CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 09-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7545 |
0.7583 |
0.0039 |
0.5% |
0.7526 |
| High |
0.7582 |
0.7631 |
0.0049 |
0.6% |
0.7631 |
| Low |
0.7542 |
0.7582 |
0.0040 |
0.5% |
0.7500 |
| Close |
0.7578 |
0.7619 |
0.0041 |
0.5% |
0.7619 |
| Range |
0.0040 |
0.0049 |
0.0009 |
22.5% |
0.0131 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.8% |
0.0000 |
| Volume |
35 |
58 |
23 |
65.7% |
311 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7758 |
0.7737 |
0.7645 |
|
| R3 |
0.7709 |
0.7688 |
0.7632 |
|
| R2 |
0.7660 |
0.7660 |
0.7627 |
|
| R1 |
0.7639 |
0.7639 |
0.7623 |
0.7649 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7616 |
| S1 |
0.7590 |
0.7590 |
0.7614 |
0.7600 |
| S2 |
0.7562 |
0.7562 |
0.7610 |
|
| S3 |
0.7513 |
0.7541 |
0.7605 |
|
| S4 |
0.7464 |
0.7492 |
0.7592 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7976 |
0.7928 |
0.7691 |
|
| R3 |
0.7845 |
0.7797 |
0.7655 |
|
| R2 |
0.7714 |
0.7714 |
0.7643 |
|
| R1 |
0.7666 |
0.7666 |
0.7631 |
0.7690 |
| PP |
0.7583 |
0.7583 |
0.7583 |
0.7595 |
| S1 |
0.7535 |
0.7535 |
0.7606 |
0.7559 |
| S2 |
0.7452 |
0.7452 |
0.7594 |
|
| S3 |
0.7321 |
0.7404 |
0.7582 |
|
| S4 |
0.7190 |
0.7273 |
0.7546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7631 |
0.7500 |
0.0131 |
1.7% |
0.0042 |
0.5% |
90% |
True |
False |
62 |
| 10 |
0.7631 |
0.7457 |
0.0175 |
2.3% |
0.0038 |
0.5% |
93% |
True |
False |
72 |
| 20 |
0.7631 |
0.7457 |
0.0175 |
2.3% |
0.0041 |
0.5% |
93% |
True |
False |
66 |
| 40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0042 |
0.5% |
67% |
False |
False |
47 |
| 60 |
0.7697 |
0.7360 |
0.0337 |
4.4% |
0.0039 |
0.5% |
77% |
False |
False |
34 |
| 80 |
0.7697 |
0.7298 |
0.0400 |
5.2% |
0.0039 |
0.5% |
80% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7839 |
|
2.618 |
0.7759 |
|
1.618 |
0.7710 |
|
1.000 |
0.7680 |
|
0.618 |
0.7661 |
|
HIGH |
0.7631 |
|
0.618 |
0.7612 |
|
0.500 |
0.7607 |
|
0.382 |
0.7601 |
|
LOW |
0.7582 |
|
0.618 |
0.7552 |
|
1.000 |
0.7533 |
|
1.618 |
0.7503 |
|
2.618 |
0.7454 |
|
4.250 |
0.7374 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7601 |
| PP |
0.7611 |
0.7583 |
| S1 |
0.7607 |
0.7566 |
|