CME Canadian Dollar Future June 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 |
0.7505 |
0.7525 |
0.0020 |
0.3% |
0.7589 |
High |
0.7533 |
0.7531 |
-0.0002 |
0.0% |
0.7620 |
Low |
0.7476 |
0.7498 |
0.0022 |
0.3% |
0.7476 |
Close |
0.7509 |
0.7513 |
0.0004 |
0.1% |
0.7513 |
Range |
0.0057 |
0.0034 |
-0.0023 |
-40.7% |
0.0144 |
ATR |
0.0000 |
0.0040 |
0.0040 |
|
0.0000 |
Volume |
34 |
21 |
-13 |
-38.2% |
182 |
|
Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7614 |
0.7597 |
0.7531 |
|
R3 |
0.7581 |
0.7564 |
0.7522 |
|
R2 |
0.7547 |
0.7547 |
0.7519 |
|
R1 |
0.7530 |
0.7530 |
0.7516 |
0.7522 |
PP |
0.7514 |
0.7514 |
0.7514 |
0.7510 |
S1 |
0.7497 |
0.7497 |
0.7510 |
0.7489 |
S2 |
0.7480 |
0.7480 |
0.7507 |
|
S3 |
0.7447 |
0.7463 |
0.7504 |
|
S4 |
0.7413 |
0.7430 |
0.7495 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7968 |
0.7885 |
0.7592 |
|
R3 |
0.7824 |
0.7741 |
0.7553 |
|
R2 |
0.7680 |
0.7680 |
0.7539 |
|
R1 |
0.7597 |
0.7597 |
0.7526 |
0.7567 |
PP |
0.7536 |
0.7536 |
0.7536 |
0.7521 |
S1 |
0.7453 |
0.7453 |
0.7500 |
0.7423 |
S2 |
0.7392 |
0.7392 |
0.7487 |
|
S3 |
0.7248 |
0.7309 |
0.7473 |
|
S4 |
0.7104 |
0.7165 |
0.7434 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7673 |
2.618 |
0.7619 |
1.618 |
0.7585 |
1.000 |
0.7565 |
0.618 |
0.7552 |
HIGH |
0.7531 |
0.618 |
0.7518 |
0.500 |
0.7514 |
0.382 |
0.7510 |
LOW |
0.7498 |
0.618 |
0.7477 |
1.000 |
0.7464 |
1.618 |
0.7443 |
2.618 |
0.7410 |
4.250 |
0.7355 |
|
|
Fisher Pivots for day following 30-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7514 |
0.7511 |
PP |
0.7514 |
0.7509 |
S1 |
0.7513 |
0.7507 |
|