CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7479 |
0.7494 |
0.0015 |
0.2% |
0.7551 |
| High |
0.7510 |
0.7501 |
-0.0009 |
-0.1% |
0.7597 |
| Low |
0.7459 |
0.7459 |
0.0001 |
0.0% |
0.7459 |
| Close |
0.7494 |
0.7470 |
-0.0025 |
-0.3% |
0.7470 |
| Range |
0.0051 |
0.0042 |
-0.0009 |
-17.6% |
0.0138 |
| ATR |
0.0047 |
0.0046 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
78 |
20 |
-58 |
-74.4% |
248 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7603 |
0.7578 |
0.7493 |
|
| R3 |
0.7561 |
0.7536 |
0.7481 |
|
| R2 |
0.7519 |
0.7519 |
0.7477 |
|
| R1 |
0.7494 |
0.7494 |
0.7473 |
0.7485 |
| PP |
0.7477 |
0.7477 |
0.7477 |
0.7472 |
| S1 |
0.7452 |
0.7452 |
0.7466 |
0.7443 |
| S2 |
0.7435 |
0.7435 |
0.7462 |
|
| S3 |
0.7393 |
0.7410 |
0.7458 |
|
| S4 |
0.7351 |
0.7368 |
0.7446 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7922 |
0.7834 |
0.7545 |
|
| R3 |
0.7784 |
0.7696 |
0.7507 |
|
| R2 |
0.7646 |
0.7646 |
0.7495 |
|
| R1 |
0.7558 |
0.7558 |
0.7482 |
0.7533 |
| PP |
0.7508 |
0.7508 |
0.7508 |
0.7496 |
| S1 |
0.7420 |
0.7420 |
0.7457 |
0.7395 |
| S2 |
0.7370 |
0.7370 |
0.7444 |
|
| S3 |
0.7232 |
0.7282 |
0.7432 |
|
| S4 |
0.7094 |
0.7144 |
0.7394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7597 |
0.7459 |
0.0138 |
1.8% |
0.0052 |
0.7% |
8% |
False |
False |
49 |
| 10 |
0.7618 |
0.7459 |
0.0159 |
2.1% |
0.0044 |
0.6% |
7% |
False |
False |
59 |
| 20 |
0.7697 |
0.7459 |
0.0239 |
3.2% |
0.0045 |
0.6% |
5% |
False |
False |
55 |
| 40 |
0.7697 |
0.7440 |
0.0257 |
3.4% |
0.0041 |
0.5% |
11% |
False |
False |
32 |
| 60 |
0.7697 |
0.7336 |
0.0361 |
4.8% |
0.0039 |
0.5% |
37% |
False |
False |
23 |
| 80 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0040 |
0.5% |
43% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7680 |
|
2.618 |
0.7611 |
|
1.618 |
0.7569 |
|
1.000 |
0.7543 |
|
0.618 |
0.7527 |
|
HIGH |
0.7501 |
|
0.618 |
0.7485 |
|
0.500 |
0.7480 |
|
0.382 |
0.7475 |
|
LOW |
0.7459 |
|
0.618 |
0.7433 |
|
1.000 |
0.7417 |
|
1.618 |
0.7391 |
|
2.618 |
0.7349 |
|
4.250 |
0.7281 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7480 |
0.7493 |
| PP |
0.7477 |
0.7485 |
| S1 |
0.7473 |
0.7477 |
|