CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 08-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.7821 |
0.7813 |
-0.0008 |
-0.1% |
0.7701 |
High |
0.7827 |
0.7832 |
0.0006 |
0.1% |
0.7830 |
Low |
0.7793 |
0.7798 |
0.0005 |
0.1% |
0.7687 |
Close |
0.7815 |
0.7802 |
-0.0013 |
-0.2% |
0.7826 |
Range |
0.0034 |
0.0035 |
0.0001 |
1.5% |
0.0143 |
ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
85,209 |
89,323 |
4,114 |
4.8% |
373,423 |
|
Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7914 |
0.7892 |
0.7820 |
|
R3 |
0.7879 |
0.7858 |
0.7811 |
|
R2 |
0.7845 |
0.7845 |
0.7808 |
|
R1 |
0.7823 |
0.7823 |
0.7805 |
0.7817 |
PP |
0.7810 |
0.7810 |
0.7810 |
0.7807 |
S1 |
0.7789 |
0.7789 |
0.7798 |
0.7782 |
S2 |
0.7776 |
0.7776 |
0.7795 |
|
S3 |
0.7741 |
0.7754 |
0.7792 |
|
S4 |
0.7707 |
0.7720 |
0.7783 |
|
|
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 |
0.7832 |
0.7717 |
0.0116 |
1.5% |
0.0043 |
0.5% |
74% |
True |
False |
75,812 |
10 |
0.7832 |
0.7640 |
0.0193 |
2.5% |
0.0042 |
0.5% |
84% |
True |
False |
75,408 |
20 |
0.7832 |
0.7592 |
0.0240 |
3.1% |
0.0042 |
0.5% |
87% |
True |
False |
65,375 |
40 |
0.7832 |
0.7470 |
0.0363 |
4.6% |
0.0049 |
0.6% |
92% |
True |
False |
71,365 |
60 |
0.7832 |
0.7453 |
0.0379 |
4.9% |
0.0047 |
0.6% |
92% |
True |
False |
70,244 |
80 |
0.7832 |
0.7453 |
0.0379 |
4.9% |
0.0047 |
0.6% |
92% |
True |
False |
56,598 |
100 |
0.7832 |
0.7355 |
0.0477 |
6.1% |
0.0047 |
0.6% |
94% |
True |
False |
45,315 |
120 |
0.7832 |
0.7291 |
0.0542 |
6.9% |
0.0046 |
0.6% |
94% |
True |
False |
37,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7979 |
2.618 |
0.7922 |
1.618 |
0.7888 |
1.000 |
0.7867 |
0.618 |
0.7853 |
HIGH |
0.7832 |
0.618 |
0.7819 |
0.500 |
0.7815 |
0.382 |
0.7811 |
LOW |
0.7798 |
0.618 |
0.7776 |
1.000 |
0.7763 |
1.618 |
0.7742 |
2.618 |
0.7707 |
4.250 |
0.7651 |
|
|
Fisher Pivots for day following 08-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7815 |
0.7801 |
PP |
0.7810 |
0.7801 |
S1 |
0.7806 |
0.7800 |
|