CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7801 |
0.7847 |
0.0047 |
0.6% |
0.7821 |
| High |
0.7870 |
0.7862 |
-0.0008 |
-0.1% |
0.7870 |
| Low |
0.7795 |
0.7817 |
0.0023 |
0.3% |
0.7792 |
| Close |
0.7846 |
0.7830 |
-0.0017 |
-0.2% |
0.7830 |
| Range |
0.0075 |
0.0045 |
-0.0031 |
-40.7% |
0.0078 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
123,838 |
33,140 |
-90,698 |
-73.2% |
463,629 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7970 |
0.7944 |
0.7854 |
|
| R3 |
0.7925 |
0.7900 |
0.7842 |
|
| R2 |
0.7881 |
0.7881 |
0.7838 |
|
| R1 |
0.7855 |
0.7855 |
0.7834 |
0.7846 |
| PP |
0.7836 |
0.7836 |
0.7836 |
0.7831 |
| S1 |
0.7811 |
0.7811 |
0.7825 |
0.7801 |
| S2 |
0.7792 |
0.7792 |
0.7821 |
|
| S3 |
0.7747 |
0.7766 |
0.7817 |
|
| S4 |
0.7703 |
0.7722 |
0.7805 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8063 |
0.8024 |
0.7872 |
|
| R3 |
0.7985 |
0.7946 |
0.7851 |
|
| R2 |
0.7908 |
0.7908 |
0.7844 |
|
| R1 |
0.7869 |
0.7869 |
0.7837 |
0.7888 |
| PP |
0.7830 |
0.7830 |
0.7830 |
0.7840 |
| S1 |
0.7791 |
0.7791 |
0.7822 |
0.7811 |
| S2 |
0.7753 |
0.7753 |
0.7815 |
|
| S3 |
0.7675 |
0.7714 |
0.7808 |
|
| S4 |
0.7598 |
0.7636 |
0.7787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7870 |
0.7792 |
0.0078 |
1.0% |
0.0045 |
0.6% |
48% |
False |
False |
92,725 |
| 10 |
0.7870 |
0.7687 |
0.0183 |
2.3% |
0.0047 |
0.6% |
78% |
False |
False |
83,705 |
| 20 |
0.7870 |
0.7592 |
0.0278 |
3.5% |
0.0043 |
0.5% |
86% |
False |
False |
70,695 |
| 40 |
0.7870 |
0.7470 |
0.0400 |
5.1% |
0.0049 |
0.6% |
90% |
False |
False |
72,607 |
| 60 |
0.7870 |
0.7453 |
0.0417 |
5.3% |
0.0047 |
0.6% |
90% |
False |
False |
71,824 |
| 80 |
0.7870 |
0.7453 |
0.0417 |
5.3% |
0.0048 |
0.6% |
90% |
False |
False |
60,186 |
| 100 |
0.7870 |
0.7432 |
0.0438 |
5.6% |
0.0047 |
0.6% |
91% |
False |
False |
48,204 |
| 120 |
0.7870 |
0.7291 |
0.0579 |
7.4% |
0.0046 |
0.6% |
93% |
False |
False |
40,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8051 |
|
2.618 |
0.7978 |
|
1.618 |
0.7934 |
|
1.000 |
0.7906 |
|
0.618 |
0.7889 |
|
HIGH |
0.7862 |
|
0.618 |
0.7845 |
|
0.500 |
0.7839 |
|
0.382 |
0.7834 |
|
LOW |
0.7817 |
|
0.618 |
0.7789 |
|
1.000 |
0.7773 |
|
1.618 |
0.7745 |
|
2.618 |
0.7700 |
|
4.250 |
0.7628 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7839 |
0.7831 |
| PP |
0.7836 |
0.7830 |
| S1 |
0.7833 |
0.7830 |
|