CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7585 |
0.7640 |
0.0055 |
0.7% |
0.7619 |
| High |
0.7633 |
0.7648 |
0.0015 |
0.2% |
0.7637 |
| Low |
0.7578 |
0.7608 |
0.0030 |
0.4% |
0.7547 |
| Close |
0.7626 |
0.7620 |
-0.0006 |
-0.1% |
0.7590 |
| Range |
0.0055 |
0.0041 |
-0.0015 |
-26.4% |
0.0090 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.0% |
0.0000 |
| Volume |
73 |
20 |
-53 |
-72.6% |
399 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7747 |
0.7724 |
0.7642 |
|
| R3 |
0.7706 |
0.7683 |
0.7631 |
|
| R2 |
0.7666 |
0.7666 |
0.7627 |
|
| R1 |
0.7643 |
0.7643 |
0.7623 |
0.7634 |
| PP |
0.7625 |
0.7625 |
0.7625 |
0.7621 |
| S1 |
0.7602 |
0.7602 |
0.7616 |
0.7593 |
| S2 |
0.7585 |
0.7585 |
0.7612 |
|
| S3 |
0.7544 |
0.7562 |
0.7608 |
|
| S4 |
0.7504 |
0.7521 |
0.7597 |
|
|
| 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 |
0.7648 |
0.7547 |
0.0101 |
1.3% |
0.0043 |
0.6% |
72% |
True |
False |
86 |
| 10 |
0.7648 |
0.7542 |
0.0106 |
1.4% |
0.0038 |
0.5% |
73% |
True |
False |
61 |
| 20 |
0.7648 |
0.7457 |
0.0192 |
2.5% |
0.0038 |
0.5% |
85% |
True |
False |
67 |
| 40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0041 |
0.5% |
68% |
False |
False |
59 |
| 60 |
0.7697 |
0.7436 |
0.0261 |
3.4% |
0.0040 |
0.5% |
70% |
False |
False |
42 |
| 80 |
0.7697 |
0.7303 |
0.0394 |
5.2% |
0.0039 |
0.5% |
80% |
False |
False |
33 |
| 100 |
0.7697 |
0.7298 |
0.0400 |
5.2% |
0.0039 |
0.5% |
81% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7820 |
|
2.618 |
0.7754 |
|
1.618 |
0.7714 |
|
1.000 |
0.7689 |
|
0.618 |
0.7673 |
|
HIGH |
0.7648 |
|
0.618 |
0.7633 |
|
0.500 |
0.7628 |
|
0.382 |
0.7623 |
|
LOW |
0.7608 |
|
0.618 |
0.7582 |
|
1.000 |
0.7567 |
|
1.618 |
0.7542 |
|
2.618 |
0.7501 |
|
4.250 |
0.7435 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7628 |
0.7617 |
| PP |
0.7625 |
0.7615 |
| S1 |
0.7622 |
0.7613 |
|