CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7615 |
0.7607 |
-0.0008 |
-0.1% |
0.7526 |
| High |
0.7627 |
0.7611 |
-0.0016 |
-0.2% |
0.7631 |
| Low |
0.7603 |
0.7547 |
-0.0056 |
-0.7% |
0.7500 |
| Close |
0.7611 |
0.7565 |
-0.0046 |
-0.6% |
0.7619 |
| Range |
0.0025 |
0.0064 |
0.0040 |
161.2% |
0.0131 |
| ATR |
0.0040 |
0.0042 |
0.0002 |
4.3% |
0.0000 |
| Volume |
30 |
55 |
25 |
83.3% |
311 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7766 |
0.7730 |
0.7600 |
|
| R3 |
0.7702 |
0.7666 |
0.7583 |
|
| R2 |
0.7638 |
0.7638 |
0.7577 |
|
| R1 |
0.7602 |
0.7602 |
0.7571 |
0.7588 |
| PP |
0.7574 |
0.7574 |
0.7574 |
0.7568 |
| S1 |
0.7538 |
0.7538 |
0.7559 |
0.7524 |
| S2 |
0.7510 |
0.7510 |
0.7553 |
|
| S3 |
0.7446 |
0.7474 |
0.7547 |
|
| S4 |
0.7382 |
0.7410 |
0.7530 |
|
|
| 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 |
0.7637 |
0.7547 |
0.0090 |
1.2% |
0.0037 |
0.5% |
20% |
False |
True |
40 |
| 10 |
0.7637 |
0.7500 |
0.0137 |
1.8% |
0.0037 |
0.5% |
47% |
False |
False |
48 |
| 20 |
0.7637 |
0.7457 |
0.0181 |
2.4% |
0.0041 |
0.5% |
60% |
False |
False |
59 |
| 40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0041 |
0.5% |
45% |
False |
False |
50 |
| 60 |
0.7697 |
0.7436 |
0.0261 |
3.5% |
0.0039 |
0.5% |
49% |
False |
False |
36 |
| 80 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0038 |
0.5% |
67% |
False |
False |
28 |
| 100 |
0.7697 |
0.7238 |
0.0459 |
6.1% |
0.0040 |
0.5% |
71% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7883 |
|
2.618 |
0.7779 |
|
1.618 |
0.7715 |
|
1.000 |
0.7675 |
|
0.618 |
0.7651 |
|
HIGH |
0.7611 |
|
0.618 |
0.7587 |
|
0.500 |
0.7579 |
|
0.382 |
0.7571 |
|
LOW |
0.7547 |
|
0.618 |
0.7507 |
|
1.000 |
0.7483 |
|
1.618 |
0.7443 |
|
2.618 |
0.7379 |
|
4.250 |
0.7275 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7579 |
0.7592 |
| PP |
0.7574 |
0.7583 |
| S1 |
0.7570 |
0.7574 |
|