CME Canadian Dollar Future September 2021
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7686 |
0.7707 |
0.0021 |
0.3% |
0.7641 |
| High |
0.7710 |
0.7736 |
0.0027 |
0.3% |
0.7710 |
| Low |
0.7686 |
0.7698 |
0.0012 |
0.2% |
0.7639 |
| Close |
0.7704 |
0.7720 |
0.0016 |
0.2% |
0.7704 |
| Range |
0.0024 |
0.0038 |
0.0015 |
61.7% |
0.0071 |
| ATR |
0.0031 |
0.0031 |
0.0001 |
1.7% |
0.0000 |
| Volume |
2 |
9 |
7 |
350.0% |
66 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7832 |
0.7814 |
0.7740 |
|
| R3 |
0.7794 |
0.7776 |
0.7730 |
|
| R2 |
0.7756 |
0.7756 |
0.7726 |
|
| R1 |
0.7738 |
0.7738 |
0.7723 |
0.7747 |
| PP |
0.7718 |
0.7718 |
0.7718 |
0.7722 |
| S1 |
0.7700 |
0.7700 |
0.7716 |
0.7709 |
| S2 |
0.7680 |
0.7680 |
0.7713 |
|
| S3 |
0.7642 |
0.7662 |
0.7709 |
|
| S4 |
0.7604 |
0.7624 |
0.7699 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7896 |
0.7870 |
0.7743 |
|
| R3 |
0.7825 |
0.7800 |
0.7723 |
|
| R2 |
0.7755 |
0.7755 |
0.7717 |
|
| R1 |
0.7729 |
0.7729 |
0.7710 |
0.7742 |
| PP |
0.7684 |
0.7684 |
0.7684 |
0.7691 |
| S1 |
0.7659 |
0.7659 |
0.7698 |
0.7672 |
| S2 |
0.7614 |
0.7614 |
0.7691 |
|
| S3 |
0.7543 |
0.7588 |
0.7685 |
|
| S4 |
0.7473 |
0.7518 |
0.7665 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7898 |
|
2.618 |
0.7835 |
|
1.618 |
0.7797 |
|
1.000 |
0.7774 |
|
0.618 |
0.7759 |
|
HIGH |
0.7736 |
|
0.618 |
0.7721 |
|
0.500 |
0.7717 |
|
0.382 |
0.7713 |
|
LOW |
0.7698 |
|
0.618 |
0.7675 |
|
1.000 |
0.7660 |
|
1.618 |
0.7637 |
|
2.618 |
0.7599 |
|
4.250 |
0.7537 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7719 |
0.7716 |
| PP |
0.7718 |
0.7713 |
| S1 |
0.7717 |
0.7710 |
|