CME Canadian Dollar Future March 2021
Trading Metrics calculated at close of trading on 03-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.7502 |
0.7569 |
0.0068 |
0.9% |
0.7592 |
High |
0.7570 |
0.7635 |
0.0065 |
0.9% |
0.7622 |
Low |
0.7484 |
0.7561 |
0.0077 |
1.0% |
0.7460 |
Close |
0.7561 |
0.7596 |
0.0035 |
0.5% |
0.7513 |
Range |
0.0087 |
0.0074 |
-0.0013 |
-14.5% |
0.0162 |
ATR |
0.0049 |
0.0050 |
0.0002 |
3.8% |
0.0000 |
Volume |
164 |
199 |
35 |
21.3% |
1,169 |
|
Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7819 |
0.7781 |
0.7636 |
|
R3 |
0.7745 |
0.7707 |
0.7616 |
|
R2 |
0.7671 |
0.7671 |
0.7609 |
|
R1 |
0.7633 |
0.7633 |
0.7602 |
0.7652 |
PP |
0.7597 |
0.7597 |
0.7597 |
0.7606 |
S1 |
0.7559 |
0.7559 |
0.7589 |
0.7578 |
S2 |
0.7523 |
0.7523 |
0.7582 |
|
S3 |
0.7449 |
0.7485 |
0.7575 |
|
S4 |
0.7375 |
0.7411 |
0.7555 |
|
|
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 |
0.7635 |
0.7460 |
0.0175 |
2.3% |
0.0070 |
0.9% |
78% |
True |
False |
278 |
10 |
0.7648 |
0.7460 |
0.0188 |
2.5% |
0.0054 |
0.7% |
72% |
False |
False |
169 |
20 |
0.7648 |
0.7460 |
0.0188 |
2.5% |
0.0047 |
0.6% |
72% |
False |
False |
119 |
40 |
0.7648 |
0.7457 |
0.0192 |
2.5% |
0.0044 |
0.6% |
73% |
False |
False |
91 |
60 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0043 |
0.6% |
58% |
False |
False |
69 |
80 |
0.7697 |
0.7336 |
0.0361 |
4.8% |
0.0040 |
0.5% |
72% |
False |
False |
53 |
100 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0040 |
0.5% |
75% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7949 |
2.618 |
0.7828 |
1.618 |
0.7754 |
1.000 |
0.7709 |
0.618 |
0.7680 |
HIGH |
0.7635 |
0.618 |
0.7606 |
0.500 |
0.7598 |
0.382 |
0.7589 |
LOW |
0.7561 |
0.618 |
0.7515 |
1.000 |
0.7487 |
1.618 |
0.7441 |
2.618 |
0.7367 |
4.250 |
0.7246 |
|
|
Fisher Pivots for day following 03-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7598 |
0.7583 |
PP |
0.7597 |
0.7571 |
S1 |
0.7596 |
0.7559 |
|