CME Canadian Dollar Future March 2021
Trading Metrics calculated at close of trading on 08-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
0.7510 |
0.7545 |
0.0035 |
0.5% |
0.7475 |
High |
0.7554 |
0.7582 |
0.0028 |
0.4% |
0.7539 |
Low |
0.7500 |
0.7542 |
0.0042 |
0.6% |
0.7457 |
Close |
0.7541 |
0.7578 |
0.0037 |
0.5% |
0.7521 |
Range |
0.0054 |
0.0040 |
-0.0014 |
-25.9% |
0.0083 |
ATR |
0.0043 |
0.0043 |
0.0000 |
-0.2% |
0.0000 |
Volume |
97 |
35 |
-62 |
-63.9% |
413 |
|
Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7687 |
0.7672 |
0.7600 |
|
R3 |
0.7647 |
0.7632 |
0.7589 |
|
R2 |
0.7607 |
0.7607 |
0.7585 |
|
R1 |
0.7592 |
0.7592 |
0.7581 |
0.7600 |
PP |
0.7567 |
0.7567 |
0.7567 |
0.7571 |
S1 |
0.7552 |
0.7552 |
0.7574 |
0.7560 |
S2 |
0.7527 |
0.7527 |
0.7570 |
|
S3 |
0.7487 |
0.7512 |
0.7567 |
|
S4 |
0.7447 |
0.7472 |
0.7556 |
|
|
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 |
0.7582 |
0.7500 |
0.0082 |
1.1% |
0.0036 |
0.5% |
95% |
True |
False |
55 |
10 |
0.7582 |
0.7457 |
0.0126 |
1.7% |
0.0038 |
0.5% |
96% |
True |
False |
68 |
20 |
0.7618 |
0.7457 |
0.0161 |
2.1% |
0.0040 |
0.5% |
75% |
False |
False |
65 |
40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0041 |
0.5% |
50% |
False |
False |
46 |
60 |
0.7697 |
0.7360 |
0.0337 |
4.4% |
0.0039 |
0.5% |
65% |
False |
False |
34 |
80 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0039 |
0.5% |
70% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7752 |
2.618 |
0.7687 |
1.618 |
0.7647 |
1.000 |
0.7622 |
0.618 |
0.7607 |
HIGH |
0.7582 |
0.618 |
0.7567 |
0.500 |
0.7562 |
0.382 |
0.7557 |
LOW |
0.7542 |
0.618 |
0.7517 |
1.000 |
0.7502 |
1.618 |
0.7477 |
2.618 |
0.7437 |
4.250 |
0.7372 |
|
|
Fisher Pivots for day following 08-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7572 |
0.7565 |
PP |
0.7567 |
0.7553 |
S1 |
0.7562 |
0.7541 |
|