CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7627 |
0.7655 |
0.0028 |
0.4% |
0.7700 |
| High |
0.7658 |
0.7659 |
0.0001 |
0.0% |
0.7736 |
| Low |
0.7627 |
0.7634 |
0.0007 |
0.1% |
0.7599 |
| Close |
0.7641 |
0.7648 |
0.0007 |
0.1% |
0.7617 |
| Range |
0.0031 |
0.0025 |
-0.0007 |
-21.0% |
0.0138 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
38 |
77 |
39 |
102.6% |
726 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7720 |
0.7708 |
0.7661 |
|
| R3 |
0.7696 |
0.7684 |
0.7654 |
|
| R2 |
0.7671 |
0.7671 |
0.7652 |
|
| R1 |
0.7659 |
0.7659 |
0.7650 |
0.7653 |
| PP |
0.7647 |
0.7647 |
0.7647 |
0.7644 |
| S1 |
0.7635 |
0.7635 |
0.7645 |
0.7629 |
| S2 |
0.7622 |
0.7622 |
0.7643 |
|
| S3 |
0.7598 |
0.7610 |
0.7641 |
|
| S4 |
0.7573 |
0.7586 |
0.7634 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8063 |
0.7978 |
0.7693 |
|
| R3 |
0.7926 |
0.7840 |
0.7655 |
|
| R2 |
0.7788 |
0.7788 |
0.7642 |
|
| R1 |
0.7703 |
0.7703 |
0.7630 |
0.7677 |
| PP |
0.7651 |
0.7651 |
0.7651 |
0.7638 |
| S1 |
0.7565 |
0.7565 |
0.7604 |
0.7539 |
| S2 |
0.7513 |
0.7513 |
0.7592 |
|
| S3 |
0.7376 |
0.7428 |
0.7579 |
|
| S4 |
0.7238 |
0.7290 |
0.7541 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7763 |
|
2.618 |
0.7723 |
|
1.618 |
0.7698 |
|
1.000 |
0.7683 |
|
0.618 |
0.7674 |
|
HIGH |
0.7659 |
|
0.618 |
0.7649 |
|
0.500 |
0.7646 |
|
0.382 |
0.7643 |
|
LOW |
0.7634 |
|
0.618 |
0.7619 |
|
1.000 |
0.7610 |
|
1.618 |
0.7594 |
|
2.618 |
0.7570 |
|
4.250 |
0.7530 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7647 |
0.7641 |
| PP |
0.7647 |
0.7635 |
| S1 |
0.7646 |
0.7629 |
|