CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 09-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7661 |
0.7667 |
0.0007 |
0.1% |
0.7512 |
| High |
0.7682 |
0.7736 |
0.0055 |
0.7% |
0.7682 |
| Low |
0.7636 |
0.7667 |
0.0031 |
0.4% |
0.7481 |
| Close |
0.7678 |
0.7703 |
0.0026 |
0.3% |
0.7678 |
| Range |
0.0046 |
0.0070 |
0.0024 |
52.7% |
0.0201 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.5% |
0.0000 |
| Volume |
68,205 |
99,122 |
30,917 |
45.3% |
412,791 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7910 |
0.7876 |
0.7741 |
|
| R3 |
0.7841 |
0.7807 |
0.7722 |
|
| R2 |
0.7771 |
0.7771 |
0.7716 |
|
| R1 |
0.7737 |
0.7737 |
0.7709 |
0.7754 |
| PP |
0.7702 |
0.7702 |
0.7702 |
0.7710 |
| S1 |
0.7668 |
0.7668 |
0.7697 |
0.7685 |
| S2 |
0.7632 |
0.7632 |
0.7690 |
|
| S3 |
0.7563 |
0.7598 |
0.7684 |
|
| S4 |
0.7493 |
0.7529 |
0.7665 |
|
|
| 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 |
0.7736 |
0.7520 |
0.0216 |
2.8% |
0.0079 |
1.0% |
85% |
True |
False |
86,706 |
| 10 |
0.7736 |
0.7470 |
0.0267 |
3.5% |
0.0071 |
0.9% |
88% |
True |
False |
87,278 |
| 20 |
0.7736 |
0.7470 |
0.0267 |
3.5% |
0.0056 |
0.7% |
88% |
True |
False |
77,356 |
| 40 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0050 |
0.6% |
88% |
True |
False |
72,678 |
| 60 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0049 |
0.6% |
88% |
True |
False |
53,673 |
| 80 |
0.7736 |
0.7355 |
0.0381 |
4.9% |
0.0048 |
0.6% |
91% |
True |
False |
40,300 |
| 100 |
0.7736 |
0.7291 |
0.0446 |
5.8% |
0.0047 |
0.6% |
93% |
True |
False |
32,251 |
| 120 |
0.7736 |
0.7122 |
0.0615 |
8.0% |
0.0049 |
0.6% |
95% |
True |
False |
26,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8031 |
|
2.618 |
0.7918 |
|
1.618 |
0.7848 |
|
1.000 |
0.7806 |
|
0.618 |
0.7779 |
|
HIGH |
0.7736 |
|
0.618 |
0.7709 |
|
0.500 |
0.7701 |
|
0.382 |
0.7693 |
|
LOW |
0.7667 |
|
0.618 |
0.7624 |
|
1.000 |
0.7597 |
|
1.618 |
0.7554 |
|
2.618 |
0.7485 |
|
4.250 |
0.7371 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7702 |
0.7690 |
| PP |
0.7702 |
0.7676 |
| S1 |
0.7701 |
0.7663 |
|