CME Canadian Dollar Future March 2021
Trading Metrics calculated at close of trading on 12-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
0.7583 |
0.7619 |
0.0036 |
0.5% |
0.7526 |
High |
0.7631 |
0.7634 |
0.0003 |
0.0% |
0.7631 |
Low |
0.7582 |
0.7613 |
0.0031 |
0.4% |
0.7500 |
Close |
0.7619 |
0.7629 |
0.0010 |
0.1% |
0.7619 |
Range |
0.0049 |
0.0021 |
-0.0028 |
-57.1% |
0.0131 |
ATR |
0.0044 |
0.0042 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
58 |
6 |
-52 |
-89.7% |
311 |
|
Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7688 |
0.7679 |
0.7640 |
|
R3 |
0.7667 |
0.7658 |
0.7634 |
|
R2 |
0.7646 |
0.7646 |
0.7632 |
|
R1 |
0.7637 |
0.7637 |
0.7630 |
0.7642 |
PP |
0.7625 |
0.7625 |
0.7625 |
0.7627 |
S1 |
0.7616 |
0.7616 |
0.7627 |
0.7621 |
S2 |
0.7604 |
0.7604 |
0.7625 |
|
S3 |
0.7583 |
0.7595 |
0.7623 |
|
S4 |
0.7562 |
0.7574 |
0.7617 |
|
|
Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7976 |
0.7928 |
0.7691 |
|
R3 |
0.7845 |
0.7797 |
0.7655 |
|
R2 |
0.7714 |
0.7714 |
0.7643 |
|
R1 |
0.7666 |
0.7666 |
0.7631 |
0.7690 |
PP |
0.7583 |
0.7583 |
0.7583 |
0.7595 |
S1 |
0.7535 |
0.7535 |
0.7606 |
0.7559 |
S2 |
0.7452 |
0.7452 |
0.7594 |
|
S3 |
0.7321 |
0.7404 |
0.7582 |
|
S4 |
0.7190 |
0.7273 |
0.7546 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7634 |
0.7500 |
0.0134 |
1.8% |
0.0041 |
0.5% |
96% |
True |
False |
49 |
10 |
0.7634 |
0.7457 |
0.0178 |
2.3% |
0.0038 |
0.5% |
97% |
True |
False |
72 |
20 |
0.7634 |
0.7457 |
0.0178 |
2.3% |
0.0042 |
0.5% |
97% |
True |
False |
62 |
40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0041 |
0.5% |
72% |
False |
False |
47 |
60 |
0.7697 |
0.7360 |
0.0337 |
4.4% |
0.0040 |
0.5% |
80% |
False |
False |
35 |
80 |
0.7697 |
0.7298 |
0.0400 |
5.2% |
0.0038 |
0.5% |
83% |
False |
False |
27 |
100 |
0.7697 |
0.7127 |
0.0570 |
7.5% |
0.0039 |
0.5% |
88% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7723 |
2.618 |
0.7689 |
1.618 |
0.7668 |
1.000 |
0.7655 |
0.618 |
0.7647 |
HIGH |
0.7634 |
0.618 |
0.7626 |
0.500 |
0.7624 |
0.382 |
0.7621 |
LOW |
0.7613 |
0.618 |
0.7600 |
1.000 |
0.7592 |
1.618 |
0.7579 |
2.618 |
0.7558 |
4.250 |
0.7524 |
|
|
Fisher Pivots for day following 12-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7627 |
0.7615 |
PP |
0.7625 |
0.7602 |
S1 |
0.7624 |
0.7588 |
|