CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7607 |
0.7569 |
-0.0039 |
-0.5% |
0.7619 |
| High |
0.7611 |
0.7592 |
-0.0020 |
-0.3% |
0.7637 |
| Low |
0.7547 |
0.7559 |
0.0012 |
0.2% |
0.7547 |
| Close |
0.7565 |
0.7590 |
0.0025 |
0.3% |
0.7590 |
| Range |
0.0064 |
0.0033 |
-0.0031 |
-48.4% |
0.0090 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
55 |
254 |
199 |
361.8% |
399 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7679 |
0.7667 |
0.7608 |
|
| R3 |
0.7646 |
0.7634 |
0.7599 |
|
| R2 |
0.7613 |
0.7613 |
0.7596 |
|
| R1 |
0.7601 |
0.7601 |
0.7593 |
0.7607 |
| PP |
0.7580 |
0.7580 |
0.7580 |
0.7583 |
| S1 |
0.7568 |
0.7568 |
0.7586 |
0.7574 |
| S2 |
0.7547 |
0.7547 |
0.7583 |
|
| S3 |
0.7514 |
0.7535 |
0.7580 |
|
| S4 |
0.7481 |
0.7502 |
0.7571 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7861 |
0.7815 |
0.7639 |
|
| R3 |
0.7771 |
0.7725 |
0.7614 |
|
| R2 |
0.7681 |
0.7681 |
0.7606 |
|
| R1 |
0.7635 |
0.7635 |
0.7598 |
0.7613 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7580 |
| S1 |
0.7545 |
0.7545 |
0.7581 |
0.7523 |
| S2 |
0.7501 |
0.7501 |
0.7573 |
|
| S3 |
0.7411 |
0.7455 |
0.7565 |
|
| S4 |
0.7321 |
0.7365 |
0.7540 |
|
|
| 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% |
0.0034 |
0.4% |
47% |
False |
False |
79 |
| 10 |
0.7637 |
0.7500 |
0.0137 |
1.8% |
0.0038 |
0.5% |
65% |
False |
False |
71 |
| 20 |
0.7637 |
0.7457 |
0.0181 |
2.4% |
0.0041 |
0.5% |
74% |
False |
False |
68 |
| 40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0041 |
0.5% |
55% |
False |
False |
56 |
| 60 |
0.7697 |
0.7436 |
0.0261 |
3.4% |
0.0039 |
0.5% |
59% |
False |
False |
40 |
| 80 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0038 |
0.5% |
73% |
False |
False |
31 |
| 100 |
0.7697 |
0.7238 |
0.0459 |
6.0% |
0.0040 |
0.5% |
77% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7732 |
|
2.618 |
0.7678 |
|
1.618 |
0.7645 |
|
1.000 |
0.7625 |
|
0.618 |
0.7612 |
|
HIGH |
0.7592 |
|
0.618 |
0.7579 |
|
0.500 |
0.7575 |
|
0.382 |
0.7571 |
|
LOW |
0.7559 |
|
0.618 |
0.7538 |
|
1.000 |
0.7526 |
|
1.618 |
0.7505 |
|
2.618 |
0.7472 |
|
4.250 |
0.7418 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7585 |
0.7589 |
| PP |
0.7580 |
0.7588 |
| S1 |
0.7575 |
0.7587 |
|