CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7494 |
0.7475 |
-0.0020 |
-0.3% |
0.7551 |
| High |
0.7501 |
0.7493 |
-0.0008 |
-0.1% |
0.7597 |
| Low |
0.7459 |
0.7466 |
0.0007 |
0.1% |
0.7459 |
| Close |
0.7470 |
0.7484 |
0.0014 |
0.2% |
0.7470 |
| Range |
0.0042 |
0.0027 |
-0.0015 |
-35.7% |
0.0138 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
20 |
6 |
-14 |
-70.0% |
248 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7562 |
0.7550 |
0.7498 |
|
| R3 |
0.7535 |
0.7523 |
0.7491 |
|
| R2 |
0.7508 |
0.7508 |
0.7488 |
|
| R1 |
0.7496 |
0.7496 |
0.7486 |
0.7502 |
| PP |
0.7481 |
0.7481 |
0.7481 |
0.7484 |
| S1 |
0.7469 |
0.7469 |
0.7481 |
0.7475 |
| S2 |
0.7454 |
0.7454 |
0.7479 |
|
| S3 |
0.7427 |
0.7442 |
0.7476 |
|
| S4 |
0.7400 |
0.7415 |
0.7469 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7922 |
0.7834 |
0.7545 |
|
| R3 |
0.7784 |
0.7696 |
0.7507 |
|
| R2 |
0.7646 |
0.7646 |
0.7495 |
|
| R1 |
0.7558 |
0.7558 |
0.7482 |
0.7533 |
| PP |
0.7508 |
0.7508 |
0.7508 |
0.7496 |
| S1 |
0.7420 |
0.7420 |
0.7457 |
0.7395 |
| S2 |
0.7370 |
0.7370 |
0.7444 |
|
| S3 |
0.7232 |
0.7282 |
0.7432 |
|
| S4 |
0.7094 |
0.7144 |
0.7394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7531 |
0.7459 |
0.0072 |
1.0% |
0.0041 |
0.5% |
35% |
False |
False |
34 |
| 10 |
0.7618 |
0.7459 |
0.0159 |
2.1% |
0.0045 |
0.6% |
16% |
False |
False |
52 |
| 20 |
0.7697 |
0.7459 |
0.0239 |
3.2% |
0.0045 |
0.6% |
10% |
False |
False |
55 |
| 40 |
0.7697 |
0.7440 |
0.0257 |
3.4% |
0.0041 |
0.6% |
17% |
False |
False |
32 |
| 60 |
0.7697 |
0.7336 |
0.0361 |
4.8% |
0.0039 |
0.5% |
41% |
False |
False |
23 |
| 80 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0040 |
0.5% |
47% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7608 |
|
2.618 |
0.7564 |
|
1.618 |
0.7537 |
|
1.000 |
0.7520 |
|
0.618 |
0.7510 |
|
HIGH |
0.7493 |
|
0.618 |
0.7483 |
|
0.500 |
0.7480 |
|
0.382 |
0.7476 |
|
LOW |
0.7466 |
|
0.618 |
0.7449 |
|
1.000 |
0.7439 |
|
1.618 |
0.7422 |
|
2.618 |
0.7395 |
|
4.250 |
0.7351 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7482 |
0.7484 |
| PP |
0.7481 |
0.7484 |
| S1 |
0.7480 |
0.7484 |
|