CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 01-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.7707 |
0.7709 |
0.0003 |
0.0% |
0.7660 |
High |
0.7741 |
0.7737 |
-0.0004 |
-0.1% |
0.7712 |
Low |
0.7697 |
0.7701 |
0.0005 |
0.1% |
0.7633 |
Close |
0.7720 |
0.7734 |
0.0015 |
0.2% |
0.7704 |
Range |
0.0045 |
0.0036 |
-0.0009 |
-19.1% |
0.0079 |
ATR |
0.0042 |
0.0041 |
0.0000 |
-1.0% |
0.0000 |
Volume |
97 |
34 |
-63 |
-64.9% |
400 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7832 |
0.7819 |
0.7754 |
|
R3 |
0.7796 |
0.7783 |
0.7744 |
|
R2 |
0.7760 |
0.7760 |
0.7741 |
|
R1 |
0.7747 |
0.7747 |
0.7737 |
0.7754 |
PP |
0.7724 |
0.7724 |
0.7724 |
0.7727 |
S1 |
0.7711 |
0.7711 |
0.7731 |
0.7718 |
S2 |
0.7688 |
0.7688 |
0.7727 |
|
S3 |
0.7652 |
0.7675 |
0.7724 |
|
S4 |
0.7616 |
0.7639 |
0.7714 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7920 |
0.7891 |
0.7747 |
|
R3 |
0.7841 |
0.7812 |
0.7725 |
|
R2 |
0.7762 |
0.7762 |
0.7718 |
|
R1 |
0.7733 |
0.7733 |
0.7711 |
0.7747 |
PP |
0.7683 |
0.7683 |
0.7683 |
0.7690 |
S1 |
0.7654 |
0.7654 |
0.7696 |
0.7668 |
S2 |
0.7604 |
0.7604 |
0.7689 |
|
S3 |
0.7525 |
0.7575 |
0.7682 |
|
S4 |
0.7446 |
0.7496 |
0.7660 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7890 |
2.618 |
0.7831 |
1.618 |
0.7795 |
1.000 |
0.7773 |
0.618 |
0.7759 |
HIGH |
0.7737 |
0.618 |
0.7723 |
0.500 |
0.7719 |
0.382 |
0.7715 |
LOW |
0.7701 |
0.618 |
0.7679 |
1.000 |
0.7665 |
1.618 |
0.7643 |
2.618 |
0.7607 |
4.250 |
0.7548 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7729 |
0.7727 |
PP |
0.7724 |
0.7720 |
S1 |
0.7719 |
0.7712 |
|