CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 25-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7643 |
0.7694 |
0.0051 |
0.7% |
0.7615 |
| High |
0.7696 |
0.7701 |
0.0005 |
0.1% |
0.7673 |
| Low |
0.7640 |
0.7676 |
0.0036 |
0.5% |
0.7611 |
| Close |
0.7689 |
0.7696 |
0.0007 |
0.1% |
0.7637 |
| Range |
0.0057 |
0.0026 |
-0.0031 |
-54.9% |
0.0062 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
85,563 |
62,585 |
-22,978 |
-26.9% |
264,236 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7767 |
0.7757 |
0.7710 |
|
| R3 |
0.7742 |
0.7731 |
0.7703 |
|
| R2 |
0.7716 |
0.7716 |
0.7700 |
|
| R1 |
0.7706 |
0.7706 |
0.7698 |
0.7711 |
| PP |
0.7691 |
0.7691 |
0.7691 |
0.7693 |
| S1 |
0.7680 |
0.7680 |
0.7693 |
0.7686 |
| S2 |
0.7665 |
0.7665 |
0.7691 |
|
| S3 |
0.7640 |
0.7655 |
0.7688 |
|
| S4 |
0.7614 |
0.7629 |
0.7681 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7825 |
0.7792 |
0.7670 |
|
| R3 |
0.7763 |
0.7731 |
0.7653 |
|
| R2 |
0.7702 |
0.7702 |
0.7648 |
|
| R1 |
0.7669 |
0.7669 |
0.7642 |
0.7685 |
| PP |
0.7640 |
0.7640 |
0.7640 |
0.7648 |
| S1 |
0.7608 |
0.7608 |
0.7631 |
0.7624 |
| S2 |
0.7579 |
0.7579 |
0.7625 |
|
| S3 |
0.7517 |
0.7546 |
0.7620 |
|
| S4 |
0.7456 |
0.7485 |
0.7603 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7701 |
0.7621 |
0.0081 |
1.0% |
0.0040 |
0.5% |
93% |
True |
False |
61,920 |
| 10 |
0.7701 |
0.7592 |
0.0109 |
1.4% |
0.0041 |
0.5% |
95% |
True |
False |
57,870 |
| 20 |
0.7736 |
0.7470 |
0.0267 |
3.5% |
0.0054 |
0.7% |
85% |
False |
False |
70,180 |
| 40 |
0.7736 |
0.7470 |
0.0267 |
3.5% |
0.0047 |
0.6% |
85% |
False |
False |
68,417 |
| 60 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0048 |
0.6% |
86% |
False |
False |
65,125 |
| 80 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0048 |
0.6% |
86% |
False |
False |
49,047 |
| 100 |
0.7736 |
0.7332 |
0.0405 |
5.3% |
0.0046 |
0.6% |
90% |
False |
False |
39,261 |
| 120 |
0.7736 |
0.7291 |
0.0446 |
5.8% |
0.0047 |
0.6% |
91% |
False |
False |
32,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7809 |
|
2.618 |
0.7768 |
|
1.618 |
0.7742 |
|
1.000 |
0.7727 |
|
0.618 |
0.7717 |
|
HIGH |
0.7701 |
|
0.618 |
0.7691 |
|
0.500 |
0.7688 |
|
0.382 |
0.7685 |
|
LOW |
0.7676 |
|
0.618 |
0.7660 |
|
1.000 |
0.7650 |
|
1.618 |
0.7634 |
|
2.618 |
0.7609 |
|
4.250 |
0.7567 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7693 |
0.7685 |
| PP |
0.7691 |
0.7674 |
| S1 |
0.7688 |
0.7664 |
|