CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7693 |
0.7701 |
0.0008 |
0.1% |
0.7637 |
| High |
0.7710 |
0.7739 |
0.0029 |
0.4% |
0.7710 |
| Low |
0.7678 |
0.7687 |
0.0009 |
0.1% |
0.7627 |
| Close |
0.7700 |
0.7716 |
0.0016 |
0.2% |
0.7700 |
| Range |
0.0032 |
0.0052 |
0.0021 |
65.1% |
0.0083 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.8% |
0.0000 |
| Volume |
57,981 |
93,877 |
35,896 |
61.9% |
261,343 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7870 |
0.7845 |
0.7744 |
|
| R3 |
0.7818 |
0.7793 |
0.7730 |
|
| R2 |
0.7766 |
0.7766 |
0.7725 |
|
| R1 |
0.7741 |
0.7741 |
0.7720 |
0.7753 |
| PP |
0.7714 |
0.7714 |
0.7714 |
0.7720 |
| S1 |
0.7689 |
0.7689 |
0.7711 |
0.7701 |
| S2 |
0.7662 |
0.7662 |
0.7706 |
|
| S3 |
0.7610 |
0.7637 |
0.7701 |
|
| S4 |
0.7558 |
0.7585 |
0.7687 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7928 |
0.7897 |
0.7746 |
|
| R3 |
0.7845 |
0.7814 |
0.7723 |
|
| R2 |
0.7762 |
0.7762 |
0.7715 |
|
| R1 |
0.7731 |
0.7731 |
0.7708 |
0.7746 |
| PP |
0.7679 |
0.7679 |
0.7679 |
0.7686 |
| S1 |
0.7648 |
0.7648 |
0.7692 |
0.7663 |
| S2 |
0.7596 |
0.7596 |
0.7685 |
|
| S3 |
0.7513 |
0.7565 |
0.7677 |
|
| S4 |
0.7430 |
0.7482 |
0.7654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7739 |
0.7627 |
0.0112 |
1.5% |
0.0041 |
0.5% |
79% |
True |
False |
71,044 |
| 10 |
0.7739 |
0.7611 |
0.0128 |
1.7% |
0.0041 |
0.5% |
82% |
True |
False |
61,945 |
| 20 |
0.7739 |
0.7481 |
0.0258 |
3.3% |
0.0053 |
0.7% |
91% |
True |
False |
68,267 |
| 40 |
0.7739 |
0.7470 |
0.0269 |
3.5% |
0.0048 |
0.6% |
91% |
True |
False |
68,843 |
| 60 |
0.7739 |
0.7453 |
0.0286 |
3.7% |
0.0048 |
0.6% |
92% |
True |
False |
67,538 |
| 80 |
0.7739 |
0.7453 |
0.0286 |
3.7% |
0.0048 |
0.6% |
92% |
True |
False |
50,937 |
| 100 |
0.7739 |
0.7332 |
0.0407 |
5.3% |
0.0046 |
0.6% |
94% |
True |
False |
40,777 |
| 120 |
0.7739 |
0.7291 |
0.0448 |
5.8% |
0.0047 |
0.6% |
95% |
True |
False |
33,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7960 |
|
2.618 |
0.7875 |
|
1.618 |
0.7823 |
|
1.000 |
0.7791 |
|
0.618 |
0.7771 |
|
HIGH |
0.7739 |
|
0.618 |
0.7719 |
|
0.500 |
0.7713 |
|
0.382 |
0.7706 |
|
LOW |
0.7687 |
|
0.618 |
0.7654 |
|
1.000 |
0.7635 |
|
1.618 |
0.7602 |
|
2.618 |
0.7550 |
|
4.250 |
0.7466 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7715 |
0.7713 |
| PP |
0.7714 |
0.7710 |
| S1 |
0.7713 |
0.7707 |
|