CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7847 |
0.7839 |
-0.0009 |
-0.1% |
0.7821 |
| High |
0.7862 |
0.7862 |
0.0000 |
0.0% |
0.7870 |
| Low |
0.7817 |
0.7819 |
0.0002 |
0.0% |
0.7792 |
| Close |
0.7830 |
0.7837 |
0.0008 |
0.1% |
0.7830 |
| Range |
0.0045 |
0.0043 |
-0.0002 |
-4.5% |
0.0078 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
33,140 |
12,669 |
-20,471 |
-61.8% |
463,629 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7967 |
0.7944 |
0.7860 |
|
| R3 |
0.7924 |
0.7902 |
0.7849 |
|
| R2 |
0.7882 |
0.7882 |
0.7845 |
|
| R1 |
0.7859 |
0.7859 |
0.7841 |
0.7849 |
| PP |
0.7839 |
0.7839 |
0.7839 |
0.7834 |
| S1 |
0.7817 |
0.7817 |
0.7833 |
0.7807 |
| S2 |
0.7797 |
0.7797 |
0.7829 |
|
| S3 |
0.7754 |
0.7774 |
0.7825 |
|
| S4 |
0.7712 |
0.7732 |
0.7814 |
|
|
| 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% |
0.0047 |
0.6% |
58% |
False |
False |
78,217 |
| 10 |
0.7870 |
0.7691 |
0.0179 |
2.3% |
0.0046 |
0.6% |
82% |
False |
False |
75,584 |
| 20 |
0.7870 |
0.7611 |
0.0259 |
3.3% |
0.0043 |
0.6% |
87% |
False |
False |
68,765 |
| 40 |
0.7870 |
0.7470 |
0.0400 |
5.1% |
0.0050 |
0.6% |
92% |
False |
False |
71,263 |
| 60 |
0.7870 |
0.7453 |
0.0417 |
5.3% |
0.0047 |
0.6% |
92% |
False |
False |
70,960 |
| 80 |
0.7870 |
0.7453 |
0.0417 |
5.3% |
0.0048 |
0.6% |
92% |
False |
False |
60,329 |
| 100 |
0.7870 |
0.7432 |
0.0438 |
5.6% |
0.0047 |
0.6% |
93% |
False |
False |
48,329 |
| 120 |
0.7870 |
0.7291 |
0.0579 |
7.4% |
0.0046 |
0.6% |
94% |
False |
False |
40,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8042 |
|
2.618 |
0.7973 |
|
1.618 |
0.7930 |
|
1.000 |
0.7904 |
|
0.618 |
0.7888 |
|
HIGH |
0.7862 |
|
0.618 |
0.7845 |
|
0.500 |
0.7840 |
|
0.382 |
0.7835 |
|
LOW |
0.7819 |
|
0.618 |
0.7793 |
|
1.000 |
0.7777 |
|
1.618 |
0.7750 |
|
2.618 |
0.7708 |
|
4.250 |
0.7638 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7840 |
0.7835 |
| PP |
0.7839 |
0.7834 |
| S1 |
0.7838 |
0.7832 |
|