CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 19-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.7634 |
0.7646 |
0.0012 |
0.2% |
0.7667 |
High |
0.7673 |
0.7662 |
-0.0011 |
-0.1% |
0.7736 |
Low |
0.7624 |
0.7621 |
-0.0004 |
0.0% |
0.7592 |
Close |
0.7664 |
0.7655 |
-0.0009 |
-0.1% |
0.7613 |
Range |
0.0049 |
0.0042 |
-0.0007 |
-14.4% |
0.0144 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
59,287 |
54,956 |
-4,331 |
-7.3% |
333,096 |
|
Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7770 |
0.7754 |
0.7678 |
|
R3 |
0.7729 |
0.7713 |
0.7666 |
|
R2 |
0.7687 |
0.7687 |
0.7663 |
|
R1 |
0.7671 |
0.7671 |
0.7659 |
0.7679 |
PP |
0.7646 |
0.7646 |
0.7646 |
0.7650 |
S1 |
0.7630 |
0.7630 |
0.7651 |
0.7638 |
S2 |
0.7604 |
0.7604 |
0.7647 |
|
S3 |
0.7563 |
0.7588 |
0.7644 |
|
S4 |
0.7521 |
0.7547 |
0.7632 |
|
|
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% |
0.0040 |
0.5% |
78% |
False |
False |
52,847 |
10 |
0.7736 |
0.7592 |
0.0144 |
1.9% |
0.0045 |
0.6% |
44% |
False |
False |
61,425 |
20 |
0.7736 |
0.7470 |
0.0267 |
3.5% |
0.0057 |
0.7% |
70% |
False |
False |
71,700 |
40 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0048 |
0.6% |
71% |
False |
False |
68,768 |
60 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0049 |
0.6% |
71% |
False |
False |
61,027 |
80 |
0.7736 |
0.7432 |
0.0304 |
4.0% |
0.0048 |
0.6% |
73% |
False |
False |
45,873 |
100 |
0.7736 |
0.7332 |
0.0405 |
5.3% |
0.0046 |
0.6% |
80% |
False |
False |
36,717 |
120 |
0.7736 |
0.7291 |
0.0446 |
5.8% |
0.0048 |
0.6% |
82% |
False |
False |
30,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7838 |
2.618 |
0.7771 |
1.618 |
0.7729 |
1.000 |
0.7704 |
0.618 |
0.7688 |
HIGH |
0.7662 |
0.618 |
0.7646 |
0.500 |
0.7641 |
0.382 |
0.7636 |
LOW |
0.7621 |
0.618 |
0.7595 |
1.000 |
0.7579 |
1.618 |
0.7553 |
2.618 |
0.7512 |
4.250 |
0.7444 |
|
|
Fisher Pivots for day following 19-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7650 |
0.7652 |
PP |
0.7646 |
0.7649 |
S1 |
0.7641 |
0.7647 |
|