CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7828 |
0.7879 |
0.0052 |
0.7% |
0.7810 |
| High |
0.7861 |
0.7881 |
0.0021 |
0.3% |
0.7874 |
| Low |
0.7828 |
0.7877 |
0.0050 |
0.6% |
0.7799 |
| Close |
0.7842 |
0.7881 |
0.0040 |
0.5% |
0.7835 |
| Range |
0.0033 |
0.0004 |
-0.0029 |
-87.9% |
0.0075 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
1.0% |
0.0000 |
| Volume |
16 |
17 |
1 |
6.3% |
123 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7890 |
0.7883 |
|
| R3 |
0.7888 |
0.7886 |
0.7882 |
|
| R2 |
0.7884 |
0.7884 |
0.7882 |
|
| R1 |
0.7882 |
0.7882 |
0.7881 |
0.7883 |
| PP |
0.7880 |
0.7880 |
0.7880 |
0.7880 |
| S1 |
0.7878 |
0.7878 |
0.7881 |
0.7879 |
| S2 |
0.7876 |
0.7876 |
0.7880 |
|
| S3 |
0.7872 |
0.7874 |
0.7880 |
|
| S4 |
0.7868 |
0.7870 |
0.7879 |
|
|
| 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 |
0.7898 |
|
2.618 |
0.7891 |
|
1.618 |
0.7887 |
|
1.000 |
0.7885 |
|
0.618 |
0.7883 |
|
HIGH |
0.7881 |
|
0.618 |
0.7879 |
|
0.500 |
0.7879 |
|
0.382 |
0.7879 |
|
LOW |
0.7877 |
|
0.618 |
0.7875 |
|
1.000 |
0.7873 |
|
1.618 |
0.7871 |
|
2.618 |
0.7867 |
|
4.250 |
0.7860 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7880 |
0.7872 |
| PP |
0.7880 |
0.7862 |
| S1 |
0.7879 |
0.7853 |
|