CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7547 |
0.7510 |
-0.0037 |
-0.5% |
0.7475 |
| High |
0.7555 |
0.7554 |
-0.0001 |
0.0% |
0.7539 |
| Low |
0.7514 |
0.7500 |
-0.0014 |
-0.2% |
0.7457 |
| Close |
0.7523 |
0.7541 |
0.0018 |
0.2% |
0.7521 |
| Range |
0.0041 |
0.0054 |
0.0013 |
31.7% |
0.0083 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.0% |
0.0000 |
| Volume |
52 |
97 |
45 |
86.5% |
413 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7694 |
0.7671 |
0.7570 |
|
| R3 |
0.7640 |
0.7617 |
0.7555 |
|
| R2 |
0.7586 |
0.7586 |
0.7550 |
|
| R1 |
0.7563 |
0.7563 |
0.7545 |
0.7574 |
| PP |
0.7532 |
0.7532 |
0.7532 |
0.7537 |
| S1 |
0.7509 |
0.7509 |
0.7536 |
0.7520 |
| S2 |
0.7478 |
0.7478 |
0.7531 |
|
| S3 |
0.7424 |
0.7455 |
0.7526 |
|
| S4 |
0.7370 |
0.7401 |
0.7511 |
|
|
| 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 |
0.7555 |
0.7500 |
0.0055 |
0.7% |
0.0034 |
0.4% |
74% |
False |
True |
81 |
| 10 |
0.7555 |
0.7457 |
0.0098 |
1.3% |
0.0039 |
0.5% |
86% |
False |
False |
72 |
| 20 |
0.7626 |
0.7457 |
0.0169 |
2.2% |
0.0040 |
0.5% |
50% |
False |
False |
65 |
| 40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0041 |
0.5% |
35% |
False |
False |
46 |
| 60 |
0.7697 |
0.7360 |
0.0337 |
4.5% |
0.0039 |
0.5% |
54% |
False |
False |
33 |
| 80 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0039 |
0.5% |
61% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7784 |
|
2.618 |
0.7695 |
|
1.618 |
0.7641 |
|
1.000 |
0.7608 |
|
0.618 |
0.7587 |
|
HIGH |
0.7554 |
|
0.618 |
0.7533 |
|
0.500 |
0.7527 |
|
0.382 |
0.7521 |
|
LOW |
0.7500 |
|
0.618 |
0.7467 |
|
1.000 |
0.7446 |
|
1.618 |
0.7413 |
|
2.618 |
0.7359 |
|
4.250 |
0.7271 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7536 |
0.7536 |
| PP |
0.7532 |
0.7532 |
| S1 |
0.7527 |
0.7527 |
|