CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 02-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7514 |
0.7524 |
0.0010 |
0.1% |
0.7475 |
| High |
0.7539 |
0.7529 |
-0.0011 |
-0.1% |
0.7539 |
| Low |
0.7512 |
0.7507 |
-0.0006 |
-0.1% |
0.7457 |
| Close |
0.7539 |
0.7521 |
-0.0018 |
-0.2% |
0.7521 |
| Range |
0.0027 |
0.0022 |
-0.0005 |
-18.5% |
0.0083 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
163 |
26 |
-137 |
-84.0% |
413 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7585 |
0.7575 |
0.7533 |
|
| R3 |
0.7563 |
0.7553 |
0.7527 |
|
| R2 |
0.7541 |
0.7541 |
0.7525 |
|
| R1 |
0.7531 |
0.7531 |
0.7523 |
0.7525 |
| PP |
0.7519 |
0.7519 |
0.7519 |
0.7516 |
| S1 |
0.7509 |
0.7509 |
0.7518 |
0.7503 |
| S2 |
0.7497 |
0.7497 |
0.7516 |
|
| S3 |
0.7475 |
0.7487 |
0.7514 |
|
| S4 |
0.7453 |
0.7465 |
0.7508 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7753 |
0.7719 |
0.7566 |
|
| R3 |
0.7670 |
0.7637 |
0.7543 |
|
| R2 |
0.7588 |
0.7588 |
0.7536 |
|
| R1 |
0.7554 |
0.7554 |
0.7528 |
0.7571 |
| PP |
0.7505 |
0.7505 |
0.7505 |
0.7514 |
| S1 |
0.7472 |
0.7472 |
0.7513 |
0.7489 |
| S2 |
0.7423 |
0.7423 |
0.7505 |
|
| S3 |
0.7340 |
0.7389 |
0.7498 |
|
| S4 |
0.7258 |
0.7307 |
0.7475 |
|
|
| 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% |
0.0035 |
0.5% |
78% |
False |
False |
82 |
| 10 |
0.7597 |
0.7457 |
0.0140 |
1.9% |
0.0044 |
0.6% |
46% |
False |
False |
66 |
| 20 |
0.7670 |
0.7457 |
0.0214 |
2.8% |
0.0043 |
0.6% |
30% |
False |
False |
63 |
| 40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0041 |
0.6% |
27% |
False |
False |
41 |
| 60 |
0.7697 |
0.7336 |
0.0361 |
4.8% |
0.0038 |
0.5% |
51% |
False |
False |
29 |
| 80 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0040 |
0.5% |
56% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7622 |
|
2.618 |
0.7586 |
|
1.618 |
0.7564 |
|
1.000 |
0.7551 |
|
0.618 |
0.7542 |
|
HIGH |
0.7529 |
|
0.618 |
0.7520 |
|
0.500 |
0.7518 |
|
0.382 |
0.7515 |
|
LOW |
0.7507 |
|
0.618 |
0.7493 |
|
1.000 |
0.7485 |
|
1.618 |
0.7471 |
|
2.618 |
0.7449 |
|
4.250 |
0.7413 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7520 |
0.7513 |
| PP |
0.7519 |
0.7505 |
| S1 |
0.7518 |
0.7498 |
|