CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7500 |
0.7479 |
-0.0021 |
-0.3% |
0.7591 |
| High |
0.7527 |
0.7510 |
-0.0017 |
-0.2% |
0.7618 |
| Low |
0.7476 |
0.7459 |
-0.0018 |
-0.2% |
0.7554 |
| Close |
0.7479 |
0.7494 |
0.0015 |
0.2% |
0.7583 |
| Range |
0.0051 |
0.0051 |
0.0001 |
1.0% |
0.0064 |
| ATR |
0.0046 |
0.0047 |
0.0000 |
0.7% |
0.0000 |
| Volume |
39 |
78 |
39 |
100.0% |
350 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7640 |
0.7618 |
0.7522 |
|
| R3 |
0.7589 |
0.7567 |
0.7508 |
|
| R2 |
0.7538 |
0.7538 |
0.7503 |
|
| R1 |
0.7516 |
0.7516 |
0.7499 |
0.7527 |
| PP |
0.7487 |
0.7487 |
0.7487 |
0.7493 |
| S1 |
0.7465 |
0.7465 |
0.7489 |
0.7476 |
| S2 |
0.7436 |
0.7436 |
0.7485 |
|
| S3 |
0.7385 |
0.7414 |
0.7480 |
|
| S4 |
0.7334 |
0.7363 |
0.7466 |
|
|
| 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 |
0.7616 |
0.7459 |
0.0158 |
2.1% |
0.0052 |
0.7% |
23% |
False |
True |
59 |
| 10 |
0.7618 |
0.7459 |
0.0159 |
2.1% |
0.0043 |
0.6% |
22% |
False |
True |
61 |
| 20 |
0.7697 |
0.7459 |
0.0239 |
3.2% |
0.0045 |
0.6% |
15% |
False |
True |
55 |
| 40 |
0.7697 |
0.7436 |
0.0261 |
3.5% |
0.0041 |
0.6% |
22% |
False |
False |
31 |
| 60 |
0.7697 |
0.7336 |
0.0361 |
4.8% |
0.0038 |
0.5% |
44% |
False |
False |
23 |
| 80 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0040 |
0.5% |
49% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7726 |
|
2.618 |
0.7643 |
|
1.618 |
0.7592 |
|
1.000 |
0.7561 |
|
0.618 |
0.7541 |
|
HIGH |
0.7510 |
|
0.618 |
0.7490 |
|
0.500 |
0.7484 |
|
0.382 |
0.7478 |
|
LOW |
0.7459 |
|
0.618 |
0.7427 |
|
1.000 |
0.7408 |
|
1.618 |
0.7376 |
|
2.618 |
0.7325 |
|
4.250 |
0.7242 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7491 |
0.7495 |
| PP |
0.7487 |
0.7494 |
| S1 |
0.7484 |
0.7494 |
|