CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 18-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.7648 |
0.7634 |
-0.0014 |
-0.2% |
0.7667 |
High |
0.7656 |
0.7673 |
0.0017 |
0.2% |
0.7736 |
Low |
0.7624 |
0.7624 |
0.0000 |
0.0% |
0.7592 |
Close |
0.7644 |
0.7664 |
0.0021 |
0.3% |
0.7613 |
Range |
0.0032 |
0.0049 |
0.0017 |
54.0% |
0.0144 |
ATR |
0.0052 |
0.0052 |
0.0000 |
-0.4% |
0.0000 |
Volume |
47,351 |
59,287 |
11,936 |
25.2% |
333,096 |
|
Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7799 |
0.7780 |
0.7691 |
|
R3 |
0.7751 |
0.7732 |
0.7677 |
|
R2 |
0.7702 |
0.7702 |
0.7673 |
|
R1 |
0.7683 |
0.7683 |
0.7668 |
0.7693 |
PP |
0.7654 |
0.7654 |
0.7654 |
0.7658 |
S1 |
0.7635 |
0.7635 |
0.7660 |
0.7644 |
S2 |
0.7605 |
0.7605 |
0.7655 |
|
S3 |
0.7557 |
0.7586 |
0.7651 |
|
S4 |
0.7508 |
0.7538 |
0.7637 |
|
|
Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8079 |
0.7990 |
0.7692 |
|
R3 |
0.7935 |
0.7846 |
0.7653 |
|
R2 |
0.7791 |
0.7791 |
0.7639 |
|
R1 |
0.7702 |
0.7702 |
0.7626 |
0.7675 |
PP |
0.7647 |
0.7647 |
0.7647 |
0.7633 |
S1 |
0.7558 |
0.7558 |
0.7600 |
0.7531 |
S2 |
0.7503 |
0.7503 |
0.7587 |
|
S3 |
0.7359 |
0.7414 |
0.7573 |
|
S4 |
0.7215 |
0.7270 |
0.7534 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7673 |
0.7592 |
0.0081 |
1.1% |
0.0042 |
0.6% |
89% |
True |
False |
53,819 |
10 |
0.7736 |
0.7589 |
0.0147 |
1.9% |
0.0049 |
0.6% |
51% |
False |
False |
63,810 |
20 |
0.7736 |
0.7470 |
0.0267 |
3.5% |
0.0056 |
0.7% |
73% |
False |
False |
72,208 |
40 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0048 |
0.6% |
75% |
False |
False |
69,501 |
60 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0049 |
0.6% |
75% |
False |
False |
60,131 |
80 |
0.7736 |
0.7432 |
0.0304 |
4.0% |
0.0048 |
0.6% |
76% |
False |
False |
45,187 |
100 |
0.7736 |
0.7302 |
0.0435 |
5.7% |
0.0046 |
0.6% |
83% |
False |
False |
36,168 |
120 |
0.7736 |
0.7291 |
0.0446 |
5.8% |
0.0048 |
0.6% |
84% |
False |
False |
30,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7879 |
2.618 |
0.7799 |
1.618 |
0.7751 |
1.000 |
0.7721 |
0.618 |
0.7702 |
HIGH |
0.7673 |
0.618 |
0.7654 |
0.500 |
0.7648 |
0.382 |
0.7643 |
LOW |
0.7624 |
0.618 |
0.7594 |
1.000 |
0.7576 |
1.618 |
0.7546 |
2.618 |
0.7497 |
4.250 |
0.7418 |
|
|
Fisher Pivots for day following 18-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7659 |
0.7657 |
PP |
0.7654 |
0.7649 |
S1 |
0.7648 |
0.7642 |
|