CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 15-Oct-2020

Day Change Summary
	Previous	Current
	14-Oct-2020	15-Oct-2020	Change	Change %	Previous Week
Open	0.7615	0.7607	-0.0008	-0.1%	0.7526
High	0.7627	0.7611	-0.0016	-0.2%	0.7631
Low	0.7603	0.7547	-0.0056	-0.7%	0.7500
Close	0.7611	0.7565	-0.0046	-0.6%	0.7619
Range	0.0025	0.0064	0.0040	161.2%	0.0131
ATR	0.0040	0.0042	0.0002	4.3%	0.0000
Volume	30	55	25	83.3%	311

Daily Pivots for day following 15-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7766	0.7730	0.7600
R3	0.7702	0.7666	0.7583
R2	0.7638	0.7638	0.7577
R1	0.7602	0.7602	0.7571	0.7588
PP	0.7574	0.7574	0.7574	0.7568
S1	0.7538	0.7538	0.7559	0.7524
S2	0.7510	0.7510	0.7553
S3	0.7446	0.7474	0.7547
S4	0.7382	0.7410	0.7530

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	0.7547	0.0090	1.2%	0.0037	0.5%	20%	False	True	40
10	0.7637	0.7500	0.0137	1.8%	0.0037	0.5%	47%	False	False	48
20	0.7637	0.7457	0.0181	2.4%	0.0041	0.5%	60%	False	False	59
40	0.7697	0.7457	0.0241	3.2%	0.0041	0.5%	45%	False	False	50
60	0.7697	0.7436	0.0261	3.5%	0.0039	0.5%	49%	False	False	36
80	0.7697	0.7298	0.0400	5.3%	0.0038	0.5%	67%	False	False	28
100	0.7697	0.7238	0.0459	6.1%	0.0040	0.5%	71%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7883
2.618	0.7779
1.618	0.7715
1.000	0.7675
0.618	0.7651
HIGH	0.7611
0.618	0.7587
0.500	0.7579
0.382	0.7571
LOW	0.7547
0.618	0.7507
1.000	0.7483
1.618	0.7443
2.618	0.7379
4.250	0.7275

Fisher Pivots for day following 15-Oct-2020
Pivot	1 day	3 day
R1	0.7579	0.7592
PP	0.7574	0.7583
S1	0.7570	0.7574

Download as Excel Spreadsheet

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

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