CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7810 |
0.7782 |
-0.0028 |
-0.4% |
0.7864 |
| High |
0.7810 |
0.7784 |
-0.0027 |
-0.3% |
0.7886 |
| Low |
0.7723 |
0.7740 |
0.0017 |
0.2% |
0.7820 |
| Close |
0.7803 |
0.7759 |
-0.0044 |
-0.6% |
0.7824 |
| Range |
0.0087 |
0.0044 |
-0.0044 |
-50.0% |
0.0067 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.2% |
0.0000 |
| Volume |
111 |
125 |
14 |
12.6% |
359 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7891 |
0.7869 |
0.7783 |
|
| R3 |
0.7848 |
0.7825 |
0.7771 |
|
| R2 |
0.7804 |
0.7804 |
0.7767 |
|
| R1 |
0.7782 |
0.7782 |
0.7763 |
0.7771 |
| PP |
0.7761 |
0.7761 |
0.7761 |
0.7756 |
| S1 |
0.7738 |
0.7738 |
0.7755 |
0.7728 |
| S2 |
0.7717 |
0.7717 |
0.7751 |
|
| S3 |
0.7674 |
0.7695 |
0.7747 |
|
| S4 |
0.7630 |
0.7651 |
0.7735 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8043 |
0.8000 |
0.7861 |
|
| R3 |
0.7976 |
0.7933 |
0.7842 |
|
| R2 |
0.7910 |
0.7910 |
0.7836 |
|
| R1 |
0.7867 |
0.7867 |
0.7830 |
0.7855 |
| PP |
0.7843 |
0.7843 |
0.7843 |
0.7837 |
| S1 |
0.7800 |
0.7800 |
0.7818 |
0.7789 |
| S2 |
0.7777 |
0.7777 |
0.7812 |
|
| S3 |
0.7710 |
0.7734 |
0.7806 |
|
| S4 |
0.7644 |
0.7667 |
0.7787 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7968 |
|
2.618 |
0.7897 |
|
1.618 |
0.7854 |
|
1.000 |
0.7827 |
|
0.618 |
0.7810 |
|
HIGH |
0.7784 |
|
0.618 |
0.7767 |
|
0.500 |
0.7762 |
|
0.382 |
0.7757 |
|
LOW |
0.7740 |
|
0.618 |
0.7713 |
|
1.000 |
0.7697 |
|
1.618 |
0.7670 |
|
2.618 |
0.7626 |
|
4.250 |
0.7555 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7762 |
0.7794 |
| PP |
0.7761 |
0.7782 |
| S1 |
0.7760 |
0.7771 |
|