CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 27-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.7694 |
0.7693 |
-0.0002 |
0.0% |
0.7637 |
High |
0.7701 |
0.7710 |
0.0009 |
0.1% |
0.7710 |
Low |
0.7676 |
0.7678 |
0.0003 |
0.0% |
0.7627 |
Close |
0.7696 |
0.7700 |
0.0005 |
0.1% |
0.7700 |
Range |
0.0026 |
0.0032 |
0.0006 |
23.5% |
0.0083 |
ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
62,585 |
57,981 |
-4,604 |
-7.4% |
261,343 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7790 |
0.7777 |
0.7717 |
|
R3 |
0.7759 |
0.7745 |
0.7709 |
|
R2 |
0.7727 |
0.7727 |
0.7706 |
|
R1 |
0.7714 |
0.7714 |
0.7703 |
0.7721 |
PP |
0.7696 |
0.7696 |
0.7696 |
0.7699 |
S1 |
0.7682 |
0.7682 |
0.7697 |
0.7689 |
S2 |
0.7664 |
0.7664 |
0.7694 |
|
S3 |
0.7633 |
0.7651 |
0.7691 |
|
S4 |
0.7601 |
0.7619 |
0.7683 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7928 |
0.7897 |
0.7746 |
|
R3 |
0.7845 |
0.7814 |
0.7723 |
|
R2 |
0.7762 |
0.7762 |
0.7715 |
|
R1 |
0.7731 |
0.7731 |
0.7708 |
0.7746 |
PP |
0.7679 |
0.7679 |
0.7679 |
0.7686 |
S1 |
0.7648 |
0.7648 |
0.7692 |
0.7663 |
S2 |
0.7596 |
0.7596 |
0.7685 |
|
S3 |
0.7513 |
0.7565 |
0.7677 |
|
S4 |
0.7430 |
0.7482 |
0.7654 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7710 |
0.7627 |
0.0083 |
1.1% |
0.0038 |
0.5% |
89% |
True |
False |
62,525 |
10 |
0.7710 |
0.7592 |
0.0118 |
1.5% |
0.0039 |
0.5% |
92% |
True |
False |
57,686 |
20 |
0.7736 |
0.7481 |
0.0256 |
3.3% |
0.0052 |
0.7% |
86% |
False |
False |
68,282 |
40 |
0.7736 |
0.7470 |
0.0267 |
3.5% |
0.0047 |
0.6% |
86% |
False |
False |
68,156 |
60 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0048 |
0.6% |
87% |
False |
False |
66,021 |
80 |
0.7736 |
0.7453 |
0.0283 |
3.7% |
0.0047 |
0.6% |
87% |
False |
False |
49,769 |
100 |
0.7736 |
0.7332 |
0.0405 |
5.3% |
0.0046 |
0.6% |
91% |
False |
False |
39,840 |
120 |
0.7736 |
0.7291 |
0.0446 |
5.8% |
0.0047 |
0.6% |
92% |
False |
False |
33,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7843 |
2.618 |
0.7792 |
1.618 |
0.7760 |
1.000 |
0.7741 |
0.618 |
0.7729 |
HIGH |
0.7710 |
0.618 |
0.7697 |
0.500 |
0.7694 |
0.382 |
0.7690 |
LOW |
0.7678 |
0.618 |
0.7659 |
1.000 |
0.7647 |
1.618 |
0.7627 |
2.618 |
0.7596 |
4.250 |
0.7544 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7698 |
0.7692 |
PP |
0.7696 |
0.7683 |
S1 |
0.7694 |
0.7675 |
|