CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 26-Oct-2020

Day Change Summary
	Previous	Current
	23-Oct-2020	26-Oct-2020	Change	Change %	Previous Week
Open	0.7609	0.7592	-0.0017	-0.2%	0.7596
High	0.7632	0.7622	-0.0010	-0.1%	0.7648
Low	0.7605	0.7566	-0.0039	-0.5%	0.7578
Close	0.7612	0.7581	-0.0031	-0.4%	0.7612
Range	0.0027	0.0056	0.0029	107.4%	0.0070
ATR	0.0039	0.0040	0.0001	3.1%	0.0000
Volume	114	39	-75	-65.8%	267

Daily Pivots for day following 26-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7758	0.7725	0.7612
R3	0.7702	0.7669	0.7596
R2	0.7646	0.7646	0.7591
R1	0.7613	0.7613	0.7586	0.7602
PP	0.7590	0.7590	0.7590	0.7584
S1	0.7557	0.7557	0.7576	0.7546
S2	0.7534	0.7534	0.7571
S3	0.7478	0.7501	0.7566
S4	0.7422	0.7445	0.7550

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7823	0.7787	0.7651
R3	0.7753	0.7717	0.7631
R2	0.7683	0.7683	0.7625
R1	0.7647	0.7647	0.7618	0.7665
PP	0.7613	0.7613	0.7613	0.7622
S1	0.7577	0.7577	0.7606	0.7595
S2	0.7543	0.7543	0.7599
S3	0.7473	0.7507	0.7593
S4	0.7403	0.7437	0.7574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7648	0.7566	0.0082	1.1%	0.0042	0.5%	18%	False	True	55
10	0.7648	0.7547	0.0101	1.3%	0.0038	0.5%	34%	False	False	69
20	0.7648	0.7457	0.0192	2.5%	0.0038	0.5%	65%	False	False	71
40	0.7697	0.7457	0.0241	3.2%	0.0041	0.5%	52%	False	False	63
60	0.7697	0.7440	0.0257	3.4%	0.0040	0.5%	55%	False	False	45
80	0.7697	0.7336	0.0361	4.8%	0.0038	0.5%	68%	False	False	35
100	0.7697	0.7298	0.0400	5.3%	0.0040	0.5%	71%	False	False	29

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	0.0009
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7860
2.618	0.7769
1.618	0.7713
1.000	0.7678
0.618	0.7657
HIGH	0.7622
0.618	0.7601
0.500	0.7594
0.382	0.7587
LOW	0.7566
0.618	0.7531
1.000	0.7510
1.618	0.7475
2.618	0.7419
4.250	0.7328

Fisher Pivots for day following 26-Oct-2020
Pivot	1 day	3 day
R1	0.7594	0.7599
PP	0.7590	0.7593
S1	0.7585	0.7587

Download as Excel Spreadsheet

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

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