CME Canadian Dollar Future March 2021
Trading Metrics calculated at close of trading on 27-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
0.7592 |
0.7597 |
0.0005 |
0.1% |
0.7596 |
High |
0.7622 |
0.7612 |
-0.0010 |
-0.1% |
0.7648 |
Low |
0.7566 |
0.7574 |
0.0008 |
0.1% |
0.7578 |
Close |
0.7581 |
0.7600 |
0.0019 |
0.3% |
0.7612 |
Range |
0.0056 |
0.0039 |
-0.0018 |
-31.3% |
0.0070 |
ATR |
0.0040 |
0.0040 |
0.0000 |
-0.3% |
0.0000 |
Volume |
39 |
101 |
62 |
159.0% |
267 |
|
Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7711 |
0.7694 |
0.7621 |
|
R3 |
0.7672 |
0.7655 |
0.7611 |
|
R2 |
0.7634 |
0.7634 |
0.7607 |
|
R1 |
0.7617 |
0.7617 |
0.7604 |
0.7625 |
PP |
0.7595 |
0.7595 |
0.7595 |
0.7599 |
S1 |
0.7578 |
0.7578 |
0.7596 |
0.7587 |
S2 |
0.7557 |
0.7557 |
0.7593 |
|
S3 |
0.7518 |
0.7540 |
0.7589 |
|
S4 |
0.7480 |
0.7501 |
0.7579 |
|
|
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% |
0.0038 |
0.5% |
41% |
False |
False |
61 |
10 |
0.7648 |
0.7547 |
0.0101 |
1.3% |
0.0039 |
0.5% |
52% |
False |
False |
74 |
20 |
0.7648 |
0.7457 |
0.0192 |
2.5% |
0.0038 |
0.5% |
75% |
False |
False |
69 |
40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0041 |
0.5% |
60% |
False |
False |
65 |
60 |
0.7697 |
0.7456 |
0.0241 |
3.2% |
0.0040 |
0.5% |
60% |
False |
False |
46 |
80 |
0.7697 |
0.7336 |
0.0361 |
4.8% |
0.0039 |
0.5% |
73% |
False |
False |
36 |
100 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0040 |
0.5% |
76% |
False |
False |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7776 |
2.618 |
0.7713 |
1.618 |
0.7674 |
1.000 |
0.7651 |
0.618 |
0.7636 |
HIGH |
0.7612 |
0.618 |
0.7597 |
0.500 |
0.7593 |
0.382 |
0.7588 |
LOW |
0.7574 |
0.618 |
0.7550 |
1.000 |
0.7535 |
1.618 |
0.7511 |
2.618 |
0.7473 |
4.250 |
0.7410 |
|
|
Fisher Pivots for day following 27-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7598 |
0.7600 |
PP |
0.7595 |
0.7599 |
S1 |
0.7593 |
0.7599 |
|