CME Canadian Dollar Future June 2021
| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7690 |
0.7655 |
-0.0036 |
-0.5% |
0.7540 |
| High |
0.7696 |
0.7690 |
-0.0007 |
-0.1% |
0.7681 |
| Low |
0.7666 |
0.7654 |
-0.0013 |
-0.2% |
0.7490 |
| Close |
0.7685 |
0.7656 |
-0.0029 |
-0.4% |
0.7681 |
| Range |
0.0030 |
0.0036 |
0.0006 |
20.0% |
0.0192 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
75 |
15 |
-60 |
-80.0% |
186 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7774 |
0.7751 |
0.7676 |
|
| R3 |
0.7738 |
0.7715 |
0.7666 |
|
| R2 |
0.7702 |
0.7702 |
0.7663 |
|
| R1 |
0.7679 |
0.7679 |
0.7659 |
0.7691 |
| PP |
0.7666 |
0.7666 |
0.7666 |
0.7672 |
| S1 |
0.7643 |
0.7643 |
0.7653 |
0.7655 |
| S2 |
0.7630 |
0.7630 |
0.7649 |
|
| S3 |
0.7594 |
0.7607 |
0.7646 |
|
| S4 |
0.7558 |
0.7571 |
0.7636 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8192 |
0.8128 |
0.7786 |
|
| R3 |
0.8000 |
0.7936 |
0.7733 |
|
| R2 |
0.7809 |
0.7809 |
0.7716 |
|
| R1 |
0.7745 |
0.7745 |
0.7698 |
0.7777 |
| PP |
0.7617 |
0.7617 |
0.7617 |
0.7633 |
| S1 |
0.7553 |
0.7553 |
0.7663 |
0.7585 |
| S2 |
0.7426 |
0.7426 |
0.7645 |
|
| S3 |
0.7234 |
0.7362 |
0.7628 |
|
| S4 |
0.7043 |
0.7170 |
0.7575 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7843 |
|
2.618 |
0.7784 |
|
1.618 |
0.7748 |
|
1.000 |
0.7726 |
|
0.618 |
0.7712 |
|
HIGH |
0.7690 |
|
0.618 |
0.7676 |
|
0.500 |
0.7672 |
|
0.382 |
0.7667 |
|
LOW |
0.7654 |
|
0.618 |
0.7631 |
|
1.000 |
0.7618 |
|
1.618 |
0.7595 |
|
2.618 |
0.7559 |
|
4.250 |
0.7501 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7672 |
0.7695 |
| PP |
0.7666 |
0.7682 |
| S1 |
0.7661 |
0.7669 |
|