CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7827 |
0.7828 |
0.0001 |
0.0% |
0.7810 |
| High |
0.7865 |
0.7861 |
-0.0005 |
-0.1% |
0.7874 |
| Low |
0.7825 |
0.7828 |
0.0003 |
0.0% |
0.7799 |
| Close |
0.7835 |
0.7842 |
0.0007 |
0.1% |
0.7835 |
| Range |
0.0040 |
0.0033 |
-0.0007 |
-17.5% |
0.0075 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
16 |
16 |
0 |
0.0% |
123 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7942 |
0.7925 |
0.7860 |
|
| R3 |
0.7909 |
0.7892 |
0.7851 |
|
| R2 |
0.7876 |
0.7876 |
0.7848 |
|
| R1 |
0.7859 |
0.7859 |
0.7845 |
0.7868 |
| PP |
0.7843 |
0.7843 |
0.7843 |
0.7848 |
| S1 |
0.7826 |
0.7826 |
0.7838 |
0.7835 |
| S2 |
0.7810 |
0.7810 |
0.7835 |
|
| S3 |
0.7777 |
0.7793 |
0.7832 |
|
| S4 |
0.7744 |
0.7760 |
0.7823 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8059 |
0.8022 |
0.7876 |
|
| R3 |
0.7985 |
0.7947 |
0.7855 |
|
| R2 |
0.7910 |
0.7910 |
0.7849 |
|
| R1 |
0.7873 |
0.7873 |
0.7842 |
0.7892 |
| PP |
0.7836 |
0.7836 |
0.7836 |
0.7845 |
| S1 |
0.7798 |
0.7798 |
0.7828 |
0.7817 |
| S2 |
0.7761 |
0.7761 |
0.7821 |
|
| S3 |
0.7687 |
0.7724 |
0.7815 |
|
| S4 |
0.7612 |
0.7649 |
0.7794 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8001 |
|
2.618 |
0.7947 |
|
1.618 |
0.7914 |
|
1.000 |
0.7894 |
|
0.618 |
0.7881 |
|
HIGH |
0.7861 |
|
0.618 |
0.7848 |
|
0.500 |
0.7844 |
|
0.382 |
0.7840 |
|
LOW |
0.7828 |
|
0.618 |
0.7807 |
|
1.000 |
0.7795 |
|
1.618 |
0.7774 |
|
2.618 |
0.7741 |
|
4.250 |
0.7687 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7844 |
0.7841 |
| PP |
0.7843 |
0.7840 |
| S1 |
0.7842 |
0.7839 |
|