CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7742 |
0.7772 |
0.0030 |
0.4% |
0.7701 |
| High |
0.7781 |
0.7830 |
0.0049 |
0.6% |
0.7830 |
| Low |
0.7727 |
0.7768 |
0.0041 |
0.5% |
0.7687 |
| Close |
0.7779 |
0.7826 |
0.0047 |
0.6% |
0.7826 |
| Range |
0.0054 |
0.0062 |
0.0008 |
13.9% |
0.0143 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.3% |
0.0000 |
| Volume |
64,162 |
79,637 |
15,475 |
24.1% |
373,423 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7992 |
0.7970 |
0.7859 |
|
| R3 |
0.7931 |
0.7909 |
0.7842 |
|
| R2 |
0.7869 |
0.7869 |
0.7837 |
|
| R1 |
0.7847 |
0.7847 |
0.7831 |
0.7858 |
| PP |
0.7808 |
0.7808 |
0.7808 |
0.7813 |
| S1 |
0.7786 |
0.7786 |
0.7820 |
0.7797 |
| S2 |
0.7746 |
0.7746 |
0.7814 |
|
| S3 |
0.7685 |
0.7724 |
0.7809 |
|
| S4 |
0.7623 |
0.7663 |
0.7792 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8210 |
0.8161 |
0.7904 |
|
| R3 |
0.8067 |
0.8018 |
0.7865 |
|
| R2 |
0.7924 |
0.7924 |
0.7852 |
|
| R1 |
0.7875 |
0.7875 |
0.7839 |
0.7899 |
| PP |
0.7781 |
0.7781 |
0.7781 |
0.7793 |
| S1 |
0.7732 |
0.7732 |
0.7812 |
0.7756 |
| S2 |
0.7638 |
0.7638 |
0.7799 |
|
| S3 |
0.7495 |
0.7589 |
0.7786 |
|
| S4 |
0.7352 |
0.7446 |
0.7747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7830 |
0.7687 |
0.0143 |
1.8% |
0.0048 |
0.6% |
97% |
True |
False |
74,684 |
| 10 |
0.7830 |
0.7627 |
0.0203 |
2.6% |
0.0043 |
0.5% |
98% |
True |
False |
68,605 |
| 20 |
0.7830 |
0.7592 |
0.0238 |
3.0% |
0.0044 |
0.6% |
98% |
True |
False |
65,015 |
| 40 |
0.7830 |
0.7470 |
0.0360 |
4.6% |
0.0049 |
0.6% |
99% |
True |
False |
69,964 |
| 60 |
0.7830 |
0.7453 |
0.0377 |
4.8% |
0.0047 |
0.6% |
99% |
True |
False |
69,226 |
| 80 |
0.7830 |
0.7453 |
0.0377 |
4.8% |
0.0047 |
0.6% |
99% |
True |
False |
54,422 |
| 100 |
0.7830 |
0.7355 |
0.0475 |
6.1% |
0.0047 |
0.6% |
99% |
True |
False |
43,571 |
| 120 |
0.7830 |
0.7291 |
0.0539 |
6.9% |
0.0046 |
0.6% |
99% |
True |
False |
36,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8091 |
|
2.618 |
0.7991 |
|
1.618 |
0.7929 |
|
1.000 |
0.7891 |
|
0.618 |
0.7868 |
|
HIGH |
0.7830 |
|
0.618 |
0.7806 |
|
0.500 |
0.7799 |
|
0.382 |
0.7791 |
|
LOW |
0.7768 |
|
0.618 |
0.7730 |
|
1.000 |
0.7707 |
|
1.618 |
0.7668 |
|
2.618 |
0.7607 |
|
4.250 |
0.7507 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7817 |
0.7808 |
| PP |
0.7808 |
0.7791 |
| S1 |
0.7799 |
0.7773 |
|