CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7855 |
0.7836 |
-0.0019 |
-0.2% |
0.7829 |
| High |
0.7874 |
0.7866 |
-0.0008 |
-0.1% |
0.7874 |
| Low |
0.7802 |
0.7824 |
0.0022 |
0.3% |
0.7798 |
| Close |
0.7851 |
0.7836 |
-0.0015 |
-0.2% |
0.7836 |
| Range |
0.0072 |
0.0042 |
-0.0030 |
-41.7% |
0.0076 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
111 |
86 |
-25 |
-22.5% |
1,045 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7968 |
0.7944 |
0.7859 |
|
| R3 |
0.7926 |
0.7902 |
0.7847 |
|
| R2 |
0.7884 |
0.7884 |
0.7843 |
|
| R1 |
0.7860 |
0.7860 |
0.7839 |
0.7851 |
| PP |
0.7842 |
0.7842 |
0.7842 |
0.7837 |
| S1 |
0.7818 |
0.7818 |
0.7832 |
0.7809 |
| S2 |
0.7800 |
0.7800 |
0.7828 |
|
| S3 |
0.7758 |
0.7776 |
0.7824 |
|
| S4 |
0.7716 |
0.7734 |
0.7812 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8064 |
0.8026 |
0.7877 |
|
| R3 |
0.7988 |
0.7950 |
0.7856 |
|
| R2 |
0.7912 |
0.7912 |
0.7849 |
|
| R1 |
0.7874 |
0.7874 |
0.7842 |
0.7893 |
| PP |
0.7836 |
0.7836 |
0.7836 |
0.7845 |
| S1 |
0.7798 |
0.7798 |
0.7829 |
0.7817 |
| S2 |
0.7760 |
0.7760 |
0.7822 |
|
| S3 |
0.7684 |
0.7722 |
0.7815 |
|
| S4 |
0.7608 |
0.7646 |
0.7794 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8044 |
|
2.618 |
0.7975 |
|
1.618 |
0.7933 |
|
1.000 |
0.7908 |
|
0.618 |
0.7891 |
|
HIGH |
0.7866 |
|
0.618 |
0.7849 |
|
0.500 |
0.7845 |
|
0.382 |
0.7840 |
|
LOW |
0.7824 |
|
0.618 |
0.7798 |
|
1.000 |
0.7782 |
|
1.618 |
0.7756 |
|
2.618 |
0.7714 |
|
4.250 |
0.7645 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7845 |
0.7836 |
| PP |
0.7842 |
0.7836 |
| S1 |
0.7839 |
0.7836 |
|