CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7734 |
0.7746 |
0.0012 |
0.1% |
0.7643 |
| High |
0.7749 |
0.7784 |
0.0035 |
0.4% |
0.7714 |
| Low |
0.7721 |
0.7731 |
0.0010 |
0.1% |
0.7631 |
| Close |
0.7742 |
0.7782 |
0.0041 |
0.5% |
0.7704 |
| Range |
0.0029 |
0.0053 |
0.0025 |
86.0% |
0.0084 |
| ATR |
0.0045 |
0.0045 |
0.0001 |
1.4% |
0.0000 |
| Volume |
3,003 |
4,681 |
1,678 |
55.9% |
2,973 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7906 |
0.7811 |
|
| R3 |
0.7871 |
0.7853 |
0.7797 |
|
| R2 |
0.7818 |
0.7818 |
0.7792 |
|
| R1 |
0.7800 |
0.7800 |
0.7787 |
0.7809 |
| PP |
0.7765 |
0.7765 |
0.7765 |
0.7770 |
| S1 |
0.7747 |
0.7747 |
0.7777 |
0.7756 |
| S2 |
0.7712 |
0.7712 |
0.7772 |
|
| S3 |
0.7659 |
0.7694 |
0.7767 |
|
| S4 |
0.7606 |
0.7641 |
0.7753 |
|
|
| 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 |
0.7784 |
0.7682 |
0.0102 |
1.3% |
0.0042 |
0.5% |
99% |
True |
False |
3,385 |
| 10 |
0.7784 |
0.7624 |
0.0160 |
2.0% |
0.0040 |
0.5% |
99% |
True |
False |
1,897 |
| 20 |
0.7784 |
0.7592 |
0.0192 |
2.5% |
0.0043 |
0.6% |
99% |
True |
False |
1,100 |
| 40 |
0.7784 |
0.7460 |
0.0324 |
4.2% |
0.0047 |
0.6% |
100% |
True |
False |
610 |
| 60 |
0.7784 |
0.7457 |
0.0327 |
4.2% |
0.0045 |
0.6% |
100% |
True |
False |
428 |
| 80 |
0.7784 |
0.7457 |
0.0327 |
4.2% |
0.0044 |
0.6% |
100% |
True |
False |
328 |
| 100 |
0.7784 |
0.7360 |
0.0424 |
5.4% |
0.0042 |
0.5% |
100% |
True |
False |
264 |
| 120 |
0.7784 |
0.7298 |
0.0486 |
6.2% |
0.0041 |
0.5% |
100% |
True |
False |
220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8009 |
|
2.618 |
0.7922 |
|
1.618 |
0.7869 |
|
1.000 |
0.7837 |
|
0.618 |
0.7816 |
|
HIGH |
0.7784 |
|
0.618 |
0.7763 |
|
0.500 |
0.7757 |
|
0.382 |
0.7751 |
|
LOW |
0.7731 |
|
0.618 |
0.7698 |
|
1.000 |
0.7678 |
|
1.618 |
0.7645 |
|
2.618 |
0.7592 |
|
4.250 |
0.7505 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7774 |
0.7768 |
| PP |
0.7765 |
0.7753 |
| S1 |
0.7757 |
0.7739 |
|