CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 10-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7801 |
0.7801 |
-0.0001 |
0.0% |
0.7701 |
| High |
0.7831 |
0.7870 |
0.0039 |
0.5% |
0.7830 |
| Low |
0.7792 |
0.7795 |
0.0003 |
0.0% |
0.7687 |
| Close |
0.7801 |
0.7846 |
0.0045 |
0.6% |
0.7826 |
| Range |
0.0039 |
0.0075 |
0.0036 |
92.3% |
0.0143 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
4.7% |
0.0000 |
| Volume |
132,119 |
123,838 |
-8,281 |
-6.3% |
373,423 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8062 |
0.8029 |
0.7887 |
|
| R3 |
0.7987 |
0.7954 |
0.7867 |
|
| R2 |
0.7912 |
0.7912 |
0.7860 |
|
| R1 |
0.7879 |
0.7879 |
0.7853 |
0.7895 |
| PP |
0.7837 |
0.7837 |
0.7837 |
0.7845 |
| S1 |
0.7804 |
0.7804 |
0.7839 |
0.7820 |
| S2 |
0.7762 |
0.7762 |
0.7832 |
|
| S3 |
0.7687 |
0.7729 |
0.7825 |
|
| S4 |
0.7612 |
0.7654 |
0.7805 |
|
|
| 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 |
0.7870 |
0.7768 |
0.0102 |
1.3% |
0.0049 |
0.6% |
77% |
True |
False |
102,025 |
| 10 |
0.7870 |
0.7678 |
0.0192 |
2.4% |
0.0046 |
0.6% |
88% |
True |
False |
86,189 |
| 20 |
0.7870 |
0.7592 |
0.0278 |
3.5% |
0.0043 |
0.6% |
92% |
True |
False |
72,029 |
| 40 |
0.7870 |
0.7470 |
0.0400 |
5.1% |
0.0050 |
0.6% |
94% |
True |
False |
74,486 |
| 60 |
0.7870 |
0.7453 |
0.0417 |
5.3% |
0.0047 |
0.6% |
94% |
True |
False |
72,515 |
| 80 |
0.7870 |
0.7453 |
0.0417 |
5.3% |
0.0048 |
0.6% |
94% |
True |
False |
59,789 |
| 100 |
0.7870 |
0.7419 |
0.0451 |
5.7% |
0.0047 |
0.6% |
95% |
True |
False |
47,873 |
| 120 |
0.7870 |
0.7291 |
0.0579 |
7.4% |
0.0046 |
0.6% |
96% |
True |
False |
39,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8188 |
|
2.618 |
0.8066 |
|
1.618 |
0.7991 |
|
1.000 |
0.7945 |
|
0.618 |
0.7916 |
|
HIGH |
0.7870 |
|
0.618 |
0.7841 |
|
0.500 |
0.7832 |
|
0.382 |
0.7823 |
|
LOW |
0.7795 |
|
0.618 |
0.7748 |
|
1.000 |
0.7720 |
|
1.618 |
0.7673 |
|
2.618 |
0.7598 |
|
4.250 |
0.7476 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7841 |
0.7841 |
| PP |
0.7837 |
0.7836 |
| S1 |
0.7832 |
0.7831 |
|