CME Canadian Dollar Future March 2021
| 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 |
0.7852 |
0.7843 |
-0.0010 |
-0.1% |
0.7827 |
| High |
0.7867 |
0.7867 |
0.0000 |
0.0% |
0.7874 |
| Low |
0.7822 |
0.7823 |
0.0001 |
0.0% |
0.7796 |
| Close |
0.7835 |
0.7842 |
0.0007 |
0.1% |
0.7835 |
| Range |
0.0045 |
0.0044 |
-0.0001 |
-2.2% |
0.0078 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
88,533 |
76,083 |
-12,450 |
-14.1% |
326,165 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7974 |
0.7951 |
0.7865 |
|
| R3 |
0.7931 |
0.7908 |
0.7853 |
|
| R2 |
0.7887 |
0.7887 |
0.7849 |
|
| R1 |
0.7864 |
0.7864 |
0.7845 |
0.7854 |
| PP |
0.7844 |
0.7844 |
0.7844 |
0.7839 |
| S1 |
0.7821 |
0.7821 |
0.7838 |
0.7811 |
| S2 |
0.7800 |
0.7800 |
0.7834 |
|
| S3 |
0.7757 |
0.7777 |
0.7830 |
|
| S4 |
0.7713 |
0.7734 |
0.7818 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8069 |
0.8030 |
0.7877 |
|
| R3 |
0.7991 |
0.7952 |
0.7856 |
|
| R2 |
0.7913 |
0.7913 |
0.7849 |
|
| R1 |
0.7874 |
0.7874 |
0.7842 |
0.7893 |
| PP |
0.7835 |
0.7835 |
0.7835 |
0.7845 |
| S1 |
0.7796 |
0.7796 |
0.7827 |
0.7815 |
| S2 |
0.7757 |
0.7757 |
0.7820 |
|
| S3 |
0.7679 |
0.7718 |
0.7813 |
|
| S4 |
0.7601 |
0.7640 |
0.7792 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7874 |
0.7797 |
0.0078 |
1.0% |
0.0047 |
0.6% |
58% |
False |
False |
75,236 |
| 10 |
0.7874 |
0.7695 |
0.0180 |
2.3% |
0.0046 |
0.6% |
82% |
False |
False |
42,173 |
| 20 |
0.7874 |
0.7623 |
0.0251 |
3.2% |
0.0042 |
0.5% |
87% |
False |
False |
21,389 |
| 40 |
0.7874 |
0.7460 |
0.0414 |
5.3% |
0.0048 |
0.6% |
92% |
False |
False |
10,786 |
| 60 |
0.7874 |
0.7457 |
0.0418 |
5.3% |
0.0046 |
0.6% |
92% |
False |
False |
7,214 |
| 80 |
0.7874 |
0.7457 |
0.0418 |
5.3% |
0.0045 |
0.6% |
92% |
False |
False |
5,421 |
| 100 |
0.7874 |
0.7436 |
0.0438 |
5.6% |
0.0043 |
0.5% |
93% |
False |
False |
4,339 |
| 120 |
0.7874 |
0.7298 |
0.0577 |
7.4% |
0.0042 |
0.5% |
94% |
False |
False |
3,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8051 |
|
2.618 |
0.7980 |
|
1.618 |
0.7937 |
|
1.000 |
0.7910 |
|
0.618 |
0.7893 |
|
HIGH |
0.7867 |
|
0.618 |
0.7850 |
|
0.500 |
0.7845 |
|
0.382 |
0.7840 |
|
LOW |
0.7823 |
|
0.618 |
0.7796 |
|
1.000 |
0.7780 |
|
1.618 |
0.7753 |
|
2.618 |
0.7709 |
|
4.250 |
0.7638 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7845 |
0.7840 |
| PP |
0.7844 |
0.7838 |
| S1 |
0.7843 |
0.7837 |
|