CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 07-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7772 |
0.7821 |
0.0050 |
0.6% |
0.7701 |
| High |
0.7830 |
0.7827 |
-0.0003 |
0.0% |
0.7830 |
| Low |
0.7768 |
0.7793 |
0.0025 |
0.3% |
0.7687 |
| Close |
0.7826 |
0.7815 |
-0.0011 |
-0.1% |
0.7826 |
| Range |
0.0062 |
0.0034 |
-0.0028 |
-44.7% |
0.0143 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
79,637 |
85,209 |
5,572 |
7.0% |
373,423 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7913 |
0.7898 |
0.7833 |
|
| R3 |
0.7879 |
0.7864 |
0.7824 |
|
| R2 |
0.7845 |
0.7845 |
0.7821 |
|
| R1 |
0.7830 |
0.7830 |
0.7818 |
0.7821 |
| PP |
0.7811 |
0.7811 |
0.7811 |
0.7807 |
| S1 |
0.7796 |
0.7796 |
0.7811 |
0.7787 |
| S2 |
0.7777 |
0.7777 |
0.7808 |
|
| S3 |
0.7743 |
0.7762 |
0.7805 |
|
| S4 |
0.7709 |
0.7728 |
0.7796 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8210 |
0.8161 |
0.7904 |
|
| R3 |
0.8067 |
0.8018 |
0.7865 |
|
| R2 |
0.7924 |
0.7924 |
0.7852 |
|
| R1 |
0.7875 |
0.7875 |
0.7839 |
0.7899 |
| PP |
0.7781 |
0.7781 |
0.7781 |
0.7793 |
| S1 |
0.7732 |
0.7732 |
0.7812 |
0.7756 |
| S2 |
0.7638 |
0.7638 |
0.7799 |
|
| S3 |
0.7495 |
0.7589 |
0.7786 |
|
| S4 |
0.7352 |
0.7446 |
0.7747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7830 |
0.7691 |
0.0139 |
1.8% |
0.0045 |
0.6% |
89% |
False |
False |
72,951 |
| 10 |
0.7830 |
0.7627 |
0.0203 |
2.6% |
0.0043 |
0.5% |
93% |
False |
False |
71,997 |
| 20 |
0.7830 |
0.7592 |
0.0238 |
3.0% |
0.0043 |
0.6% |
94% |
False |
False |
65,865 |
| 40 |
0.7830 |
0.7470 |
0.0360 |
4.6% |
0.0048 |
0.6% |
96% |
False |
False |
70,108 |
| 60 |
0.7830 |
0.7453 |
0.0377 |
4.8% |
0.0047 |
0.6% |
96% |
False |
False |
69,601 |
| 80 |
0.7830 |
0.7453 |
0.0377 |
4.8% |
0.0047 |
0.6% |
96% |
False |
False |
55,484 |
| 100 |
0.7830 |
0.7355 |
0.0475 |
6.1% |
0.0046 |
0.6% |
97% |
False |
False |
44,422 |
| 120 |
0.7830 |
0.7291 |
0.0539 |
6.9% |
0.0046 |
0.6% |
97% |
False |
False |
37,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7971 |
|
2.618 |
0.7916 |
|
1.618 |
0.7882 |
|
1.000 |
0.7861 |
|
0.618 |
0.7848 |
|
HIGH |
0.7827 |
|
0.618 |
0.7814 |
|
0.500 |
0.7810 |
|
0.382 |
0.7805 |
|
LOW |
0.7793 |
|
0.618 |
0.7771 |
|
1.000 |
0.7759 |
|
1.618 |
0.7737 |
|
2.618 |
0.7703 |
|
4.250 |
0.7648 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7813 |
0.7802 |
| PP |
0.7811 |
0.7790 |
| S1 |
0.7810 |
0.7778 |
|