CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7668 |
0.7641 |
-0.0027 |
-0.4% |
0.7649 |
| High |
0.7668 |
0.7665 |
-0.0004 |
0.0% |
0.7677 |
| Low |
0.7641 |
0.7639 |
-0.0002 |
0.0% |
0.7631 |
| Close |
0.7641 |
0.7650 |
0.0009 |
0.1% |
0.7641 |
| Range |
0.0028 |
0.0026 |
-0.0002 |
-7.3% |
0.0046 |
| ATR |
|
|
|
|
|
| Volume |
24 |
1 |
-23 |
-95.8% |
53 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7728 |
0.7714 |
0.7664 |
|
| R3 |
0.7702 |
0.7689 |
0.7657 |
|
| R2 |
0.7677 |
0.7677 |
0.7654 |
|
| R1 |
0.7663 |
0.7663 |
0.7652 |
0.7670 |
| PP |
0.7651 |
0.7651 |
0.7651 |
0.7654 |
| S1 |
0.7638 |
0.7638 |
0.7647 |
0.7644 |
| S2 |
0.7626 |
0.7626 |
0.7645 |
|
| S3 |
0.7600 |
0.7612 |
0.7642 |
|
| S4 |
0.7575 |
0.7587 |
0.7635 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7787 |
0.7760 |
0.7666 |
|
| R3 |
0.7741 |
0.7714 |
0.7653 |
|
| R2 |
0.7695 |
0.7695 |
0.7649 |
|
| R1 |
0.7668 |
0.7668 |
0.7645 |
0.7659 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7645 |
| S1 |
0.7622 |
0.7622 |
0.7636 |
0.7613 |
| S2 |
0.7603 |
0.7603 |
0.7632 |
|
| S3 |
0.7557 |
0.7576 |
0.7628 |
|
| S4 |
0.7511 |
0.7530 |
0.7615 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7773 |
|
2.618 |
0.7731 |
|
1.618 |
0.7706 |
|
1.000 |
0.7690 |
|
0.618 |
0.7680 |
|
HIGH |
0.7665 |
|
0.618 |
0.7655 |
|
0.500 |
0.7652 |
|
0.382 |
0.7649 |
|
LOW |
0.7639 |
|
0.618 |
0.7623 |
|
1.000 |
0.7614 |
|
1.618 |
0.7598 |
|
2.618 |
0.7572 |
|
4.250 |
0.7531 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7652 |
0.7649 |
| PP |
0.7651 |
0.7649 |
| S1 |
0.7650 |
0.7649 |
|