CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7609 |
0.7592 |
-0.0017 |
-0.2% |
0.7596 |
| High |
0.7632 |
0.7622 |
-0.0010 |
-0.1% |
0.7648 |
| Low |
0.7605 |
0.7566 |
-0.0039 |
-0.5% |
0.7578 |
| Close |
0.7612 |
0.7581 |
-0.0031 |
-0.4% |
0.7612 |
| Range |
0.0027 |
0.0056 |
0.0029 |
107.4% |
0.0070 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
3.1% |
0.0000 |
| Volume |
114 |
39 |
-75 |
-65.8% |
267 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7758 |
0.7725 |
0.7612 |
|
| R3 |
0.7702 |
0.7669 |
0.7596 |
|
| R2 |
0.7646 |
0.7646 |
0.7591 |
|
| R1 |
0.7613 |
0.7613 |
0.7586 |
0.7602 |
| PP |
0.7590 |
0.7590 |
0.7590 |
0.7584 |
| S1 |
0.7557 |
0.7557 |
0.7576 |
0.7546 |
| S2 |
0.7534 |
0.7534 |
0.7571 |
|
| S3 |
0.7478 |
0.7501 |
0.7566 |
|
| S4 |
0.7422 |
0.7445 |
0.7550 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7823 |
0.7787 |
0.7651 |
|
| R3 |
0.7753 |
0.7717 |
0.7631 |
|
| R2 |
0.7683 |
0.7683 |
0.7625 |
|
| R1 |
0.7647 |
0.7647 |
0.7618 |
0.7665 |
| PP |
0.7613 |
0.7613 |
0.7613 |
0.7622 |
| S1 |
0.7577 |
0.7577 |
0.7606 |
0.7595 |
| S2 |
0.7543 |
0.7543 |
0.7599 |
|
| S3 |
0.7473 |
0.7507 |
0.7593 |
|
| S4 |
0.7403 |
0.7437 |
0.7574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7648 |
0.7566 |
0.0082 |
1.1% |
0.0042 |
0.5% |
18% |
False |
True |
55 |
| 10 |
0.7648 |
0.7547 |
0.0101 |
1.3% |
0.0038 |
0.5% |
34% |
False |
False |
69 |
| 20 |
0.7648 |
0.7457 |
0.0192 |
2.5% |
0.0038 |
0.5% |
65% |
False |
False |
71 |
| 40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0041 |
0.5% |
52% |
False |
False |
63 |
| 60 |
0.7697 |
0.7440 |
0.0257 |
3.4% |
0.0040 |
0.5% |
55% |
False |
False |
45 |
| 80 |
0.7697 |
0.7336 |
0.0361 |
4.8% |
0.0038 |
0.5% |
68% |
False |
False |
35 |
| 100 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0040 |
0.5% |
71% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7860 |
|
2.618 |
0.7769 |
|
1.618 |
0.7713 |
|
1.000 |
0.7678 |
|
0.618 |
0.7657 |
|
HIGH |
0.7622 |
|
0.618 |
0.7601 |
|
0.500 |
0.7594 |
|
0.382 |
0.7587 |
|
LOW |
0.7566 |
|
0.618 |
0.7531 |
|
1.000 |
0.7510 |
|
1.618 |
0.7475 |
|
2.618 |
0.7419 |
|
4.250 |
0.7328 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7594 |
0.7599 |
| PP |
0.7590 |
0.7593 |
| S1 |
0.7585 |
0.7587 |
|