CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7613 |
0.7661 |
0.0048 |
0.6% |
0.7512 |
| High |
0.7676 |
0.7682 |
0.0006 |
0.1% |
0.7682 |
| Low |
0.7589 |
0.7636 |
0.0047 |
0.6% |
0.7481 |
| Close |
0.7671 |
0.7678 |
0.0007 |
0.1% |
0.7678 |
| Range |
0.0087 |
0.0046 |
-0.0042 |
-47.7% |
0.0201 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
78,804 |
68,205 |
-10,599 |
-13.4% |
412,791 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7802 |
0.7785 |
0.7703 |
|
| R3 |
0.7756 |
0.7740 |
0.7690 |
|
| R2 |
0.7711 |
0.7711 |
0.7686 |
|
| R1 |
0.7694 |
0.7694 |
0.7682 |
0.7702 |
| PP |
0.7665 |
0.7665 |
0.7665 |
0.7669 |
| S1 |
0.7649 |
0.7649 |
0.7673 |
0.7657 |
| S2 |
0.7620 |
0.7620 |
0.7669 |
|
| S3 |
0.7574 |
0.7603 |
0.7665 |
|
| S4 |
0.7529 |
0.7558 |
0.7652 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8216 |
0.8148 |
0.7788 |
|
| R3 |
0.8015 |
0.7947 |
0.7733 |
|
| R2 |
0.7814 |
0.7814 |
0.7714 |
|
| R1 |
0.7746 |
0.7746 |
0.7696 |
0.7780 |
| PP |
0.7613 |
0.7613 |
0.7613 |
0.7630 |
| S1 |
0.7545 |
0.7545 |
0.7659 |
0.7579 |
| S2 |
0.7412 |
0.7412 |
0.7641 |
|
| S3 |
0.7211 |
0.7344 |
0.7622 |
|
| S4 |
0.7010 |
0.7143 |
0.7567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7682 |
0.7481 |
0.0201 |
2.6% |
0.0082 |
1.1% |
98% |
True |
False |
82,558 |
| 10 |
0.7682 |
0.7470 |
0.0212 |
2.8% |
0.0070 |
0.9% |
98% |
True |
False |
83,678 |
| 20 |
0.7682 |
0.7470 |
0.0212 |
2.8% |
0.0053 |
0.7% |
98% |
True |
False |
74,350 |
| 40 |
0.7682 |
0.7453 |
0.0229 |
3.0% |
0.0048 |
0.6% |
98% |
True |
False |
71,470 |
| 60 |
0.7697 |
0.7453 |
0.0244 |
3.2% |
0.0049 |
0.6% |
92% |
False |
False |
52,024 |
| 80 |
0.7697 |
0.7355 |
0.0342 |
4.5% |
0.0047 |
0.6% |
94% |
False |
False |
39,061 |
| 100 |
0.7697 |
0.7291 |
0.0407 |
5.3% |
0.0046 |
0.6% |
95% |
False |
False |
31,261 |
| 120 |
0.7697 |
0.7122 |
0.0576 |
7.5% |
0.0048 |
0.6% |
97% |
False |
False |
26,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7875 |
|
2.618 |
0.7801 |
|
1.618 |
0.7755 |
|
1.000 |
0.7727 |
|
0.618 |
0.7710 |
|
HIGH |
0.7682 |
|
0.618 |
0.7664 |
|
0.500 |
0.7659 |
|
0.382 |
0.7653 |
|
LOW |
0.7636 |
|
0.618 |
0.7608 |
|
1.000 |
0.7591 |
|
1.618 |
0.7562 |
|
2.618 |
0.7517 |
|
4.250 |
0.7443 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7671 |
0.7652 |
| PP |
0.7665 |
0.7626 |
| S1 |
0.7659 |
0.7601 |
|