CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7551 |
0.7519 |
-0.0033 |
-0.4% |
0.7591 |
| High |
0.7597 |
0.7531 |
-0.0066 |
-0.9% |
0.7618 |
| Low |
0.7513 |
0.7498 |
-0.0015 |
-0.2% |
0.7554 |
| Close |
0.7513 |
0.7519 |
0.0006 |
0.1% |
0.7583 |
| Range |
0.0084 |
0.0033 |
-0.0052 |
-61.3% |
0.0064 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
82 |
29 |
-53 |
-64.6% |
350 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7613 |
0.7598 |
0.7536 |
|
| R3 |
0.7581 |
0.7566 |
0.7527 |
|
| R2 |
0.7548 |
0.7548 |
0.7524 |
|
| R1 |
0.7533 |
0.7533 |
0.7521 |
0.7535 |
| PP |
0.7516 |
0.7516 |
0.7516 |
0.7516 |
| S1 |
0.7501 |
0.7501 |
0.7516 |
0.7502 |
| S2 |
0.7483 |
0.7483 |
0.7513 |
|
| S3 |
0.7451 |
0.7468 |
0.7510 |
|
| S4 |
0.7418 |
0.7436 |
0.7501 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7775 |
0.7743 |
0.7618 |
|
| R3 |
0.7712 |
0.7679 |
0.7600 |
|
| R2 |
0.7648 |
0.7648 |
0.7595 |
|
| R1 |
0.7616 |
0.7616 |
0.7589 |
0.7600 |
| PP |
0.7585 |
0.7585 |
0.7585 |
0.7577 |
| S1 |
0.7552 |
0.7552 |
0.7577 |
0.7537 |
| S2 |
0.7521 |
0.7521 |
0.7571 |
|
| S3 |
0.7458 |
0.7489 |
0.7566 |
|
| S4 |
0.7394 |
0.7425 |
0.7548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7618 |
0.7498 |
0.0120 |
1.6% |
0.0049 |
0.7% |
17% |
False |
True |
63 |
| 10 |
0.7626 |
0.7498 |
0.0128 |
1.7% |
0.0043 |
0.6% |
16% |
False |
True |
59 |
| 20 |
0.7697 |
0.7498 |
0.0199 |
2.6% |
0.0042 |
0.6% |
10% |
False |
True |
49 |
| 40 |
0.7697 |
0.7436 |
0.0261 |
3.5% |
0.0040 |
0.5% |
32% |
False |
False |
28 |
| 60 |
0.7697 |
0.7303 |
0.0394 |
5.2% |
0.0038 |
0.5% |
55% |
False |
False |
21 |
| 80 |
0.7697 |
0.7285 |
0.0412 |
5.5% |
0.0040 |
0.5% |
57% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7669 |
|
2.618 |
0.7616 |
|
1.618 |
0.7583 |
|
1.000 |
0.7563 |
|
0.618 |
0.7551 |
|
HIGH |
0.7531 |
|
0.618 |
0.7518 |
|
0.500 |
0.7514 |
|
0.382 |
0.7510 |
|
LOW |
0.7498 |
|
0.618 |
0.7478 |
|
1.000 |
0.7466 |
|
1.618 |
0.7445 |
|
2.618 |
0.7413 |
|
4.250 |
0.7360 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7517 |
0.7557 |
| PP |
0.7516 |
0.7544 |
| S1 |
0.7514 |
0.7531 |
|