CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7619 |
0.7601 |
-0.0019 |
-0.2% |
0.7592 |
| High |
0.7639 |
0.7678 |
0.0039 |
0.5% |
0.7622 |
| Low |
0.7523 |
0.7592 |
0.0069 |
0.9% |
0.7460 |
| Close |
0.7623 |
0.7673 |
0.0050 |
0.7% |
0.7513 |
| Range |
0.0116 |
0.0086 |
-0.0031 |
-26.3% |
0.0162 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
4.0% |
0.0000 |
| Volume |
130 |
392 |
262 |
201.5% |
1,169 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7904 |
0.7874 |
0.7720 |
|
| R3 |
0.7818 |
0.7788 |
0.7696 |
|
| R2 |
0.7733 |
0.7733 |
0.7688 |
|
| R1 |
0.7703 |
0.7703 |
0.7680 |
0.7718 |
| PP |
0.7647 |
0.7647 |
0.7647 |
0.7655 |
| S1 |
0.7617 |
0.7617 |
0.7665 |
0.7632 |
| S2 |
0.7562 |
0.7562 |
0.7657 |
|
| S3 |
0.7476 |
0.7532 |
0.7649 |
|
| S4 |
0.7391 |
0.7446 |
0.7625 |
|
|
| 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 |
0.7678 |
0.7484 |
0.0194 |
2.5% |
0.0080 |
1.0% |
97% |
True |
False |
288 |
| 10 |
0.7678 |
0.7460 |
0.0218 |
2.8% |
0.0068 |
0.9% |
98% |
True |
False |
216 |
| 20 |
0.7678 |
0.7460 |
0.0218 |
2.8% |
0.0052 |
0.7% |
98% |
True |
False |
138 |
| 40 |
0.7678 |
0.7457 |
0.0221 |
2.9% |
0.0046 |
0.6% |
98% |
True |
False |
101 |
| 60 |
0.7697 |
0.7457 |
0.0241 |
3.1% |
0.0045 |
0.6% |
90% |
False |
False |
77 |
| 80 |
0.7697 |
0.7360 |
0.0337 |
4.4% |
0.0042 |
0.6% |
93% |
False |
False |
60 |
| 100 |
0.7697 |
0.7298 |
0.0400 |
5.2% |
0.0041 |
0.5% |
94% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8041 |
|
2.618 |
0.7901 |
|
1.618 |
0.7816 |
|
1.000 |
0.7763 |
|
0.618 |
0.7730 |
|
HIGH |
0.7678 |
|
0.618 |
0.7645 |
|
0.500 |
0.7635 |
|
0.382 |
0.7625 |
|
LOW |
0.7592 |
|
0.618 |
0.7539 |
|
1.000 |
0.7507 |
|
1.618 |
0.7454 |
|
2.618 |
0.7368 |
|
4.250 |
0.7229 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7660 |
0.7648 |
| PP |
0.7647 |
0.7624 |
| S1 |
0.7635 |
0.7600 |
|