CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 17-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.7875 |
0.7852 |
-0.0023 |
-0.3% |
0.7829 |
High |
0.7875 |
0.7886 |
0.0012 |
0.1% |
0.7874 |
Low |
0.7826 |
0.7849 |
0.0024 |
0.3% |
0.7798 |
Close |
0.7847 |
0.7863 |
0.0016 |
0.2% |
0.7836 |
Range |
0.0049 |
0.0037 |
-0.0012 |
-24.5% |
0.0076 |
ATR |
0.0044 |
0.0044 |
0.0000 |
-0.8% |
0.0000 |
Volume |
35 |
27 |
-8 |
-22.9% |
1,045 |
|
Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7977 |
0.7957 |
0.7883 |
|
R3 |
0.7940 |
0.7920 |
0.7873 |
|
R2 |
0.7903 |
0.7903 |
0.7869 |
|
R1 |
0.7883 |
0.7883 |
0.7866 |
0.7893 |
PP |
0.7866 |
0.7866 |
0.7866 |
0.7871 |
S1 |
0.7846 |
0.7846 |
0.7859 |
0.7856 |
S2 |
0.7829 |
0.7829 |
0.7856 |
|
S3 |
0.7792 |
0.7809 |
0.7852 |
|
S4 |
0.7755 |
0.7772 |
0.7842 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8064 |
0.8026 |
0.7877 |
|
R3 |
0.7988 |
0.7950 |
0.7856 |
|
R2 |
0.7912 |
0.7912 |
0.7849 |
|
R1 |
0.7874 |
0.7874 |
0.7842 |
0.7893 |
PP |
0.7836 |
0.7836 |
0.7836 |
0.7845 |
S1 |
0.7798 |
0.7798 |
0.7829 |
0.7817 |
S2 |
0.7760 |
0.7760 |
0.7822 |
|
S3 |
0.7684 |
0.7722 |
0.7815 |
|
S4 |
0.7608 |
0.7646 |
0.7794 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8043 |
2.618 |
0.7983 |
1.618 |
0.7946 |
1.000 |
0.7923 |
0.618 |
0.7909 |
HIGH |
0.7886 |
0.618 |
0.7872 |
0.500 |
0.7868 |
0.382 |
0.7863 |
LOW |
0.7849 |
0.618 |
0.7826 |
1.000 |
0.7812 |
1.618 |
0.7789 |
2.618 |
0.7752 |
4.250 |
0.7692 |
|
|
Fisher Pivots for day following 17-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7868 |
0.7860 |
PP |
0.7866 |
0.7858 |
S1 |
0.7864 |
0.7856 |
|