CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7603 |
0.7600 |
-0.0003 |
0.0% |
0.7589 |
| High |
0.7633 |
0.7637 |
0.0004 |
0.1% |
0.7620 |
| Low |
0.7596 |
0.7528 |
-0.0069 |
-0.9% |
0.7476 |
| Close |
0.7596 |
0.7623 |
0.0027 |
0.4% |
0.7513 |
| Range |
0.0037 |
0.0110 |
0.0073 |
195.9% |
0.0144 |
| ATR |
0.0045 |
0.0049 |
0.0005 |
10.4% |
0.0000 |
| Volume |
26 |
23 |
-3 |
-11.5% |
182 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7883 |
0.7683 |
|
| R3 |
0.7815 |
0.7774 |
0.7653 |
|
| R2 |
0.7705 |
0.7705 |
0.7643 |
|
| R1 |
0.7664 |
0.7664 |
0.7633 |
0.7685 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7606 |
| S1 |
0.7555 |
0.7555 |
0.7613 |
0.7575 |
| S2 |
0.7486 |
0.7486 |
0.7603 |
|
| S3 |
0.7377 |
0.7445 |
0.7593 |
|
| S4 |
0.7267 |
0.7336 |
0.7563 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7968 |
0.7885 |
0.7592 |
|
| R3 |
0.7824 |
0.7741 |
0.7553 |
|
| R2 |
0.7680 |
0.7680 |
0.7539 |
|
| R1 |
0.7597 |
0.7597 |
0.7526 |
0.7567 |
| PP |
0.7536 |
0.7536 |
0.7536 |
0.7521 |
| S1 |
0.7453 |
0.7453 |
0.7500 |
0.7423 |
| S2 |
0.7392 |
0.7392 |
0.7487 |
|
| S3 |
0.7248 |
0.7309 |
0.7473 |
|
| S4 |
0.7104 |
0.7165 |
0.7434 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8102 |
|
2.618 |
0.7924 |
|
1.618 |
0.7814 |
|
1.000 |
0.7747 |
|
0.618 |
0.7705 |
|
HIGH |
0.7637 |
|
0.618 |
0.7595 |
|
0.500 |
0.7582 |
|
0.382 |
0.7569 |
|
LOW |
0.7528 |
|
0.618 |
0.7460 |
|
1.000 |
0.7418 |
|
1.618 |
0.7350 |
|
2.618 |
0.7241 |
|
4.250 |
0.7062 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7609 |
0.7603 |
| PP |
0.7596 |
0.7583 |
| S1 |
0.7582 |
0.7563 |
|