CME Canadian Dollar Future December 2020
| 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 |
0.7839 |
0.7836 |
-0.0003 |
0.0% |
0.7821 |
| High |
0.7862 |
0.7855 |
-0.0007 |
-0.1% |
0.7870 |
| Low |
0.7819 |
0.7830 |
0.0011 |
0.1% |
0.7792 |
| Close |
0.7837 |
0.7852 |
0.0015 |
0.2% |
0.7830 |
| Range |
0.0043 |
0.0025 |
-0.0018 |
-42.4% |
0.0078 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
12,669 |
5,289 |
-7,380 |
-58.3% |
463,629 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7919 |
0.7910 |
0.7865 |
|
| R3 |
0.7895 |
0.7886 |
0.7859 |
|
| R2 |
0.7870 |
0.7870 |
0.7856 |
|
| R1 |
0.7861 |
0.7861 |
0.7854 |
0.7866 |
| PP |
0.7846 |
0.7846 |
0.7846 |
0.7848 |
| S1 |
0.7837 |
0.7837 |
0.7850 |
0.7841 |
| S2 |
0.7821 |
0.7821 |
0.7848 |
|
| S3 |
0.7797 |
0.7812 |
0.7845 |
|
| S4 |
0.7772 |
0.7788 |
0.7839 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8063 |
0.8024 |
0.7872 |
|
| R3 |
0.7985 |
0.7946 |
0.7851 |
|
| R2 |
0.7908 |
0.7908 |
0.7844 |
|
| R1 |
0.7869 |
0.7869 |
0.7837 |
0.7888 |
| PP |
0.7830 |
0.7830 |
0.7830 |
0.7840 |
| S1 |
0.7791 |
0.7791 |
0.7822 |
0.7811 |
| S2 |
0.7753 |
0.7753 |
0.7815 |
|
| S3 |
0.7675 |
0.7714 |
0.7808 |
|
| S4 |
0.7598 |
0.7636 |
0.7787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7870 |
0.7792 |
0.0078 |
1.0% |
0.0045 |
0.6% |
77% |
False |
False |
61,411 |
| 10 |
0.7870 |
0.7717 |
0.0153 |
1.9% |
0.0044 |
0.6% |
89% |
False |
False |
68,611 |
| 20 |
0.7870 |
0.7621 |
0.0249 |
3.2% |
0.0042 |
0.5% |
93% |
False |
False |
66,461 |
| 40 |
0.7870 |
0.7470 |
0.0400 |
5.1% |
0.0050 |
0.6% |
96% |
False |
False |
70,062 |
| 60 |
0.7870 |
0.7453 |
0.0417 |
5.3% |
0.0046 |
0.6% |
96% |
False |
False |
69,309 |
| 80 |
0.7870 |
0.7453 |
0.0417 |
5.3% |
0.0047 |
0.6% |
96% |
False |
False |
60,390 |
| 100 |
0.7870 |
0.7432 |
0.0438 |
5.6% |
0.0047 |
0.6% |
96% |
False |
False |
48,379 |
| 120 |
0.7870 |
0.7291 |
0.0579 |
7.4% |
0.0046 |
0.6% |
97% |
False |
False |
40,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7959 |
|
2.618 |
0.7919 |
|
1.618 |
0.7894 |
|
1.000 |
0.7879 |
|
0.618 |
0.7870 |
|
HIGH |
0.7855 |
|
0.618 |
0.7845 |
|
0.500 |
0.7842 |
|
0.382 |
0.7839 |
|
LOW |
0.7830 |
|
0.618 |
0.7815 |
|
1.000 |
0.7806 |
|
1.618 |
0.7790 |
|
2.618 |
0.7766 |
|
4.250 |
0.7726 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7849 |
0.7848 |
| PP |
0.7846 |
0.7844 |
| S1 |
0.7842 |
0.7839 |
|