CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7675 |
0.7655 |
-0.0020 |
-0.3% |
0.7512 |
| High |
0.7688 |
0.7661 |
-0.0028 |
-0.4% |
0.7682 |
| Low |
0.7648 |
0.7605 |
-0.0043 |
-0.6% |
0.7481 |
| Close |
0.7653 |
0.7612 |
-0.0041 |
-0.5% |
0.7678 |
| Range |
0.0041 |
0.0056 |
0.0015 |
37.0% |
0.0201 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.0% |
0.0000 |
| Volume |
48,037 |
59,819 |
11,782 |
24.5% |
412,791 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7792 |
0.7758 |
0.7643 |
|
| R3 |
0.7737 |
0.7702 |
0.7627 |
|
| R2 |
0.7681 |
0.7681 |
0.7622 |
|
| R1 |
0.7647 |
0.7647 |
0.7617 |
0.7636 |
| PP |
0.7626 |
0.7626 |
0.7626 |
0.7621 |
| S1 |
0.7591 |
0.7591 |
0.7607 |
0.7581 |
| S2 |
0.7570 |
0.7570 |
0.7602 |
|
| S3 |
0.7515 |
0.7536 |
0.7597 |
|
| S4 |
0.7459 |
0.7480 |
0.7581 |
|
|
| 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 |
0.7605 |
0.0131 |
1.7% |
0.0050 |
0.7% |
5% |
False |
True |
70,003 |
| 10 |
0.7736 |
0.7481 |
0.0256 |
3.4% |
0.0066 |
0.9% |
51% |
False |
False |
78,878 |
| 20 |
0.7736 |
0.7470 |
0.0267 |
3.5% |
0.0056 |
0.7% |
53% |
False |
False |
74,518 |
| 40 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0049 |
0.7% |
56% |
False |
False |
72,388 |
| 60 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0049 |
0.6% |
56% |
False |
False |
56,683 |
| 80 |
0.7736 |
0.7432 |
0.0304 |
4.0% |
0.0048 |
0.6% |
59% |
False |
False |
42,581 |
| 100 |
0.7736 |
0.7291 |
0.0446 |
5.9% |
0.0047 |
0.6% |
72% |
False |
False |
34,077 |
| 120 |
0.7736 |
0.7232 |
0.0505 |
6.6% |
0.0048 |
0.6% |
75% |
False |
False |
28,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7896 |
|
2.618 |
0.7806 |
|
1.618 |
0.7750 |
|
1.000 |
0.7716 |
|
0.618 |
0.7695 |
|
HIGH |
0.7661 |
|
0.618 |
0.7639 |
|
0.500 |
0.7633 |
|
0.382 |
0.7626 |
|
LOW |
0.7605 |
|
0.618 |
0.7571 |
|
1.000 |
0.7550 |
|
1.618 |
0.7515 |
|
2.618 |
0.7460 |
|
4.250 |
0.7369 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7633 |
0.7654 |
| PP |
0.7626 |
0.7640 |
| S1 |
0.7619 |
0.7626 |
|