CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 16-Oct-2020

Day Change Summary
	Previous	Current
	15-Oct-2020	16-Oct-2020	Change	Change %	Previous Week
Open	0.7607	0.7569	-0.0039	-0.5%	0.7619
High	0.7611	0.7592	-0.0020	-0.3%	0.7637
Low	0.7547	0.7559	0.0012	0.2%	0.7547
Close	0.7565	0.7590	0.0025	0.3%	0.7590
Range	0.0064	0.0033	-0.0031	-48.4%	0.0090
ATR	0.0042	0.0041	-0.0001	-1.5%	0.0000
Volume	55	254	199	361.8%	399

Daily Pivots for day following 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7679	0.7667	0.7608
R3	0.7646	0.7634	0.7599
R2	0.7613	0.7613	0.7596
R1	0.7601	0.7601	0.7593	0.7607
PP	0.7580	0.7580	0.7580	0.7583
S1	0.7568	0.7568	0.7586	0.7574
S2	0.7547	0.7547	0.7583
S3	0.7514	0.7535	0.7580
S4	0.7481	0.7502	0.7571

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7861	0.7815	0.7639
R3	0.7771	0.7725	0.7614
R2	0.7681	0.7681	0.7606
R1	0.7635	0.7635	0.7598	0.7613
PP	0.7591	0.7591	0.7591	0.7580
S1	0.7545	0.7545	0.7581	0.7523
S2	0.7501	0.7501	0.7573
S3	0.7411	0.7455	0.7565
S4	0.7321	0.7365	0.7540

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%	0.0034	0.4%	47%	False	False	79
10	0.7637	0.7500	0.0137	1.8%	0.0038	0.5%	65%	False	False	71
20	0.7637	0.7457	0.0181	2.4%	0.0041	0.5%	74%	False	False	68
40	0.7697	0.7457	0.0241	3.2%	0.0041	0.5%	55%	False	False	56
60	0.7697	0.7436	0.0261	3.4%	0.0039	0.5%	59%	False	False	40
80	0.7697	0.7298	0.0400	5.3%	0.0038	0.5%	73%	False	False	31
100	0.7697	0.7238	0.0459	6.0%	0.0040	0.5%	77%	False	False	26

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7732
2.618	0.7678
1.618	0.7645
1.000	0.7625
0.618	0.7612
HIGH	0.7592
0.618	0.7579
0.500	0.7575
0.382	0.7571
LOW	0.7559
0.618	0.7538
1.000	0.7526
1.618	0.7505
2.618	0.7472
4.250	0.7418

Fisher Pivots for day following 16-Oct-2020
Pivot	1 day	3 day
R1	0.7585	0.7589
PP	0.7580	0.7588
S1	0.7575	0.7587

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols