CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 20-Oct-2020

Day Change Summary
	Previous	Current
	19-Oct-2020	20-Oct-2020	Change	Change %	Previous Week
Open	0.7596	0.7585	-0.0011	-0.1%	0.7619
High	0.7607	0.7633	0.0026	0.3%	0.7637
Low	0.7584	0.7578	-0.0006	-0.1%	0.7547
Close	0.7590	0.7626	0.0036	0.5%	0.7590
Range	0.0023	0.0055	0.0032	139.1%	0.0090
ATR	0.0040	0.0041	0.0001	2.8%	0.0000
Volume	28	73	45	160.7%	399

Daily Pivots for day following 20-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7777	0.7756	0.7656
R3	0.7722	0.7701	0.7641
R2	0.7667	0.7667	0.7636
R1	0.7646	0.7646	0.7631	0.7657
PP	0.7612	0.7612	0.7612	0.7617
S1	0.7591	0.7591	0.7620	0.7602
S2	0.7557	0.7557	0.7615
S3	0.7502	0.7536	0.7610
S4	0.7447	0.7481	0.7595

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	0.7633	0.7547	0.0086	1.1%	0.0040	0.5%	91%	True	False	88
10	0.7637	0.7500	0.0137	1.8%	0.0039	0.5%	92%	False	False	69
20	0.7637	0.7457	0.0181	2.4%	0.0039	0.5%	94%	False	False	68
40	0.7697	0.7457	0.0241	3.2%	0.0041	0.5%	70%	False	False	59
60	0.7697	0.7436	0.0261	3.4%	0.0040	0.5%	73%	False	False	41
80	0.7697	0.7303	0.0394	5.2%	0.0038	0.5%	82%	False	False	33
100	0.7697	0.7285	0.0412	5.4%	0.0040	0.5%	83%	False	False	27

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7867
2.618	0.7777
1.618	0.7722
1.000	0.7688
0.618	0.7667
HIGH	0.7633
0.618	0.7612
0.500	0.7606
0.382	0.7599
LOW	0.7578
0.618	0.7544
1.000	0.7523
1.618	0.7489
2.618	0.7434
4.250	0.7344

Fisher Pivots for day following 20-Oct-2020
Pivot	1 day	3 day
R1	0.7619	0.7616
PP	0.7612	0.7606
S1	0.7606	0.7596

Download as Excel Spreadsheet

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

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