CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7608 |
0.7615 |
0.0007 |
0.1% |
0.7667 |
| High |
0.7625 |
0.7655 |
0.0030 |
0.4% |
0.7736 |
| Low |
0.7592 |
0.7611 |
0.0019 |
0.3% |
0.7592 |
| Close |
0.7613 |
0.7637 |
0.0024 |
0.3% |
0.7613 |
| Range |
0.0033 |
0.0044 |
0.0011 |
31.8% |
0.0144 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
51,285 |
51,357 |
72 |
0.1% |
333,096 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7765 |
0.7744 |
0.7661 |
|
| R3 |
0.7721 |
0.7701 |
0.7649 |
|
| R2 |
0.7678 |
0.7678 |
0.7645 |
|
| R1 |
0.7657 |
0.7657 |
0.7641 |
0.7668 |
| PP |
0.7634 |
0.7634 |
0.7634 |
0.7639 |
| S1 |
0.7614 |
0.7614 |
0.7633 |
0.7624 |
| S2 |
0.7591 |
0.7591 |
0.7629 |
|
| S3 |
0.7547 |
0.7570 |
0.7625 |
|
| S4 |
0.7504 |
0.7527 |
0.7613 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8079 |
0.7990 |
0.7692 |
|
| R3 |
0.7935 |
0.7846 |
0.7653 |
|
| R2 |
0.7791 |
0.7791 |
0.7639 |
|
| R1 |
0.7702 |
0.7702 |
0.7626 |
0.7675 |
| PP |
0.7647 |
0.7647 |
0.7647 |
0.7633 |
| S1 |
0.7558 |
0.7558 |
0.7600 |
0.7531 |
| S2 |
0.7503 |
0.7503 |
0.7587 |
|
| S3 |
0.7359 |
0.7414 |
0.7573 |
|
| S4 |
0.7215 |
0.7270 |
0.7534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7702 |
0.7592 |
0.0110 |
1.4% |
0.0042 |
0.6% |
41% |
False |
False |
57,066 |
| 10 |
0.7736 |
0.7520 |
0.0216 |
2.8% |
0.0061 |
0.8% |
54% |
False |
False |
71,886 |
| 20 |
0.7736 |
0.7470 |
0.0267 |
3.5% |
0.0057 |
0.7% |
63% |
False |
False |
73,664 |
| 40 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0048 |
0.6% |
65% |
False |
False |
70,732 |
| 60 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0049 |
0.6% |
65% |
False |
False |
58,367 |
| 80 |
0.7736 |
0.7432 |
0.0304 |
4.0% |
0.0048 |
0.6% |
67% |
False |
False |
43,859 |
| 100 |
0.7736 |
0.7291 |
0.0446 |
5.8% |
0.0046 |
0.6% |
78% |
False |
False |
35,103 |
| 120 |
0.7736 |
0.7232 |
0.0505 |
6.6% |
0.0048 |
0.6% |
80% |
False |
False |
29,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7839 |
|
2.618 |
0.7768 |
|
1.618 |
0.7725 |
|
1.000 |
0.7698 |
|
0.618 |
0.7681 |
|
HIGH |
0.7655 |
|
0.618 |
0.7638 |
|
0.500 |
0.7633 |
|
0.382 |
0.7628 |
|
LOW |
0.7611 |
|
0.618 |
0.7584 |
|
1.000 |
0.7568 |
|
1.618 |
0.7541 |
|
2.618 |
0.7497 |
|
4.250 |
0.7426 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7636 |
0.7633 |
| PP |
0.7634 |
0.7630 |
| S1 |
0.7633 |
0.7626 |
|