CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7746 |
0.7776 |
0.0031 |
0.4% |
0.7706 |
| High |
0.7784 |
0.7832 |
0.0049 |
0.6% |
0.7832 |
| Low |
0.7731 |
0.7771 |
0.0041 |
0.5% |
0.7691 |
| Close |
0.7782 |
0.7829 |
0.0047 |
0.6% |
0.7829 |
| Range |
0.0053 |
0.0061 |
0.0008 |
15.1% |
0.0142 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.5% |
0.0000 |
| Volume |
4,681 |
5,293 |
612 |
13.1% |
20,840 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7994 |
0.7972 |
0.7862 |
|
| R3 |
0.7933 |
0.7911 |
0.7845 |
|
| R2 |
0.7872 |
0.7872 |
0.7840 |
|
| R1 |
0.7850 |
0.7850 |
0.7834 |
0.7861 |
| PP |
0.7811 |
0.7811 |
0.7811 |
0.7816 |
| S1 |
0.7789 |
0.7789 |
0.7823 |
0.7800 |
| S2 |
0.7750 |
0.7750 |
0.7817 |
|
| S3 |
0.7689 |
0.7728 |
0.7812 |
|
| S4 |
0.7628 |
0.7667 |
0.7795 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8208 |
0.8160 |
0.7906 |
|
| R3 |
0.8067 |
0.8018 |
0.7867 |
|
| R2 |
0.7925 |
0.7925 |
0.7854 |
|
| R1 |
0.7877 |
0.7877 |
0.7841 |
0.7901 |
| PP |
0.7784 |
0.7784 |
0.7784 |
0.7796 |
| S1 |
0.7735 |
0.7735 |
0.7816 |
0.7760 |
| S2 |
0.7642 |
0.7642 |
0.7803 |
|
| S3 |
0.7501 |
0.7594 |
0.7790 |
|
| S4 |
0.7359 |
0.7452 |
0.7751 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7832 |
0.7691 |
0.0142 |
1.8% |
0.0047 |
0.6% |
98% |
True |
False |
4,168 |
| 10 |
0.7832 |
0.7631 |
0.0202 |
2.6% |
0.0042 |
0.5% |
98% |
True |
False |
2,406 |
| 20 |
0.7832 |
0.7596 |
0.0236 |
3.0% |
0.0042 |
0.5% |
99% |
True |
False |
1,345 |
| 40 |
0.7832 |
0.7460 |
0.0372 |
4.8% |
0.0047 |
0.6% |
99% |
True |
False |
742 |
| 60 |
0.7832 |
0.7457 |
0.0376 |
4.8% |
0.0045 |
0.6% |
99% |
True |
False |
516 |
| 80 |
0.7832 |
0.7457 |
0.0376 |
4.8% |
0.0044 |
0.6% |
99% |
True |
False |
394 |
| 100 |
0.7832 |
0.7360 |
0.0472 |
6.0% |
0.0042 |
0.5% |
99% |
True |
False |
317 |
| 120 |
0.7832 |
0.7298 |
0.0535 |
6.8% |
0.0041 |
0.5% |
99% |
True |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8091 |
|
2.618 |
0.7992 |
|
1.618 |
0.7931 |
|
1.000 |
0.7893 |
|
0.618 |
0.7870 |
|
HIGH |
0.7832 |
|
0.618 |
0.7809 |
|
0.500 |
0.7802 |
|
0.382 |
0.7794 |
|
LOW |
0.7771 |
|
0.618 |
0.7733 |
|
1.000 |
0.7710 |
|
1.618 |
0.7672 |
|
2.618 |
0.7611 |
|
4.250 |
0.7512 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7820 |
0.7811 |
| PP |
0.7811 |
0.7794 |
| S1 |
0.7802 |
0.7776 |
|