CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 24-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7641 |
0.7686 |
0.0045 |
0.6% |
0.7649 |
| High |
0.7665 |
0.7697 |
0.0033 |
0.4% |
0.7677 |
| Low |
0.7639 |
0.7655 |
0.0016 |
0.2% |
0.7631 |
| Close |
0.7650 |
0.7693 |
0.0044 |
0.6% |
0.7641 |
| Range |
0.0026 |
0.0043 |
0.0017 |
66.7% |
0.0046 |
| ATR |
|
|
|
|
|
| Volume |
1 |
61 |
60 |
6,000.0% |
53 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7809 |
0.7794 |
0.7716 |
|
| R3 |
0.7767 |
0.7751 |
0.7705 |
|
| R2 |
0.7724 |
0.7724 |
0.7701 |
|
| R1 |
0.7709 |
0.7709 |
0.7697 |
0.7716 |
| PP |
0.7682 |
0.7682 |
0.7682 |
0.7685 |
| S1 |
0.7666 |
0.7666 |
0.7689 |
0.7674 |
| S2 |
0.7639 |
0.7639 |
0.7685 |
|
| S3 |
0.7597 |
0.7624 |
0.7681 |
|
| S4 |
0.7554 |
0.7581 |
0.7670 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7787 |
0.7760 |
0.7666 |
|
| R3 |
0.7741 |
0.7714 |
0.7653 |
|
| R2 |
0.7695 |
0.7695 |
0.7649 |
|
| R1 |
0.7668 |
0.7668 |
0.7645 |
0.7659 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7645 |
| S1 |
0.7622 |
0.7622 |
0.7636 |
0.7613 |
| S2 |
0.7603 |
0.7603 |
0.7632 |
|
| S3 |
0.7557 |
0.7576 |
0.7628 |
|
| S4 |
0.7511 |
0.7530 |
0.7615 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7878 |
|
2.618 |
0.7808 |
|
1.618 |
0.7766 |
|
1.000 |
0.7740 |
|
0.618 |
0.7723 |
|
HIGH |
0.7697 |
|
0.618 |
0.7681 |
|
0.500 |
0.7676 |
|
0.382 |
0.7671 |
|
LOW |
0.7655 |
|
0.618 |
0.7628 |
|
1.000 |
0.7612 |
|
1.618 |
0.7586 |
|
2.618 |
0.7543 |
|
4.250 |
0.7474 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7687 |
0.7685 |
| PP |
0.7682 |
0.7676 |
| S1 |
0.7676 |
0.7668 |
|