CME Canadian Dollar Future March 2021
| 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 |
0.7809 |
0.7805 |
-0.0004 |
-0.1% |
0.7706 |
| High |
0.7834 |
0.7874 |
0.0040 |
0.5% |
0.7832 |
| Low |
0.7797 |
0.7799 |
0.0003 |
0.0% |
0.7691 |
| Close |
0.7805 |
0.7851 |
0.0046 |
0.6% |
0.7829 |
| Range |
0.0038 |
0.0075 |
0.0038 |
100.0% |
0.0142 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
5.0% |
0.0000 |
| Volume |
84,918 |
87,847 |
2,929 |
3.4% |
20,840 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8066 |
0.8033 |
0.7892 |
|
| R3 |
0.7991 |
0.7958 |
0.7871 |
|
| R2 |
0.7916 |
0.7916 |
0.7864 |
|
| R1 |
0.7883 |
0.7883 |
0.7857 |
0.7900 |
| PP |
0.7841 |
0.7841 |
0.7841 |
0.7849 |
| S1 |
0.7808 |
0.7808 |
0.7844 |
0.7825 |
| S2 |
0.7766 |
0.7766 |
0.7837 |
|
| S3 |
0.7691 |
0.7733 |
0.7830 |
|
| S4 |
0.7616 |
0.7658 |
0.7809 |
|
|
| 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 |
0.7874 |
0.7771 |
0.0103 |
1.3% |
0.0048 |
0.6% |
77% |
True |
False |
48,585 |
| 10 |
0.7874 |
0.7682 |
0.0193 |
2.5% |
0.0045 |
0.6% |
88% |
True |
False |
25,985 |
| 20 |
0.7874 |
0.7596 |
0.0278 |
3.5% |
0.0042 |
0.5% |
92% |
True |
False |
13,181 |
| 40 |
0.7874 |
0.7460 |
0.0414 |
5.3% |
0.0049 |
0.6% |
94% |
True |
False |
6,679 |
| 60 |
0.7874 |
0.7457 |
0.0418 |
5.3% |
0.0046 |
0.6% |
94% |
True |
False |
4,473 |
| 80 |
0.7874 |
0.7457 |
0.0418 |
5.3% |
0.0045 |
0.6% |
94% |
True |
False |
3,364 |
| 100 |
0.7874 |
0.7422 |
0.0452 |
5.8% |
0.0043 |
0.5% |
95% |
True |
False |
2,693 |
| 120 |
0.7874 |
0.7298 |
0.0577 |
7.3% |
0.0042 |
0.5% |
96% |
True |
False |
2,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8193 |
|
2.618 |
0.8070 |
|
1.618 |
0.7995 |
|
1.000 |
0.7949 |
|
0.618 |
0.7920 |
|
HIGH |
0.7874 |
|
0.618 |
0.7845 |
|
0.500 |
0.7837 |
|
0.382 |
0.7828 |
|
LOW |
0.7799 |
|
0.618 |
0.7753 |
|
1.000 |
0.7724 |
|
1.618 |
0.7678 |
|
2.618 |
0.7603 |
|
4.250 |
0.7480 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7846 |
0.7845 |
| PP |
0.7841 |
0.7840 |
| S1 |
0.7837 |
0.7835 |
|