CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7731 |
0.7742 |
0.0011 |
0.1% |
0.7637 |
| High |
0.7746 |
0.7781 |
0.0035 |
0.5% |
0.7710 |
| Low |
0.7717 |
0.7727 |
0.0011 |
0.1% |
0.7627 |
| Close |
0.7739 |
0.7779 |
0.0041 |
0.5% |
0.7700 |
| Range |
0.0030 |
0.0054 |
0.0025 |
83.1% |
0.0083 |
| ATR |
0.0046 |
0.0046 |
0.0001 |
1.3% |
0.0000 |
| Volume |
60,731 |
64,162 |
3,431 |
5.6% |
261,343 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7906 |
0.7809 |
|
| R3 |
0.7870 |
0.7852 |
0.7794 |
|
| R2 |
0.7816 |
0.7816 |
0.7789 |
|
| R1 |
0.7798 |
0.7798 |
0.7784 |
0.7807 |
| PP |
0.7762 |
0.7762 |
0.7762 |
0.7767 |
| S1 |
0.7744 |
0.7744 |
0.7774 |
0.7753 |
| S2 |
0.7708 |
0.7708 |
0.7769 |
|
| S3 |
0.7654 |
0.7690 |
0.7764 |
|
| S4 |
0.7600 |
0.7636 |
0.7749 |
|
|
| 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 |
0.7781 |
0.7678 |
0.0103 |
1.3% |
0.0042 |
0.5% |
98% |
True |
False |
70,353 |
| 10 |
0.7781 |
0.7621 |
0.0161 |
2.1% |
0.0041 |
0.5% |
99% |
True |
False |
66,137 |
| 20 |
0.7781 |
0.7589 |
0.0192 |
2.5% |
0.0045 |
0.6% |
99% |
True |
False |
64,973 |
| 40 |
0.7781 |
0.7470 |
0.0312 |
4.0% |
0.0048 |
0.6% |
99% |
True |
False |
69,415 |
| 60 |
0.7781 |
0.7453 |
0.0328 |
4.2% |
0.0046 |
0.6% |
99% |
True |
False |
69,022 |
| 80 |
0.7781 |
0.7453 |
0.0328 |
4.2% |
0.0047 |
0.6% |
99% |
True |
False |
53,431 |
| 100 |
0.7781 |
0.7355 |
0.0426 |
5.5% |
0.0046 |
0.6% |
100% |
True |
False |
42,775 |
| 120 |
0.7781 |
0.7291 |
0.0491 |
6.3% |
0.0046 |
0.6% |
100% |
True |
False |
35,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8011 |
|
2.618 |
0.7922 |
|
1.618 |
0.7868 |
|
1.000 |
0.7835 |
|
0.618 |
0.7814 |
|
HIGH |
0.7781 |
|
0.618 |
0.7760 |
|
0.500 |
0.7754 |
|
0.382 |
0.7748 |
|
LOW |
0.7727 |
|
0.618 |
0.7694 |
|
1.000 |
0.7673 |
|
1.618 |
0.7640 |
|
2.618 |
0.7586 |
|
4.250 |
0.7498 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7771 |
0.7765 |
| PP |
0.7762 |
0.7750 |
| S1 |
0.7754 |
0.7736 |
|