CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7640 |
0.7597 |
-0.0044 |
-0.6% |
0.7619 |
| High |
0.7648 |
0.7623 |
-0.0026 |
-0.3% |
0.7637 |
| Low |
0.7608 |
0.7594 |
-0.0014 |
-0.2% |
0.7547 |
| Close |
0.7620 |
0.7613 |
-0.0007 |
-0.1% |
0.7590 |
| Range |
0.0041 |
0.0029 |
-0.0012 |
-28.4% |
0.0090 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
20 |
32 |
12 |
60.0% |
399 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7697 |
0.7684 |
0.7629 |
|
| R3 |
0.7668 |
0.7655 |
0.7621 |
|
| R2 |
0.7639 |
0.7639 |
0.7618 |
|
| R1 |
0.7626 |
0.7626 |
0.7616 |
0.7632 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7613 |
| S1 |
0.7597 |
0.7597 |
0.7610 |
0.7603 |
| S2 |
0.7581 |
0.7581 |
0.7608 |
|
| S3 |
0.7552 |
0.7568 |
0.7605 |
|
| S4 |
0.7523 |
0.7539 |
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 |
0.7559 |
0.0090 |
1.2% |
0.0036 |
0.5% |
61% |
False |
False |
81 |
| 10 |
0.7648 |
0.7547 |
0.0101 |
1.3% |
0.0037 |
0.5% |
65% |
False |
False |
61 |
| 20 |
0.7648 |
0.7457 |
0.0192 |
2.5% |
0.0037 |
0.5% |
82% |
False |
False |
64 |
| 40 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0041 |
0.5% |
65% |
False |
False |
59 |
| 60 |
0.7697 |
0.7436 |
0.0261 |
3.4% |
0.0040 |
0.5% |
68% |
False |
False |
42 |
| 80 |
0.7697 |
0.7336 |
0.0361 |
4.7% |
0.0038 |
0.5% |
77% |
False |
False |
33 |
| 100 |
0.7697 |
0.7298 |
0.0400 |
5.2% |
0.0039 |
0.5% |
79% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7746 |
|
2.618 |
0.7698 |
|
1.618 |
0.7669 |
|
1.000 |
0.7652 |
|
0.618 |
0.7640 |
|
HIGH |
0.7623 |
|
0.618 |
0.7611 |
|
0.500 |
0.7608 |
|
0.382 |
0.7605 |
|
LOW |
0.7594 |
|
0.618 |
0.7576 |
|
1.000 |
0.7565 |
|
1.618 |
0.7547 |
|
2.618 |
0.7518 |
|
4.250 |
0.7470 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7611 |
0.7613 |
| PP |
0.7610 |
0.7613 |
| S1 |
0.7608 |
0.7613 |
|