CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 01-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.7701 |
0.7693 |
-0.0008 |
-0.1% |
0.7637 |
High |
0.7739 |
0.7736 |
-0.0003 |
0.0% |
0.7710 |
Low |
0.7687 |
0.7691 |
0.0004 |
0.1% |
0.7627 |
Close |
0.7716 |
0.7730 |
0.0015 |
0.2% |
0.7700 |
Range |
0.0052 |
0.0045 |
-0.0007 |
-13.5% |
0.0083 |
ATR |
0.0047 |
0.0047 |
0.0000 |
-0.3% |
0.0000 |
Volume |
93,877 |
75,016 |
-18,861 |
-20.1% |
261,343 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7854 |
0.7837 |
0.7755 |
|
R3 |
0.7809 |
0.7792 |
0.7742 |
|
R2 |
0.7764 |
0.7764 |
0.7738 |
|
R1 |
0.7747 |
0.7747 |
0.7734 |
0.7755 |
PP |
0.7719 |
0.7719 |
0.7719 |
0.7723 |
S1 |
0.7702 |
0.7702 |
0.7726 |
0.7710 |
S2 |
0.7674 |
0.7674 |
0.7722 |
|
S3 |
0.7629 |
0.7657 |
0.7718 |
|
S4 |
0.7584 |
0.7612 |
0.7705 |
|
|
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 |
0.7739 |
0.7640 |
0.0099 |
1.3% |
0.0042 |
0.5% |
91% |
False |
False |
75,004 |
10 |
0.7739 |
0.7621 |
0.0118 |
1.5% |
0.0041 |
0.5% |
93% |
False |
False |
64,311 |
20 |
0.7739 |
0.7520 |
0.0219 |
2.8% |
0.0051 |
0.7% |
96% |
False |
False |
68,098 |
40 |
0.7739 |
0.7470 |
0.0269 |
3.5% |
0.0048 |
0.6% |
97% |
False |
False |
69,416 |
60 |
0.7739 |
0.7453 |
0.0286 |
3.7% |
0.0048 |
0.6% |
97% |
False |
False |
68,657 |
80 |
0.7739 |
0.7453 |
0.0286 |
3.7% |
0.0047 |
0.6% |
97% |
False |
False |
51,874 |
100 |
0.7739 |
0.7332 |
0.0407 |
5.3% |
0.0046 |
0.6% |
98% |
False |
False |
41,527 |
120 |
0.7739 |
0.7291 |
0.0448 |
5.8% |
0.0046 |
0.6% |
98% |
False |
False |
34,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7927 |
2.618 |
0.7853 |
1.618 |
0.7808 |
1.000 |
0.7781 |
0.618 |
0.7763 |
HIGH |
0.7736 |
0.618 |
0.7718 |
0.500 |
0.7713 |
0.382 |
0.7708 |
LOW |
0.7691 |
0.618 |
0.7663 |
1.000 |
0.7646 |
1.618 |
0.7618 |
2.618 |
0.7573 |
4.250 |
0.7499 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7724 |
0.7723 |
PP |
0.7719 |
0.7716 |
S1 |
0.7713 |
0.7708 |
|