CME Canadian Dollar Future March 2021
| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7822 |
0.7783 |
-0.0039 |
-0.5% |
0.7843 |
| High |
0.7825 |
0.7792 |
-0.0033 |
-0.4% |
0.7887 |
| Low |
0.7721 |
0.7739 |
0.0018 |
0.2% |
0.7818 |
| Close |
0.7802 |
0.7758 |
-0.0044 |
-0.6% |
0.7824 |
| Range |
0.0105 |
0.0054 |
-0.0051 |
-48.8% |
0.0069 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.7% |
0.0000 |
| Volume |
90,911 |
64,625 |
-26,286 |
-28.9% |
347,649 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7923 |
0.7894 |
0.7787 |
|
| R3 |
0.7870 |
0.7841 |
0.7773 |
|
| R2 |
0.7816 |
0.7816 |
0.7768 |
|
| R1 |
0.7787 |
0.7787 |
0.7763 |
0.7775 |
| PP |
0.7763 |
0.7763 |
0.7763 |
0.7757 |
| S1 |
0.7734 |
0.7734 |
0.7753 |
0.7722 |
| S2 |
0.7709 |
0.7709 |
0.7748 |
|
| S3 |
0.7656 |
0.7680 |
0.7743 |
|
| S4 |
0.7602 |
0.7627 |
0.7729 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8050 |
0.8006 |
0.7861 |
|
| R3 |
0.7981 |
0.7937 |
0.7842 |
|
| R2 |
0.7912 |
0.7912 |
0.7836 |
|
| R1 |
0.7868 |
0.7868 |
0.7830 |
0.7855 |
| PP |
0.7843 |
0.7843 |
0.7843 |
0.7836 |
| S1 |
0.7799 |
0.7799 |
0.7817 |
0.7786 |
| S2 |
0.7774 |
0.7774 |
0.7811 |
|
| S3 |
0.7705 |
0.7730 |
0.7805 |
|
| S4 |
0.7636 |
0.7661 |
0.7786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7887 |
0.7721 |
0.0166 |
2.1% |
0.0060 |
0.8% |
23% |
False |
False |
71,214 |
| 10 |
0.7887 |
0.7721 |
0.0166 |
2.1% |
0.0055 |
0.7% |
23% |
False |
False |
76,448 |
| 20 |
0.7887 |
0.7644 |
0.0243 |
3.1% |
0.0048 |
0.6% |
47% |
False |
False |
42,636 |
| 40 |
0.7887 |
0.7460 |
0.0427 |
5.5% |
0.0051 |
0.7% |
70% |
False |
False |
21,456 |
| 60 |
0.7887 |
0.7457 |
0.0430 |
5.5% |
0.0047 |
0.6% |
70% |
False |
False |
14,328 |
| 80 |
0.7887 |
0.7457 |
0.0430 |
5.5% |
0.0046 |
0.6% |
70% |
False |
False |
10,760 |
| 100 |
0.7887 |
0.7440 |
0.0447 |
5.8% |
0.0045 |
0.6% |
71% |
False |
False |
8,609 |
| 120 |
0.7887 |
0.7336 |
0.0551 |
7.1% |
0.0043 |
0.6% |
77% |
False |
False |
7,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8019 |
|
2.618 |
0.7932 |
|
1.618 |
0.7879 |
|
1.000 |
0.7846 |
|
0.618 |
0.7825 |
|
HIGH |
0.7792 |
|
0.618 |
0.7772 |
|
0.500 |
0.7765 |
|
0.382 |
0.7759 |
|
LOW |
0.7739 |
|
0.618 |
0.7705 |
|
1.000 |
0.7685 |
|
1.618 |
0.7652 |
|
2.618 |
0.7598 |
|
4.250 |
0.7511 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7765 |
0.7793 |
| PP |
0.7763 |
0.7781 |
| S1 |
0.7760 |
0.7770 |
|