CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7853 |
0.7865 |
0.0013 |
0.2% |
0.7843 |
| High |
0.7887 |
0.7866 |
-0.0021 |
-0.3% |
0.7887 |
| Low |
0.7848 |
0.7818 |
-0.0030 |
-0.4% |
0.7818 |
| Close |
0.7862 |
0.7824 |
-0.0039 |
-0.5% |
0.7824 |
| Range |
0.0039 |
0.0048 |
0.0009 |
23.1% |
0.0069 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.2% |
0.0000 |
| Volume |
57,801 |
60,667 |
2,866 |
5.0% |
347,649 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7980 |
0.7950 |
0.7850 |
|
| R3 |
0.7932 |
0.7902 |
0.7837 |
|
| R2 |
0.7884 |
0.7884 |
0.7832 |
|
| R1 |
0.7854 |
0.7854 |
0.7828 |
0.7845 |
| PP |
0.7836 |
0.7836 |
0.7836 |
0.7831 |
| S1 |
0.7806 |
0.7806 |
0.7819 |
0.7797 |
| S2 |
0.7788 |
0.7788 |
0.7815 |
|
| S3 |
0.7740 |
0.7758 |
0.7810 |
|
| S4 |
0.7692 |
0.7710 |
0.7797 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8050 |
0.8006 |
0.7861 |
|
| R3 |
0.7981 |
0.7937 |
0.7842 |
|
| R2 |
0.7912 |
0.7912 |
0.7836 |
|
| R1 |
0.7868 |
0.7868 |
0.7830 |
0.7855 |
| PP |
0.7843 |
0.7843 |
0.7843 |
0.7836 |
| S1 |
0.7799 |
0.7799 |
0.7817 |
0.7786 |
| S2 |
0.7774 |
0.7774 |
0.7811 |
|
| S3 |
0.7705 |
0.7730 |
0.7805 |
|
| S4 |
0.7636 |
0.7661 |
0.7786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7887 |
0.7818 |
0.0069 |
0.9% |
0.0048 |
0.6% |
9% |
False |
True |
69,529 |
| 10 |
0.7887 |
0.7796 |
0.0091 |
1.2% |
0.0046 |
0.6% |
30% |
False |
False |
67,381 |
| 20 |
0.7887 |
0.7631 |
0.0256 |
3.3% |
0.0044 |
0.6% |
75% |
False |
False |
34,894 |
| 40 |
0.7887 |
0.7460 |
0.0427 |
5.5% |
0.0049 |
0.6% |
85% |
False |
False |
17,572 |
| 60 |
0.7887 |
0.7457 |
0.0430 |
5.5% |
0.0045 |
0.6% |
85% |
False |
False |
11,736 |
| 80 |
0.7887 |
0.7457 |
0.0430 |
5.5% |
0.0045 |
0.6% |
85% |
False |
False |
8,816 |
| 100 |
0.7887 |
0.7436 |
0.0451 |
5.8% |
0.0044 |
0.6% |
86% |
False |
False |
7,054 |
| 120 |
0.7887 |
0.7336 |
0.0551 |
7.0% |
0.0042 |
0.5% |
89% |
False |
False |
5,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8070 |
|
2.618 |
0.7991 |
|
1.618 |
0.7943 |
|
1.000 |
0.7914 |
|
0.618 |
0.7895 |
|
HIGH |
0.7866 |
|
0.618 |
0.7847 |
|
0.500 |
0.7842 |
|
0.382 |
0.7836 |
|
LOW |
0.7818 |
|
0.618 |
0.7788 |
|
1.000 |
0.7770 |
|
1.618 |
0.7740 |
|
2.618 |
0.7692 |
|
4.250 |
0.7614 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7842 |
0.7852 |
| PP |
0.7836 |
0.7843 |
| S1 |
0.7830 |
0.7833 |
|