CME Canadian Dollar Future March 2021
Trading Metrics calculated at close of trading on 30-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
0.7530 |
0.7509 |
-0.0022 |
-0.3% |
0.7592 |
High |
0.7534 |
0.7533 |
-0.0001 |
0.0% |
0.7622 |
Low |
0.7460 |
0.7495 |
0.0035 |
0.5% |
0.7460 |
Close |
0.7509 |
0.7513 |
0.0004 |
0.1% |
0.7513 |
Range |
0.0074 |
0.0038 |
-0.0036 |
-48.6% |
0.0162 |
ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
267 |
555 |
288 |
107.9% |
1,169 |
|
Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7628 |
0.7608 |
0.7533 |
|
R3 |
0.7590 |
0.7570 |
0.7523 |
|
R2 |
0.7552 |
0.7552 |
0.7519 |
|
R1 |
0.7532 |
0.7532 |
0.7516 |
0.7542 |
PP |
0.7514 |
0.7514 |
0.7514 |
0.7518 |
S1 |
0.7494 |
0.7494 |
0.7509 |
0.7504 |
S2 |
0.7476 |
0.7476 |
0.7506 |
|
S3 |
0.7438 |
0.7456 |
0.7502 |
|
S4 |
0.7400 |
0.7418 |
0.7492 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8018 |
0.7927 |
0.7602 |
|
R3 |
0.7856 |
0.7765 |
0.7557 |
|
R2 |
0.7694 |
0.7694 |
0.7542 |
|
R1 |
0.7603 |
0.7603 |
0.7527 |
0.7567 |
PP |
0.7532 |
0.7532 |
0.7532 |
0.7514 |
S1 |
0.7441 |
0.7441 |
0.7498 |
0.7405 |
S2 |
0.7370 |
0.7370 |
0.7483 |
|
S3 |
0.7208 |
0.7279 |
0.7468 |
|
S4 |
0.7046 |
0.7117 |
0.7423 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7622 |
0.7460 |
0.0162 |
2.2% |
0.0057 |
0.8% |
32% |
False |
False |
233 |
10 |
0.7648 |
0.7460 |
0.0188 |
2.5% |
0.0046 |
0.6% |
28% |
False |
False |
143 |
20 |
0.7648 |
0.7460 |
0.0188 |
2.5% |
0.0042 |
0.6% |
28% |
False |
False |
107 |
40 |
0.7670 |
0.7457 |
0.0214 |
2.8% |
0.0042 |
0.6% |
26% |
False |
False |
85 |
60 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0042 |
0.6% |
23% |
False |
False |
63 |
80 |
0.7697 |
0.7336 |
0.0361 |
4.8% |
0.0039 |
0.5% |
49% |
False |
False |
49 |
100 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0040 |
0.5% |
54% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7695 |
2.618 |
0.7632 |
1.618 |
0.7594 |
1.000 |
0.7571 |
0.618 |
0.7556 |
HIGH |
0.7533 |
0.618 |
0.7518 |
0.500 |
0.7514 |
0.382 |
0.7510 |
LOW |
0.7495 |
0.618 |
0.7472 |
1.000 |
0.7457 |
1.618 |
0.7434 |
2.618 |
0.7396 |
4.250 |
0.7334 |
|
|
Fisher Pivots for day following 30-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7514 |
0.7522 |
PP |
0.7514 |
0.7519 |
S1 |
0.7513 |
0.7516 |
|