CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7878 |
0.7853 |
-0.0026 |
-0.3% |
0.7827 |
| High |
0.7880 |
0.7887 |
0.0007 |
0.1% |
0.7874 |
| Low |
0.7824 |
0.7848 |
0.0024 |
0.3% |
0.7796 |
| Close |
0.7846 |
0.7862 |
0.0016 |
0.2% |
0.7835 |
| Range |
0.0056 |
0.0039 |
-0.0017 |
-30.4% |
0.0078 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
82,067 |
57,801 |
-24,266 |
-29.6% |
326,165 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7982 |
0.7961 |
0.7883 |
|
| R3 |
0.7943 |
0.7922 |
0.7873 |
|
| R2 |
0.7904 |
0.7904 |
0.7869 |
|
| R1 |
0.7883 |
0.7883 |
0.7866 |
0.7894 |
| PP |
0.7865 |
0.7865 |
0.7865 |
0.7871 |
| S1 |
0.7844 |
0.7844 |
0.7858 |
0.7855 |
| S2 |
0.7826 |
0.7826 |
0.7855 |
|
| S3 |
0.7787 |
0.7805 |
0.7851 |
|
| S4 |
0.7748 |
0.7766 |
0.7841 |
|
|
| 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 |
0.7887 |
0.7822 |
0.0065 |
0.8% |
0.0047 |
0.6% |
62% |
True |
False |
75,103 |
| 10 |
0.7887 |
0.7771 |
0.0116 |
1.5% |
0.0048 |
0.6% |
79% |
True |
False |
61,844 |
| 20 |
0.7887 |
0.7624 |
0.0263 |
3.3% |
0.0044 |
0.6% |
91% |
True |
False |
31,870 |
| 40 |
0.7887 |
0.7460 |
0.0427 |
5.4% |
0.0049 |
0.6% |
94% |
True |
False |
16,056 |
| 60 |
0.7887 |
0.7457 |
0.0430 |
5.5% |
0.0045 |
0.6% |
94% |
True |
False |
10,726 |
| 80 |
0.7887 |
0.7457 |
0.0430 |
5.5% |
0.0045 |
0.6% |
94% |
True |
False |
8,057 |
| 100 |
0.7887 |
0.7436 |
0.0451 |
5.7% |
0.0044 |
0.6% |
95% |
True |
False |
6,447 |
| 120 |
0.7887 |
0.7303 |
0.0584 |
7.4% |
0.0042 |
0.5% |
96% |
True |
False |
5,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8052 |
|
2.618 |
0.7989 |
|
1.618 |
0.7950 |
|
1.000 |
0.7926 |
|
0.618 |
0.7911 |
|
HIGH |
0.7887 |
|
0.618 |
0.7872 |
|
0.500 |
0.7867 |
|
0.382 |
0.7862 |
|
LOW |
0.7848 |
|
0.618 |
0.7823 |
|
1.000 |
0.7809 |
|
1.618 |
0.7784 |
|
2.618 |
0.7745 |
|
4.250 |
0.7682 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7867 |
0.7860 |
| PP |
0.7865 |
0.7858 |
| S1 |
0.7864 |
0.7855 |
|