CME Canadian Dollar Future March 2021
| 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 |
0.7818 |
0.7809 |
-0.0009 |
-0.1% |
0.7706 |
| High |
0.7837 |
0.7834 |
-0.0003 |
0.0% |
0.7832 |
| Low |
0.7802 |
0.7797 |
-0.0006 |
-0.1% |
0.7691 |
| Close |
0.7806 |
0.7805 |
-0.0001 |
0.0% |
0.7829 |
| Range |
0.0035 |
0.0038 |
0.0003 |
7.1% |
0.0142 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
38,799 |
84,918 |
46,119 |
118.9% |
20,840 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7902 |
0.7826 |
|
| R3 |
0.7887 |
0.7865 |
0.7815 |
|
| R2 |
0.7849 |
0.7849 |
0.7812 |
|
| R1 |
0.7827 |
0.7827 |
0.7808 |
0.7820 |
| PP |
0.7812 |
0.7812 |
0.7812 |
0.7808 |
| S1 |
0.7790 |
0.7790 |
0.7802 |
0.7782 |
| S2 |
0.7774 |
0.7774 |
0.7798 |
|
| S3 |
0.7737 |
0.7752 |
0.7795 |
|
| S4 |
0.7699 |
0.7715 |
0.7784 |
|
|
| 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 |
0.7837 |
0.7731 |
0.0107 |
1.4% |
0.0044 |
0.6% |
70% |
False |
False |
31,951 |
| 10 |
0.7837 |
0.7679 |
0.0159 |
2.0% |
0.0040 |
0.5% |
80% |
False |
False |
17,244 |
| 20 |
0.7837 |
0.7596 |
0.0241 |
3.1% |
0.0040 |
0.5% |
87% |
False |
False |
8,798 |
| 40 |
0.7837 |
0.7460 |
0.0377 |
4.8% |
0.0047 |
0.6% |
92% |
False |
False |
4,483 |
| 60 |
0.7837 |
0.7457 |
0.0381 |
4.9% |
0.0045 |
0.6% |
92% |
False |
False |
3,009 |
| 80 |
0.7837 |
0.7457 |
0.0381 |
4.9% |
0.0044 |
0.6% |
92% |
False |
False |
2,266 |
| 100 |
0.7837 |
0.7397 |
0.0441 |
5.6% |
0.0043 |
0.5% |
93% |
False |
False |
1,815 |
| 120 |
0.7837 |
0.7298 |
0.0540 |
6.9% |
0.0041 |
0.5% |
94% |
False |
False |
1,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7993 |
|
2.618 |
0.7932 |
|
1.618 |
0.7895 |
|
1.000 |
0.7872 |
|
0.618 |
0.7857 |
|
HIGH |
0.7834 |
|
0.618 |
0.7820 |
|
0.500 |
0.7815 |
|
0.382 |
0.7811 |
|
LOW |
0.7797 |
|
0.618 |
0.7773 |
|
1.000 |
0.7759 |
|
1.618 |
0.7736 |
|
2.618 |
0.7698 |
|
4.250 |
0.7637 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7815 |
0.7817 |
| PP |
0.7812 |
0.7813 |
| S1 |
0.7808 |
0.7809 |
|