CME Canadian Dollar Future March 2021
Trading Metrics calculated at close of trading on 12-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.7674 |
0.7660 |
-0.0014 |
-0.2% |
0.7502 |
High |
0.7690 |
0.7662 |
-0.0028 |
-0.4% |
0.7683 |
Low |
0.7651 |
0.7609 |
-0.0042 |
-0.5% |
0.7484 |
Close |
0.7656 |
0.7615 |
-0.0041 |
-0.5% |
0.7680 |
Range |
0.0040 |
0.0054 |
0.0014 |
35.4% |
0.0200 |
ATR |
0.0055 |
0.0055 |
0.0000 |
-0.2% |
0.0000 |
Volume |
185 |
224 |
39 |
21.1% |
1,197 |
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7789 |
0.7755 |
0.7644 |
|
R3 |
0.7735 |
0.7702 |
0.7629 |
|
R2 |
0.7682 |
0.7682 |
0.7624 |
|
R1 |
0.7648 |
0.7648 |
0.7619 |
0.7638 |
PP |
0.7628 |
0.7628 |
0.7628 |
0.7623 |
S1 |
0.7595 |
0.7595 |
0.7610 |
0.7585 |
S2 |
0.7575 |
0.7575 |
0.7605 |
|
S3 |
0.7521 |
0.7541 |
0.7600 |
|
S4 |
0.7468 |
0.7488 |
0.7585 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8214 |
0.8146 |
0.7789 |
|
R3 |
0.8014 |
0.7947 |
0.7734 |
|
R2 |
0.7815 |
0.7815 |
0.7716 |
|
R1 |
0.7747 |
0.7747 |
0.7698 |
0.7781 |
PP |
0.7615 |
0.7615 |
0.7615 |
0.7632 |
S1 |
0.7548 |
0.7548 |
0.7661 |
0.7582 |
S2 |
0.7416 |
0.7416 |
0.7643 |
|
S3 |
0.7216 |
0.7348 |
0.7625 |
|
S4 |
0.7017 |
0.7149 |
0.7570 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7738 |
0.7609 |
0.0129 |
1.7% |
0.0048 |
0.6% |
5% |
False |
True |
228 |
10 |
0.7738 |
0.7484 |
0.0254 |
3.3% |
0.0064 |
0.8% |
52% |
False |
False |
258 |
20 |
0.7738 |
0.7460 |
0.0278 |
3.6% |
0.0055 |
0.7% |
56% |
False |
False |
185 |
40 |
0.7738 |
0.7457 |
0.0281 |
3.7% |
0.0048 |
0.6% |
56% |
False |
False |
122 |
60 |
0.7738 |
0.7457 |
0.0281 |
3.7% |
0.0046 |
0.6% |
56% |
False |
False |
95 |
80 |
0.7738 |
0.7436 |
0.0302 |
4.0% |
0.0043 |
0.6% |
59% |
False |
False |
73 |
100 |
0.7738 |
0.7298 |
0.0440 |
5.8% |
0.0042 |
0.5% |
72% |
False |
False |
60 |
120 |
0.7738 |
0.7238 |
0.0500 |
6.6% |
0.0042 |
0.6% |
75% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7889 |
2.618 |
0.7802 |
1.618 |
0.7749 |
1.000 |
0.7716 |
0.618 |
0.7695 |
HIGH |
0.7662 |
0.618 |
0.7642 |
0.500 |
0.7635 |
0.382 |
0.7629 |
LOW |
0.7609 |
0.618 |
0.7575 |
1.000 |
0.7555 |
1.618 |
0.7522 |
2.618 |
0.7468 |
4.250 |
0.7381 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7635 |
0.7655 |
PP |
0.7628 |
0.7641 |
S1 |
0.7621 |
0.7628 |
|