CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7526 |
0.7547 |
0.0021 |
0.3% |
0.7475 |
| High |
0.7547 |
0.7555 |
0.0008 |
0.1% |
0.7539 |
| Low |
0.7522 |
0.7514 |
-0.0008 |
-0.1% |
0.7457 |
| Close |
0.7538 |
0.7523 |
-0.0015 |
-0.2% |
0.7521 |
| Range |
0.0025 |
0.0041 |
0.0016 |
64.0% |
0.0083 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
69 |
52 |
-17 |
-24.6% |
413 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7653 |
0.7629 |
0.7545 |
|
| R3 |
0.7612 |
0.7588 |
0.7534 |
|
| R2 |
0.7571 |
0.7571 |
0.7530 |
|
| R1 |
0.7547 |
0.7547 |
0.7526 |
0.7539 |
| PP |
0.7530 |
0.7530 |
0.7530 |
0.7526 |
| S1 |
0.7506 |
0.7506 |
0.7519 |
0.7498 |
| S2 |
0.7489 |
0.7489 |
0.7515 |
|
| S3 |
0.7448 |
0.7465 |
0.7511 |
|
| S4 |
0.7407 |
0.7424 |
0.7500 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7753 |
0.7719 |
0.7566 |
|
| R3 |
0.7670 |
0.7637 |
0.7543 |
|
| R2 |
0.7588 |
0.7588 |
0.7536 |
|
| R1 |
0.7554 |
0.7554 |
0.7528 |
0.7571 |
| PP |
0.7505 |
0.7505 |
0.7505 |
0.7514 |
| S1 |
0.7472 |
0.7472 |
0.7513 |
0.7489 |
| S2 |
0.7423 |
0.7423 |
0.7505 |
|
| S3 |
0.7340 |
0.7389 |
0.7498 |
|
| S4 |
0.7258 |
0.7307 |
0.7475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7555 |
0.7457 |
0.0098 |
1.3% |
0.0036 |
0.5% |
67% |
True |
False |
77 |
| 10 |
0.7555 |
0.7457 |
0.0098 |
1.3% |
0.0038 |
0.5% |
67% |
True |
False |
67 |
| 20 |
0.7626 |
0.7457 |
0.0169 |
2.2% |
0.0041 |
0.5% |
39% |
False |
False |
63 |
| 40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0041 |
0.5% |
27% |
False |
False |
44 |
| 60 |
0.7697 |
0.7336 |
0.0361 |
4.8% |
0.0038 |
0.5% |
52% |
False |
False |
31 |
| 80 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0039 |
0.5% |
56% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7729 |
|
2.618 |
0.7662 |
|
1.618 |
0.7621 |
|
1.000 |
0.7596 |
|
0.618 |
0.7580 |
|
HIGH |
0.7555 |
|
0.618 |
0.7539 |
|
0.500 |
0.7534 |
|
0.382 |
0.7529 |
|
LOW |
0.7514 |
|
0.618 |
0.7488 |
|
1.000 |
0.7473 |
|
1.618 |
0.7447 |
|
2.618 |
0.7406 |
|
4.250 |
0.7339 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7534 |
0.7531 |
| PP |
0.7530 |
0.7528 |
| S1 |
0.7526 |
0.7525 |
|