CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7597 |
0.7584 |
-0.0014 |
-0.2% |
0.7596 |
| High |
0.7612 |
0.7584 |
-0.0029 |
-0.4% |
0.7648 |
| Low |
0.7574 |
0.7504 |
-0.0070 |
-0.9% |
0.7578 |
| Close |
0.7600 |
0.7525 |
-0.0076 |
-1.0% |
0.7612 |
| Range |
0.0039 |
0.0080 |
0.0041 |
106.5% |
0.0070 |
| ATR |
0.0040 |
0.0044 |
0.0004 |
10.0% |
0.0000 |
| Volume |
101 |
207 |
106 |
105.0% |
267 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7776 |
0.7730 |
0.7568 |
|
| R3 |
0.7696 |
0.7650 |
0.7546 |
|
| R2 |
0.7617 |
0.7617 |
0.7539 |
|
| R1 |
0.7571 |
0.7571 |
0.7532 |
0.7554 |
| PP |
0.7537 |
0.7537 |
0.7537 |
0.7529 |
| S1 |
0.7491 |
0.7491 |
0.7517 |
0.7475 |
| S2 |
0.7458 |
0.7458 |
0.7510 |
|
| S3 |
0.7378 |
0.7412 |
0.7503 |
|
| S4 |
0.7299 |
0.7332 |
0.7481 |
|
|
| 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 |
0.7632 |
0.7504 |
0.0128 |
1.7% |
0.0046 |
0.6% |
16% |
False |
True |
98 |
| 10 |
0.7648 |
0.7504 |
0.0144 |
1.9% |
0.0045 |
0.6% |
14% |
False |
True |
92 |
| 20 |
0.7648 |
0.7500 |
0.0148 |
2.0% |
0.0039 |
0.5% |
17% |
False |
False |
75 |
| 40 |
0.7671 |
0.7457 |
0.0215 |
2.9% |
0.0042 |
0.6% |
32% |
False |
False |
69 |
| 60 |
0.7697 |
0.7457 |
0.0241 |
3.2% |
0.0041 |
0.5% |
28% |
False |
False |
50 |
| 80 |
0.7697 |
0.7336 |
0.0361 |
4.8% |
0.0039 |
0.5% |
52% |
False |
False |
39 |
| 100 |
0.7697 |
0.7298 |
0.0400 |
5.3% |
0.0040 |
0.5% |
57% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7921 |
|
2.618 |
0.7792 |
|
1.618 |
0.7712 |
|
1.000 |
0.7663 |
|
0.618 |
0.7633 |
|
HIGH |
0.7584 |
|
0.618 |
0.7553 |
|
0.500 |
0.7544 |
|
0.382 |
0.7534 |
|
LOW |
0.7504 |
|
0.618 |
0.7455 |
|
1.000 |
0.7425 |
|
1.618 |
0.7375 |
|
2.618 |
0.7296 |
|
4.250 |
0.7166 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7544 |
0.7563 |
| PP |
0.7537 |
0.7550 |
| S1 |
0.7531 |
0.7537 |
|