CME Canadian Dollar Future June 2021
Trading Metrics calculated at close of trading on 31-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.7807 |
0.7842 |
0.0035 |
0.4% |
0.7810 |
High |
0.7846 |
0.7867 |
0.0021 |
0.3% |
0.7810 |
Low |
0.7800 |
0.7833 |
0.0033 |
0.4% |
0.7723 |
Close |
0.7837 |
0.7835 |
-0.0003 |
0.0% |
0.7808 |
Range |
0.0046 |
0.0034 |
-0.0013 |
-27.2% |
0.0087 |
ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
55 |
29 |
-26 |
-47.3% |
377 |
|
Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7945 |
0.7923 |
0.7853 |
|
R3 |
0.7912 |
0.7890 |
0.7844 |
|
R2 |
0.7878 |
0.7878 |
0.7841 |
|
R1 |
0.7856 |
0.7856 |
0.7838 |
0.7851 |
PP |
0.7845 |
0.7845 |
0.7845 |
0.7842 |
S1 |
0.7823 |
0.7823 |
0.7831 |
0.7817 |
S2 |
0.7811 |
0.7811 |
0.7828 |
|
S3 |
0.7778 |
0.7789 |
0.7825 |
|
S4 |
0.7744 |
0.7756 |
0.7816 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8041 |
0.8012 |
0.7856 |
|
R3 |
0.7954 |
0.7925 |
0.7832 |
|
R2 |
0.7867 |
0.7867 |
0.7824 |
|
R1 |
0.7838 |
0.7838 |
0.7816 |
0.7809 |
PP |
0.7780 |
0.7780 |
0.7780 |
0.7766 |
S1 |
0.7751 |
0.7751 |
0.7800 |
0.7722 |
S2 |
0.7693 |
0.7693 |
0.7792 |
|
S3 |
0.7606 |
0.7664 |
0.7784 |
|
S4 |
0.7519 |
0.7577 |
0.7760 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8009 |
2.618 |
0.7954 |
1.618 |
0.7921 |
1.000 |
0.7900 |
0.618 |
0.7887 |
HIGH |
0.7867 |
0.618 |
0.7854 |
0.500 |
0.7850 |
0.382 |
0.7846 |
LOW |
0.7833 |
0.618 |
0.7812 |
1.000 |
0.7800 |
1.618 |
0.7779 |
2.618 |
0.7745 |
4.250 |
0.7691 |
|
|
Fisher Pivots for day following 31-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7850 |
0.7832 |
PP |
0.7845 |
0.7830 |
S1 |
0.7840 |
0.7827 |
|