CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7619 |
0.7611 |
-0.0008 |
-0.1% |
0.7526 |
| High |
0.7634 |
0.7637 |
0.0003 |
0.0% |
0.7631 |
| Low |
0.7613 |
0.7609 |
-0.0004 |
-0.1% |
0.7500 |
| Close |
0.7629 |
0.7614 |
-0.0015 |
-0.2% |
0.7619 |
| Range |
0.0021 |
0.0028 |
0.0007 |
33.3% |
0.0131 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
6 |
54 |
48 |
800.0% |
311 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7704 |
0.7687 |
0.7629 |
|
| R3 |
0.7676 |
0.7659 |
0.7622 |
|
| R2 |
0.7648 |
0.7648 |
0.7619 |
|
| R1 |
0.7631 |
0.7631 |
0.7617 |
0.7640 |
| PP |
0.7620 |
0.7620 |
0.7620 |
0.7624 |
| S1 |
0.7603 |
0.7603 |
0.7611 |
0.7612 |
| S2 |
0.7592 |
0.7592 |
0.7609 |
|
| S3 |
0.7564 |
0.7575 |
0.7606 |
|
| S4 |
0.7536 |
0.7547 |
0.7599 |
|
|
| 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 |
0.7637 |
0.7500 |
0.0137 |
1.8% |
0.0038 |
0.5% |
83% |
True |
False |
50 |
| 10 |
0.7637 |
0.7457 |
0.0181 |
2.4% |
0.0037 |
0.5% |
87% |
True |
False |
63 |
| 20 |
0.7637 |
0.7457 |
0.0181 |
2.4% |
0.0041 |
0.5% |
87% |
True |
False |
61 |
| 40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0041 |
0.5% |
65% |
False |
False |
48 |
| 60 |
0.7697 |
0.7397 |
0.0301 |
3.9% |
0.0039 |
0.5% |
72% |
False |
False |
35 |
| 80 |
0.7697 |
0.7298 |
0.0400 |
5.2% |
0.0038 |
0.5% |
79% |
False |
False |
27 |
| 100 |
0.7697 |
0.7127 |
0.0570 |
7.5% |
0.0039 |
0.5% |
85% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7756 |
|
2.618 |
0.7710 |
|
1.618 |
0.7682 |
|
1.000 |
0.7665 |
|
0.618 |
0.7654 |
|
HIGH |
0.7637 |
|
0.618 |
0.7626 |
|
0.500 |
0.7623 |
|
0.382 |
0.7620 |
|
LOW |
0.7609 |
|
0.618 |
0.7592 |
|
1.000 |
0.7581 |
|
1.618 |
0.7564 |
|
2.618 |
0.7536 |
|
4.250 |
0.7490 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7623 |
0.7613 |
| PP |
0.7620 |
0.7611 |
| S1 |
0.7617 |
0.7610 |
|