CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7696 |
0.7734 |
0.0038 |
0.5% |
0.7643 |
| High |
0.7738 |
0.7749 |
0.0011 |
0.1% |
0.7714 |
| Low |
0.7695 |
0.7721 |
0.0026 |
0.3% |
0.7631 |
| Close |
0.7734 |
0.7742 |
0.0008 |
0.1% |
0.7704 |
| Range |
0.0044 |
0.0029 |
-0.0015 |
-34.5% |
0.0084 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
6,506 |
3,003 |
-3,503 |
-53.8% |
2,973 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7823 |
0.7811 |
0.7757 |
|
| R3 |
0.7794 |
0.7782 |
0.7749 |
|
| R2 |
0.7766 |
0.7766 |
0.7747 |
|
| R1 |
0.7754 |
0.7754 |
0.7744 |
0.7760 |
| PP |
0.7737 |
0.7737 |
0.7737 |
0.7740 |
| S1 |
0.7725 |
0.7725 |
0.7739 |
0.7731 |
| S2 |
0.7709 |
0.7709 |
0.7736 |
|
| S3 |
0.7680 |
0.7697 |
0.7734 |
|
| S4 |
0.7652 |
0.7668 |
0.7726 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7933 |
0.7902 |
0.7749 |
|
| R3 |
0.7850 |
0.7818 |
0.7726 |
|
| R2 |
0.7766 |
0.7766 |
0.7719 |
|
| R1 |
0.7735 |
0.7735 |
0.7711 |
0.7751 |
| PP |
0.7683 |
0.7683 |
0.7683 |
0.7691 |
| S1 |
0.7651 |
0.7651 |
0.7696 |
0.7667 |
| S2 |
0.7599 |
0.7599 |
0.7688 |
|
| S3 |
0.7516 |
0.7568 |
0.7681 |
|
| S4 |
0.7432 |
0.7484 |
0.7658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7749 |
0.7679 |
0.0071 |
0.9% |
0.0036 |
0.5% |
89% |
True |
False |
2,537 |
| 10 |
0.7749 |
0.7624 |
0.0125 |
1.6% |
0.0039 |
0.5% |
94% |
True |
False |
1,472 |
| 20 |
0.7749 |
0.7523 |
0.0226 |
2.9% |
0.0046 |
0.6% |
97% |
True |
False |
872 |
| 40 |
0.7749 |
0.7460 |
0.0289 |
3.7% |
0.0047 |
0.6% |
97% |
True |
False |
496 |
| 60 |
0.7749 |
0.7457 |
0.0293 |
3.8% |
0.0045 |
0.6% |
97% |
True |
False |
351 |
| 80 |
0.7749 |
0.7457 |
0.0293 |
3.8% |
0.0044 |
0.6% |
97% |
True |
False |
270 |
| 100 |
0.7749 |
0.7336 |
0.0413 |
5.3% |
0.0042 |
0.5% |
98% |
True |
False |
217 |
| 120 |
0.7749 |
0.7298 |
0.0452 |
5.8% |
0.0041 |
0.5% |
98% |
True |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7870 |
|
2.618 |
0.7824 |
|
1.618 |
0.7795 |
|
1.000 |
0.7778 |
|
0.618 |
0.7767 |
|
HIGH |
0.7749 |
|
0.618 |
0.7738 |
|
0.500 |
0.7735 |
|
0.382 |
0.7731 |
|
LOW |
0.7721 |
|
0.618 |
0.7703 |
|
1.000 |
0.7692 |
|
1.618 |
0.7674 |
|
2.618 |
0.7646 |
|
4.250 |
0.7599 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7739 |
0.7734 |
| PP |
0.7737 |
0.7727 |
| S1 |
0.7735 |
0.7720 |
|