CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7481 |
0.7510 |
0.0029 |
0.4% |
0.7551 |
| High |
0.7494 |
0.7520 |
0.0026 |
0.3% |
0.7597 |
| Low |
0.7459 |
0.7457 |
-0.0002 |
0.0% |
0.7459 |
| Close |
0.7476 |
0.7516 |
0.0041 |
0.5% |
0.7470 |
| Range |
0.0036 |
0.0064 |
0.0028 |
78.9% |
0.0138 |
| ATR |
0.0044 |
0.0046 |
0.0001 |
3.1% |
0.0000 |
| Volume |
142 |
76 |
-66 |
-46.5% |
248 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7688 |
0.7666 |
0.7551 |
|
| R3 |
0.7625 |
0.7602 |
0.7533 |
|
| R2 |
0.7561 |
0.7561 |
0.7528 |
|
| R1 |
0.7539 |
0.7539 |
0.7522 |
0.7550 |
| PP |
0.7498 |
0.7498 |
0.7498 |
0.7503 |
| S1 |
0.7475 |
0.7475 |
0.7510 |
0.7486 |
| S2 |
0.7434 |
0.7434 |
0.7504 |
|
| S3 |
0.7371 |
0.7412 |
0.7499 |
|
| S4 |
0.7307 |
0.7348 |
0.7481 |
|
|
| 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 |
0.7520 |
0.7457 |
0.0064 |
0.8% |
0.0044 |
0.6% |
94% |
True |
True |
64 |
| 10 |
0.7616 |
0.7457 |
0.0160 |
2.1% |
0.0048 |
0.6% |
37% |
False |
True |
66 |
| 20 |
0.7671 |
0.7457 |
0.0215 |
2.9% |
0.0045 |
0.6% |
28% |
False |
True |
62 |
| 40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0042 |
0.6% |
25% |
False |
True |
37 |
| 60 |
0.7697 |
0.7336 |
0.0361 |
4.8% |
0.0039 |
0.5% |
50% |
False |
False |
26 |
| 80 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0041 |
0.5% |
55% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7790 |
|
2.618 |
0.7686 |
|
1.618 |
0.7623 |
|
1.000 |
0.7584 |
|
0.618 |
0.7559 |
|
HIGH |
0.7520 |
|
0.618 |
0.7496 |
|
0.500 |
0.7488 |
|
0.382 |
0.7481 |
|
LOW |
0.7457 |
|
0.618 |
0.7417 |
|
1.000 |
0.7393 |
|
1.618 |
0.7354 |
|
2.618 |
0.7290 |
|
4.250 |
0.7187 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7507 |
0.7507 |
| PP |
0.7498 |
0.7498 |
| S1 |
0.7488 |
0.7488 |
|