CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 20-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
0.7633 |
0.7650 |
0.0017 |
0.2% |
0.7627 |
High |
0.7660 |
0.7669 |
0.0009 |
0.1% |
0.7676 |
Low |
0.7626 |
0.7640 |
0.0015 |
0.2% |
0.7626 |
Close |
0.7659 |
0.7640 |
-0.0019 |
-0.2% |
0.7640 |
Range |
0.0035 |
0.0029 |
-0.0006 |
-17.4% |
0.0050 |
ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
23 |
41 |
18 |
78.3% |
299 |
|
Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7735 |
0.7716 |
0.7656 |
|
R3 |
0.7707 |
0.7688 |
0.7648 |
|
R2 |
0.7678 |
0.7678 |
0.7645 |
|
R1 |
0.7659 |
0.7659 |
0.7643 |
0.7654 |
PP |
0.7650 |
0.7650 |
0.7650 |
0.7647 |
S1 |
0.7631 |
0.7631 |
0.7637 |
0.7626 |
S2 |
0.7621 |
0.7621 |
0.7635 |
|
S3 |
0.7593 |
0.7602 |
0.7632 |
|
S4 |
0.7564 |
0.7574 |
0.7624 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7797 |
0.7769 |
0.7668 |
|
R3 |
0.7747 |
0.7719 |
0.7654 |
|
R2 |
0.7697 |
0.7697 |
0.7649 |
|
R1 |
0.7669 |
0.7669 |
0.7645 |
0.7683 |
PP |
0.7647 |
0.7647 |
0.7647 |
0.7654 |
S1 |
0.7619 |
0.7619 |
0.7635 |
0.7633 |
S2 |
0.7597 |
0.7597 |
0.7631 |
|
S3 |
0.7547 |
0.7569 |
0.7626 |
|
S4 |
0.7497 |
0.7519 |
0.7613 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7790 |
2.618 |
0.7743 |
1.618 |
0.7715 |
1.000 |
0.7697 |
0.618 |
0.7686 |
HIGH |
0.7669 |
0.618 |
0.7658 |
0.500 |
0.7654 |
0.382 |
0.7651 |
LOW |
0.7640 |
0.618 |
0.7622 |
1.000 |
0.7612 |
1.618 |
0.7594 |
2.618 |
0.7565 |
4.250 |
0.7519 |
|
|
Fisher Pivots for day following 20-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7654 |
0.7651 |
PP |
0.7650 |
0.7647 |
S1 |
0.7645 |
0.7644 |
|