CME Canadian Dollar Future March 2021
Trading Metrics calculated at close of trading on 20-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
0.7596 |
0.7585 |
-0.0011 |
-0.1% |
0.7619 |
High |
0.7607 |
0.7633 |
0.0026 |
0.3% |
0.7637 |
Low |
0.7584 |
0.7578 |
-0.0006 |
-0.1% |
0.7547 |
Close |
0.7590 |
0.7626 |
0.0036 |
0.5% |
0.7590 |
Range |
0.0023 |
0.0055 |
0.0032 |
139.1% |
0.0090 |
ATR |
0.0040 |
0.0041 |
0.0001 |
2.8% |
0.0000 |
Volume |
28 |
73 |
45 |
160.7% |
399 |
|
Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7777 |
0.7756 |
0.7656 |
|
R3 |
0.7722 |
0.7701 |
0.7641 |
|
R2 |
0.7667 |
0.7667 |
0.7636 |
|
R1 |
0.7646 |
0.7646 |
0.7631 |
0.7657 |
PP |
0.7612 |
0.7612 |
0.7612 |
0.7617 |
S1 |
0.7591 |
0.7591 |
0.7620 |
0.7602 |
S2 |
0.7557 |
0.7557 |
0.7615 |
|
S3 |
0.7502 |
0.7536 |
0.7610 |
|
S4 |
0.7447 |
0.7481 |
0.7595 |
|
|
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 |
0.7633 |
0.7547 |
0.0086 |
1.1% |
0.0040 |
0.5% |
91% |
True |
False |
88 |
10 |
0.7637 |
0.7500 |
0.0137 |
1.8% |
0.0039 |
0.5% |
92% |
False |
False |
69 |
20 |
0.7637 |
0.7457 |
0.0181 |
2.4% |
0.0039 |
0.5% |
94% |
False |
False |
68 |
40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0041 |
0.5% |
70% |
False |
False |
59 |
60 |
0.7697 |
0.7436 |
0.0261 |
3.4% |
0.0040 |
0.5% |
73% |
False |
False |
41 |
80 |
0.7697 |
0.7303 |
0.0394 |
5.2% |
0.0038 |
0.5% |
82% |
False |
False |
33 |
100 |
0.7697 |
0.7285 |
0.0412 |
5.4% |
0.0040 |
0.5% |
83% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7867 |
2.618 |
0.7777 |
1.618 |
0.7722 |
1.000 |
0.7688 |
0.618 |
0.7667 |
HIGH |
0.7633 |
0.618 |
0.7612 |
0.500 |
0.7606 |
0.382 |
0.7599 |
LOW |
0.7578 |
0.618 |
0.7544 |
1.000 |
0.7523 |
1.618 |
0.7489 |
2.618 |
0.7434 |
4.250 |
0.7344 |
|
|
Fisher Pivots for day following 20-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7619 |
0.7616 |
PP |
0.7612 |
0.7606 |
S1 |
0.7606 |
0.7596 |
|