CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 24-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.7637 |
0.7643 |
0.0006 |
0.1% |
0.7615 |
High |
0.7667 |
0.7696 |
0.0030 |
0.4% |
0.7673 |
Low |
0.7627 |
0.7640 |
0.0013 |
0.2% |
0.7611 |
Close |
0.7646 |
0.7689 |
0.0043 |
0.6% |
0.7637 |
Range |
0.0040 |
0.0057 |
0.0017 |
41.3% |
0.0062 |
ATR |
0.0049 |
0.0050 |
0.0001 |
1.1% |
0.0000 |
Volume |
55,214 |
85,563 |
30,349 |
55.0% |
264,236 |
|
Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7844 |
0.7823 |
0.7720 |
|
R3 |
0.7788 |
0.7767 |
0.7705 |
|
R2 |
0.7731 |
0.7731 |
0.7699 |
|
R1 |
0.7710 |
0.7710 |
0.7694 |
0.7721 |
PP |
0.7675 |
0.7675 |
0.7675 |
0.7680 |
S1 |
0.7654 |
0.7654 |
0.7684 |
0.7664 |
S2 |
0.7618 |
0.7618 |
0.7679 |
|
S3 |
0.7562 |
0.7597 |
0.7673 |
|
S4 |
0.7505 |
0.7541 |
0.7658 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7825 |
0.7792 |
0.7670 |
|
R3 |
0.7763 |
0.7731 |
0.7653 |
|
R2 |
0.7702 |
0.7702 |
0.7648 |
|
R1 |
0.7669 |
0.7669 |
0.7642 |
0.7685 |
PP |
0.7640 |
0.7640 |
0.7640 |
0.7648 |
S1 |
0.7608 |
0.7608 |
0.7631 |
0.7624 |
S2 |
0.7579 |
0.7579 |
0.7625 |
|
S3 |
0.7517 |
0.7546 |
0.7620 |
|
S4 |
0.7456 |
0.7485 |
0.7603 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7696 |
0.7621 |
0.0076 |
1.0% |
0.0044 |
0.6% |
91% |
True |
False |
61,261 |
10 |
0.7696 |
0.7592 |
0.0104 |
1.4% |
0.0043 |
0.6% |
93% |
True |
False |
56,415 |
20 |
0.7736 |
0.7470 |
0.0267 |
3.5% |
0.0057 |
0.7% |
82% |
False |
False |
72,815 |
40 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0048 |
0.6% |
83% |
False |
False |
69,212 |
60 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0049 |
0.6% |
83% |
False |
False |
64,127 |
80 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0048 |
0.6% |
83% |
False |
False |
48,270 |
100 |
0.7736 |
0.7332 |
0.0405 |
5.3% |
0.0047 |
0.6% |
88% |
False |
False |
38,635 |
120 |
0.7736 |
0.7291 |
0.0446 |
5.8% |
0.0047 |
0.6% |
89% |
False |
False |
32,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7936 |
2.618 |
0.7844 |
1.618 |
0.7787 |
1.000 |
0.7753 |
0.618 |
0.7731 |
HIGH |
0.7696 |
0.618 |
0.7674 |
0.500 |
0.7668 |
0.382 |
0.7661 |
LOW |
0.7640 |
0.618 |
0.7605 |
1.000 |
0.7583 |
1.618 |
0.7548 |
2.618 |
0.7492 |
4.250 |
0.7399 |
|
|
Fisher Pivots for day following 24-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7682 |
0.7680 |
PP |
0.7675 |
0.7671 |
S1 |
0.7668 |
0.7661 |
|