CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7693 |
0.7731 |
0.0038 |
0.5% |
0.7637 |
| High |
0.7736 |
0.7746 |
0.0011 |
0.1% |
0.7710 |
| Low |
0.7691 |
0.7717 |
0.0026 |
0.3% |
0.7627 |
| Close |
0.7730 |
0.7739 |
0.0009 |
0.1% |
0.7700 |
| Range |
0.0045 |
0.0030 |
-0.0016 |
-34.4% |
0.0083 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
75,016 |
60,731 |
-14,285 |
-19.0% |
261,343 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7822 |
0.7810 |
0.7755 |
|
| R3 |
0.7793 |
0.7780 |
0.7747 |
|
| R2 |
0.7763 |
0.7763 |
0.7744 |
|
| R1 |
0.7751 |
0.7751 |
0.7741 |
0.7757 |
| PP |
0.7734 |
0.7734 |
0.7734 |
0.7737 |
| S1 |
0.7721 |
0.7721 |
0.7736 |
0.7728 |
| S2 |
0.7704 |
0.7704 |
0.7733 |
|
| S3 |
0.7675 |
0.7692 |
0.7730 |
|
| S4 |
0.7645 |
0.7662 |
0.7722 |
|
|
| 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 |
0.7746 |
0.7676 |
0.0071 |
0.9% |
0.0037 |
0.5% |
89% |
True |
False |
70,038 |
| 10 |
0.7746 |
0.7621 |
0.0126 |
1.6% |
0.0040 |
0.5% |
94% |
True |
False |
65,649 |
| 20 |
0.7746 |
0.7520 |
0.0226 |
2.9% |
0.0048 |
0.6% |
97% |
True |
False |
67,311 |
| 40 |
0.7746 |
0.7470 |
0.0277 |
3.6% |
0.0048 |
0.6% |
97% |
True |
False |
69,169 |
| 60 |
0.7746 |
0.7453 |
0.0293 |
3.8% |
0.0047 |
0.6% |
97% |
True |
False |
69,138 |
| 80 |
0.7746 |
0.7453 |
0.0293 |
3.8% |
0.0047 |
0.6% |
97% |
True |
False |
52,631 |
| 100 |
0.7746 |
0.7332 |
0.0415 |
5.4% |
0.0046 |
0.6% |
98% |
True |
False |
42,134 |
| 120 |
0.7746 |
0.7291 |
0.0456 |
5.9% |
0.0046 |
0.6% |
98% |
True |
False |
35,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7871 |
|
2.618 |
0.7823 |
|
1.618 |
0.7794 |
|
1.000 |
0.7776 |
|
0.618 |
0.7764 |
|
HIGH |
0.7746 |
|
0.618 |
0.7735 |
|
0.500 |
0.7731 |
|
0.382 |
0.7728 |
|
LOW |
0.7717 |
|
0.618 |
0.7698 |
|
1.000 |
0.7687 |
|
1.618 |
0.7669 |
|
2.618 |
0.7639 |
|
4.250 |
0.7591 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7736 |
0.7731 |
| PP |
0.7734 |
0.7724 |
| S1 |
0.7731 |
0.7716 |
|