CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 09-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.7813 |
0.7801 |
-0.0012 |
-0.2% |
0.7701 |
High |
0.7832 |
0.7831 |
-0.0001 |
0.0% |
0.7830 |
Low |
0.7798 |
0.7792 |
-0.0006 |
-0.1% |
0.7687 |
Close |
0.7802 |
0.7801 |
-0.0001 |
0.0% |
0.7826 |
Range |
0.0035 |
0.0039 |
0.0005 |
13.0% |
0.0143 |
ATR |
0.0046 |
0.0045 |
0.0000 |
-1.0% |
0.0000 |
Volume |
89,323 |
132,119 |
42,796 |
47.9% |
373,423 |
|
Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7925 |
0.7902 |
0.7822 |
|
R3 |
0.7886 |
0.7863 |
0.7812 |
|
R2 |
0.7847 |
0.7847 |
0.7808 |
|
R1 |
0.7824 |
0.7824 |
0.7805 |
0.7821 |
PP |
0.7808 |
0.7808 |
0.7808 |
0.7806 |
S1 |
0.7785 |
0.7785 |
0.7797 |
0.7782 |
S2 |
0.7769 |
0.7769 |
0.7794 |
|
S3 |
0.7730 |
0.7746 |
0.7790 |
|
S4 |
0.7691 |
0.7707 |
0.7780 |
|
|
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 |
0.7727 |
0.0105 |
1.3% |
0.0045 |
0.6% |
70% |
False |
False |
90,090 |
10 |
0.7832 |
0.7676 |
0.0157 |
2.0% |
0.0041 |
0.5% |
80% |
False |
False |
80,064 |
20 |
0.7832 |
0.7592 |
0.0240 |
3.1% |
0.0042 |
0.5% |
87% |
False |
False |
68,239 |
40 |
0.7832 |
0.7470 |
0.0363 |
4.6% |
0.0049 |
0.6% |
91% |
False |
False |
72,753 |
60 |
0.7832 |
0.7453 |
0.0379 |
4.9% |
0.0047 |
0.6% |
92% |
False |
False |
71,527 |
80 |
0.7832 |
0.7453 |
0.0379 |
4.9% |
0.0047 |
0.6% |
92% |
False |
False |
58,247 |
100 |
0.7832 |
0.7390 |
0.0443 |
5.7% |
0.0047 |
0.6% |
93% |
False |
False |
46,636 |
120 |
0.7832 |
0.7291 |
0.0542 |
6.9% |
0.0046 |
0.6% |
94% |
False |
False |
38,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7997 |
2.618 |
0.7933 |
1.618 |
0.7894 |
1.000 |
0.7870 |
0.618 |
0.7855 |
HIGH |
0.7831 |
0.618 |
0.7816 |
0.500 |
0.7812 |
0.382 |
0.7807 |
LOW |
0.7792 |
0.618 |
0.7768 |
1.000 |
0.7753 |
1.618 |
0.7729 |
2.618 |
0.7690 |
4.250 |
0.7626 |
|
|
Fisher Pivots for day following 09-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7812 |
0.7812 |
PP |
0.7808 |
0.7808 |
S1 |
0.7805 |
0.7805 |
|