CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 02-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.7709 |
0.7729 |
0.0020 |
0.3% |
0.7660 |
High |
0.7737 |
0.7745 |
0.0008 |
0.1% |
0.7712 |
Low |
0.7701 |
0.7722 |
0.0021 |
0.3% |
0.7633 |
Close |
0.7734 |
0.7742 |
0.0008 |
0.1% |
0.7704 |
Range |
0.0036 |
0.0024 |
-0.0013 |
-34.7% |
0.0079 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
34 |
32 |
-2 |
-5.9% |
400 |
|
Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7807 |
0.7798 |
0.7755 |
|
R3 |
0.7783 |
0.7774 |
0.7748 |
|
R2 |
0.7760 |
0.7760 |
0.7746 |
|
R1 |
0.7751 |
0.7751 |
0.7744 |
0.7755 |
PP |
0.7736 |
0.7736 |
0.7736 |
0.7738 |
S1 |
0.7727 |
0.7727 |
0.7740 |
0.7732 |
S2 |
0.7713 |
0.7713 |
0.7738 |
|
S3 |
0.7689 |
0.7704 |
0.7736 |
|
S4 |
0.7666 |
0.7680 |
0.7729 |
|
|
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 |
0.7845 |
2.618 |
0.7807 |
1.618 |
0.7783 |
1.000 |
0.7769 |
0.618 |
0.7760 |
HIGH |
0.7745 |
0.618 |
0.7736 |
0.500 |
0.7733 |
0.382 |
0.7730 |
LOW |
0.7722 |
0.618 |
0.7707 |
1.000 |
0.7698 |
1.618 |
0.7683 |
2.618 |
0.7660 |
4.250 |
0.7622 |
|
|
Fisher Pivots for day following 02-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7739 |
0.7735 |
PP |
0.7736 |
0.7728 |
S1 |
0.7733 |
0.7721 |
|