CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7510 |
0.7514 |
0.0005 |
0.1% |
0.7551 |
| High |
0.7520 |
0.7539 |
0.0019 |
0.3% |
0.7597 |
| Low |
0.7457 |
0.7512 |
0.0056 |
0.7% |
0.7459 |
| Close |
0.7516 |
0.7539 |
0.0023 |
0.3% |
0.7470 |
| Range |
0.0064 |
0.0027 |
-0.0037 |
-57.5% |
0.0138 |
| ATR |
0.0046 |
0.0044 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
76 |
163 |
87 |
114.5% |
248 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7611 |
0.7602 |
0.7553 |
|
| R3 |
0.7584 |
0.7575 |
0.7546 |
|
| R2 |
0.7557 |
0.7557 |
0.7543 |
|
| R1 |
0.7548 |
0.7548 |
0.7541 |
0.7552 |
| PP |
0.7530 |
0.7530 |
0.7530 |
0.7532 |
| S1 |
0.7521 |
0.7521 |
0.7536 |
0.7525 |
| S2 |
0.7503 |
0.7503 |
0.7534 |
|
| S3 |
0.7476 |
0.7494 |
0.7531 |
|
| S4 |
0.7449 |
0.7467 |
0.7524 |
|
|
| 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 |
0.7539 |
0.7457 |
0.0083 |
1.1% |
0.0039 |
0.5% |
99% |
True |
False |
81 |
| 10 |
0.7616 |
0.7457 |
0.0160 |
2.1% |
0.0045 |
0.6% |
51% |
False |
False |
70 |
| 20 |
0.7670 |
0.7457 |
0.0214 |
2.8% |
0.0045 |
0.6% |
38% |
False |
False |
68 |
| 40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0042 |
0.6% |
34% |
False |
False |
41 |
| 60 |
0.7697 |
0.7336 |
0.0361 |
4.8% |
0.0039 |
0.5% |
56% |
False |
False |
29 |
| 80 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0040 |
0.5% |
60% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7654 |
|
2.618 |
0.7610 |
|
1.618 |
0.7583 |
|
1.000 |
0.7566 |
|
0.618 |
0.7556 |
|
HIGH |
0.7539 |
|
0.618 |
0.7529 |
|
0.500 |
0.7526 |
|
0.382 |
0.7522 |
|
LOW |
0.7512 |
|
0.618 |
0.7495 |
|
1.000 |
0.7485 |
|
1.618 |
0.7468 |
|
2.618 |
0.7441 |
|
4.250 |
0.7397 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7534 |
0.7525 |
| PP |
0.7530 |
0.7511 |
| S1 |
0.7526 |
0.7498 |
|