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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 2 trading days

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

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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