0.7494 |
0.7517 |
| S1 |
0.7486 |
0.7498 |
|