CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 03-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.7731 |
0.7742 |
0.0011 |
0.1% |
0.7637 |
High |
0.7746 |
0.7781 |
0.0035 |
0.5% |
0.7710 |
Low |
0.7717 |
0.7727 |
0.0011 |
0.1% |
0.7627 |
Close |
0.7739 |
0.7779 |
0.0041 |
0.5% |
0.7700 |
Range |
0.0030 |
0.0054 |
0.0025 |
83.1% |
0.0083 |
ATR |
0.0046 |
0.0046 |
0.0001 |
1.3% |
0.0000 |
Volume |
60,731 |
64,162 |
3,431 |
5.6% |
261,343 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7924 |
0.7906 |
0.7809 |
|
R3 |
0.7870 |
0.7852 |
0.7794 |
|
R2 |
0.7816 |
0.7816 |
0.7789 |
|
R1 |
0.7798 |
0.7798 |
0.7784 |
0.7807 |
PP |
0.7762 |
0.7762 |
0.7762 |
0.7767 |
S1 |
0.7744 |
0.7744 |
0.7774 |
0.7753 |
S2 |
0.7708 |
0.7708 |
0.7769 |
|
S3 |
0.7654 |
0.7690 |
0.7764 |
|
S4 |
0.7600 |
0.7636 |
0.7749 |
|
|
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 |
0.7781 |
0.7678 |
0.0103 |
1.3% |
0.0042 |
0.5% |
98% |
True |
False |
70,353 |
10 |
0.7781 |
0.7621 |
0.0161 |
2.1% |
0.0041 |
0.5% |
99% |
True |
False |
66,137 |
20 |
0.7781 |
0.7589 |
0.0192 |
2.5% |
0.0045 |
0.6% |
99% |
True |
False |
64,973 |
40 |
0.7781 |
0.7470 |
0.0312 |
4.0% |
0.0048 |
0.6% |
99% |
True |
False |
69,415 |
60 |
0.7781 |
0.7453 |
0.0328 |
4.2% |
0.0046 |
0.6% |
99% |
True |
False |
69,022 |
80 |
0.7781 |
0.7453 |
0.0328 |
4.2% |
0.0047 |
0.6% |
99% |
True |
False |
53,431 |
100 |
0.7781 |
0.7355 |
0.0426 |
5.5% |
0.0046 |
0.6% |
100% |
True |
False |
42,775 |
120 |
0.7781 |
0.7291 |
0.0491 |
6.3% |
0.0046 |
0.6% |
100% |
True |
False |
35,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8011 |
2.618 |
0.7922 |
1.618 |
0.7868 |
1.000 |
0.7835 |
0.618 |
0.7814 |
HIGH |
0.7781 |
0.618 |
0.7760 |
0.500 |
0.7754 |
0.382 |
0.7748 |
LOW |
0.7727 |
0.618 |
0.7694 |
1.000 |
0.7673 |
1.618 |
0.7640 |
2.618 |
0.7586 |
4.250 |
0.7498 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7771 |
0.7765 |
PP |
0.7762 |
0.7750 |
S1 |
0.7754 |
0.7736 |
|