CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7601 |
0.7660 |
0.0060 |
0.8% |
0.7502 |
| High |
0.7678 |
0.7683 |
0.0006 |
0.1% |
0.7683 |
| Low |
0.7592 |
0.7639 |
0.0047 |
0.6% |
0.7484 |
| Close |
0.7673 |
0.7680 |
0.0007 |
0.1% |
0.7680 |
| Range |
0.0086 |
0.0045 |
-0.0041 |
-48.0% |
0.0200 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
392 |
312 |
-80 |
-20.4% |
1,197 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7801 |
0.7785 |
0.7704 |
|
| R3 |
0.7756 |
0.7740 |
0.7692 |
|
| R2 |
0.7712 |
0.7712 |
0.7688 |
|
| R1 |
0.7696 |
0.7696 |
0.7684 |
0.7704 |
| PP |
0.7667 |
0.7667 |
0.7667 |
0.7671 |
| S1 |
0.7651 |
0.7651 |
0.7675 |
0.7659 |
| S2 |
0.7623 |
0.7623 |
0.7671 |
|
| S3 |
0.7578 |
0.7607 |
0.7667 |
|
| S4 |
0.7534 |
0.7562 |
0.7655 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8214 |
0.8146 |
0.7789 |
|
| R3 |
0.8014 |
0.7947 |
0.7734 |
|
| R2 |
0.7815 |
0.7815 |
0.7716 |
|
| R1 |
0.7747 |
0.7747 |
0.7698 |
0.7781 |
| PP |
0.7615 |
0.7615 |
0.7615 |
0.7632 |
| S1 |
0.7548 |
0.7548 |
0.7661 |
0.7582 |
| S2 |
0.7416 |
0.7416 |
0.7643 |
|
| S3 |
0.7216 |
0.7348 |
0.7625 |
|
| S4 |
0.7017 |
0.7149 |
0.7570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7683 |
0.7484 |
0.0200 |
2.6% |
0.0081 |
1.1% |
98% |
True |
False |
239 |
| 10 |
0.7683 |
0.7460 |
0.0223 |
2.9% |
0.0069 |
0.9% |
98% |
True |
False |
236 |
| 20 |
0.7683 |
0.7460 |
0.0223 |
2.9% |
0.0052 |
0.7% |
98% |
True |
False |
151 |
| 40 |
0.7683 |
0.7457 |
0.0227 |
2.9% |
0.0047 |
0.6% |
98% |
True |
False |
108 |
| 60 |
0.7697 |
0.7457 |
0.0241 |
3.1% |
0.0045 |
0.6% |
93% |
False |
False |
82 |
| 80 |
0.7697 |
0.7360 |
0.0337 |
4.4% |
0.0042 |
0.6% |
95% |
False |
False |
64 |
| 100 |
0.7697 |
0.7298 |
0.0400 |
5.2% |
0.0041 |
0.5% |
96% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7872 |
|
2.618 |
0.7800 |
|
1.618 |
0.7755 |
|
1.000 |
0.7728 |
|
0.618 |
0.7711 |
|
HIGH |
0.7683 |
|
0.618 |
0.7666 |
|
0.500 |
0.7661 |
|
0.382 |
0.7655 |
|
LOW |
0.7639 |
|
0.618 |
0.7611 |
|
1.000 |
0.7594 |
|
1.618 |
0.7566 |
|
2.618 |
0.7522 |
|
4.250 |
0.7449 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7673 |
0.7654 |
| PP |
0.7667 |
0.7629 |
| S1 |
0.7661 |
0.7603 |
|