CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 10-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.7667 |
0.7692 |
0.0025 |
0.3% |
0.7512 |
High |
0.7736 |
0.7702 |
-0.0034 |
-0.4% |
0.7682 |
Low |
0.7667 |
0.7663 |
-0.0004 |
0.0% |
0.7481 |
Close |
0.7703 |
0.7682 |
-0.0022 |
-0.3% |
0.7678 |
Range |
0.0070 |
0.0039 |
-0.0031 |
-43.9% |
0.0201 |
ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
99,122 |
74,833 |
-24,289 |
-24.5% |
412,791 |
|
Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7799 |
0.7779 |
0.7703 |
|
R3 |
0.7760 |
0.7740 |
0.7692 |
|
R2 |
0.7721 |
0.7721 |
0.7689 |
|
R1 |
0.7701 |
0.7701 |
0.7685 |
0.7692 |
PP |
0.7682 |
0.7682 |
0.7682 |
0.7677 |
S1 |
0.7662 |
0.7662 |
0.7678 |
0.7653 |
S2 |
0.7643 |
0.7643 |
0.7674 |
|
S3 |
0.7604 |
0.7623 |
0.7671 |
|
S4 |
0.7565 |
0.7584 |
0.7660 |
|
|
Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8216 |
0.8148 |
0.7788 |
|
R3 |
0.8015 |
0.7947 |
0.7733 |
|
R2 |
0.7814 |
0.7814 |
0.7714 |
|
R1 |
0.7746 |
0.7746 |
0.7696 |
0.7780 |
PP |
0.7613 |
0.7613 |
0.7613 |
0.7630 |
S1 |
0.7545 |
0.7545 |
0.7659 |
0.7579 |
S2 |
0.7412 |
0.7412 |
0.7641 |
|
S3 |
0.7211 |
0.7344 |
0.7622 |
|
S4 |
0.7010 |
0.7143 |
0.7567 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7736 |
0.7520 |
0.0216 |
2.8% |
0.0072 |
0.9% |
75% |
False |
False |
86,377 |
10 |
0.7736 |
0.7470 |
0.0267 |
3.5% |
0.0071 |
0.9% |
80% |
False |
False |
89,215 |
20 |
0.7736 |
0.7470 |
0.0267 |
3.5% |
0.0056 |
0.7% |
80% |
False |
False |
77,266 |
40 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0050 |
0.6% |
81% |
False |
False |
73,171 |
60 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0049 |
0.6% |
81% |
False |
False |
54,917 |
80 |
0.7736 |
0.7390 |
0.0347 |
4.5% |
0.0048 |
0.6% |
84% |
False |
False |
41,235 |
100 |
0.7736 |
0.7291 |
0.0446 |
5.8% |
0.0047 |
0.6% |
88% |
False |
False |
32,999 |
120 |
0.7736 |
0.7122 |
0.0615 |
8.0% |
0.0049 |
0.6% |
91% |
False |
False |
27,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7868 |
2.618 |
0.7804 |
1.618 |
0.7765 |
1.000 |
0.7741 |
0.618 |
0.7726 |
HIGH |
0.7702 |
0.618 |
0.7687 |
0.500 |
0.7683 |
0.382 |
0.7678 |
LOW |
0.7663 |
0.618 |
0.7639 |
1.000 |
0.7624 |
1.618 |
0.7600 |
2.618 |
0.7561 |
4.250 |
0.7497 |
|
|
Fisher Pivots for day following 10-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7683 |
0.7686 |
PP |
0.7682 |
0.7685 |
S1 |
0.7682 |
0.7683 |
|