CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7769 |
0.7801 |
0.0032 |
0.4% |
0.7828 |
| High |
0.7792 |
0.7809 |
0.0017 |
0.2% |
0.7886 |
| Low |
0.7756 |
0.7796 |
0.0040 |
0.5% |
0.7824 |
| Close |
0.7784 |
0.7809 |
0.0025 |
0.3% |
0.7824 |
| Range |
0.0036 |
0.0013 |
-0.0023 |
-64.8% |
0.0062 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
17 |
5 |
-12 |
-70.6% |
67 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7842 |
0.7838 |
0.7815 |
|
| R3 |
0.7829 |
0.7825 |
0.7812 |
|
| R2 |
0.7817 |
0.7817 |
0.7811 |
|
| R1 |
0.7813 |
0.7813 |
0.7810 |
0.7815 |
| PP |
0.7804 |
0.7804 |
0.7804 |
0.7805 |
| S1 |
0.7800 |
0.7800 |
0.7807 |
0.7802 |
| S2 |
0.7792 |
0.7792 |
0.7806 |
|
| S3 |
0.7779 |
0.7788 |
0.7805 |
|
| S4 |
0.7767 |
0.7775 |
0.7802 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8029 |
0.7988 |
0.7858 |
|
| R3 |
0.7968 |
0.7927 |
0.7841 |
|
| R2 |
0.7906 |
0.7906 |
0.7835 |
|
| R1 |
0.7865 |
0.7865 |
0.7830 |
0.7855 |
| PP |
0.7845 |
0.7845 |
0.7845 |
0.7839 |
| S1 |
0.7804 |
0.7804 |
0.7818 |
0.7793 |
| S2 |
0.7783 |
0.7783 |
0.7813 |
|
| S3 |
0.7722 |
0.7742 |
0.7807 |
|
| S4 |
0.7660 |
0.7681 |
0.7790 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7862 |
|
2.618 |
0.7841 |
|
1.618 |
0.7829 |
|
1.000 |
0.7821 |
|
0.618 |
0.7816 |
|
HIGH |
0.7809 |
|
0.618 |
0.7804 |
|
0.500 |
0.7802 |
|
0.382 |
0.7801 |
|
LOW |
0.7796 |
|
0.618 |
0.7788 |
|
1.000 |
0.7784 |
|
1.618 |
0.7776 |
|
2.618 |
0.7763 |
|
4.250 |
0.7743 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7806 |
0.7798 |
| PP |
0.7804 |
0.7788 |
| S1 |
0.7802 |
0.7778 |
|