CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7843 |
0.7843 |
0.0000 |
0.0% |
0.7827 |
| High |
0.7867 |
0.7885 |
0.0019 |
0.2% |
0.7874 |
| Low |
0.7823 |
0.7834 |
0.0011 |
0.1% |
0.7796 |
| Close |
0.7842 |
0.7881 |
0.0039 |
0.5% |
0.7835 |
| Range |
0.0044 |
0.0051 |
0.0008 |
17.2% |
0.0078 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.8% |
0.0000 |
| Volume |
76,083 |
71,031 |
-5,052 |
-6.6% |
326,165 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8020 |
0.8001 |
0.7909 |
|
| R3 |
0.7969 |
0.7950 |
0.7895 |
|
| R2 |
0.7918 |
0.7918 |
0.7890 |
|
| R1 |
0.7899 |
0.7899 |
0.7885 |
0.7908 |
| PP |
0.7867 |
0.7867 |
0.7867 |
0.7871 |
| S1 |
0.7848 |
0.7848 |
0.7876 |
0.7857 |
| S2 |
0.7816 |
0.7816 |
0.7871 |
|
| S3 |
0.7765 |
0.7797 |
0.7866 |
|
| S4 |
0.7714 |
0.7746 |
0.7852 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8069 |
0.8030 |
0.7877 |
|
| R3 |
0.7991 |
0.7952 |
0.7856 |
|
| R2 |
0.7913 |
0.7913 |
0.7849 |
|
| R1 |
0.7874 |
0.7874 |
0.7842 |
0.7893 |
| PP |
0.7835 |
0.7835 |
0.7835 |
0.7845 |
| S1 |
0.7796 |
0.7796 |
0.7827 |
0.7815 |
| S2 |
0.7757 |
0.7757 |
0.7820 |
|
| S3 |
0.7679 |
0.7718 |
0.7813 |
|
| S4 |
0.7601 |
0.7640 |
0.7792 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7885 |
0.7797 |
0.0089 |
1.1% |
0.0050 |
0.6% |
95% |
True |
False |
81,682 |
| 10 |
0.7885 |
0.7721 |
0.0165 |
2.1% |
0.0046 |
0.6% |
97% |
True |
False |
48,625 |
| 20 |
0.7885 |
0.7624 |
0.0261 |
3.3% |
0.0043 |
0.5% |
98% |
True |
False |
24,913 |
| 40 |
0.7885 |
0.7460 |
0.0425 |
5.4% |
0.0049 |
0.6% |
99% |
True |
False |
12,561 |
| 60 |
0.7885 |
0.7457 |
0.0429 |
5.4% |
0.0045 |
0.6% |
99% |
True |
False |
8,396 |
| 80 |
0.7885 |
0.7457 |
0.0429 |
5.4% |
0.0045 |
0.6% |
99% |
True |
False |
6,309 |
| 100 |
0.7885 |
0.7436 |
0.0449 |
5.7% |
0.0043 |
0.5% |
99% |
True |
False |
5,049 |
| 120 |
0.7885 |
0.7298 |
0.0588 |
7.5% |
0.0042 |
0.5% |
99% |
True |
False |
4,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8102 |
|
2.618 |
0.8019 |
|
1.618 |
0.7968 |
|
1.000 |
0.7936 |
|
0.618 |
0.7917 |
|
HIGH |
0.7885 |
|
0.618 |
0.7866 |
|
0.500 |
0.7860 |
|
0.382 |
0.7853 |
|
LOW |
0.7834 |
|
0.618 |
0.7802 |
|
1.000 |
0.7783 |
|
1.618 |
0.7751 |
|
2.618 |
0.7700 |
|
4.250 |
0.7617 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7874 |
0.7872 |
| PP |
0.7867 |
0.7863 |
| S1 |
0.7860 |
0.7854 |
|