CME Canadian Dollar Future June 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 |
0.7655 |
0.7650 |
-0.0005 |
-0.1% |
0.7540 |
| High |
0.7690 |
0.7661 |
-0.0029 |
-0.4% |
0.7681 |
| Low |
0.7654 |
0.7613 |
-0.0041 |
-0.5% |
0.7490 |
| Close |
0.7656 |
0.7616 |
-0.0041 |
-0.5% |
0.7681 |
| Range |
0.0036 |
0.0048 |
0.0012 |
33.3% |
0.0192 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
15 |
529 |
514 |
3,426.7% |
186 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7774 |
0.7743 |
0.7642 |
|
| R3 |
0.7726 |
0.7695 |
0.7629 |
|
| R2 |
0.7678 |
0.7678 |
0.7624 |
|
| R1 |
0.7647 |
0.7647 |
0.7620 |
0.7638 |
| PP |
0.7630 |
0.7630 |
0.7630 |
0.7625 |
| S1 |
0.7599 |
0.7599 |
0.7611 |
0.7590 |
| S2 |
0.7582 |
0.7582 |
0.7607 |
|
| S3 |
0.7534 |
0.7551 |
0.7602 |
|
| S4 |
0.7486 |
0.7503 |
0.7589 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8192 |
0.8128 |
0.7786 |
|
| R3 |
0.8000 |
0.7936 |
0.7733 |
|
| R2 |
0.7809 |
0.7809 |
0.7716 |
|
| R1 |
0.7745 |
0.7745 |
0.7698 |
0.7777 |
| PP |
0.7617 |
0.7617 |
0.7617 |
0.7633 |
| S1 |
0.7553 |
0.7553 |
0.7663 |
0.7585 |
| S2 |
0.7426 |
0.7426 |
0.7645 |
|
| S3 |
0.7234 |
0.7362 |
0.7628 |
|
| S4 |
0.7043 |
0.7170 |
0.7575 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7865 |
|
2.618 |
0.7786 |
|
1.618 |
0.7738 |
|
1.000 |
0.7709 |
|
0.618 |
0.7690 |
|
HIGH |
0.7661 |
|
0.618 |
0.7642 |
|
0.500 |
0.7637 |
|
0.382 |
0.7631 |
|
LOW |
0.7613 |
|
0.618 |
0.7583 |
|
1.000 |
0.7565 |
|
1.618 |
0.7535 |
|
2.618 |
0.7487 |
|
4.250 |
0.7409 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7637 |
0.7654 |
| PP |
0.7630 |
0.7641 |
| S1 |
0.7623 |
0.7628 |
|