CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 01-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.7707 |
0.7720 |
0.0014 |
0.2% |
0.7641 |
High |
0.7736 |
0.7738 |
0.0002 |
0.0% |
0.7710 |
Low |
0.7698 |
0.7704 |
0.0006 |
0.1% |
0.7639 |
Close |
0.7720 |
0.7735 |
0.0015 |
0.2% |
0.7704 |
Range |
0.0038 |
0.0035 |
-0.0004 |
-9.2% |
0.0071 |
ATR |
0.0031 |
0.0031 |
0.0000 |
0.8% |
0.0000 |
Volume |
9 |
15 |
6 |
66.7% |
66 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7829 |
0.7816 |
0.7753 |
|
R3 |
0.7794 |
0.7782 |
0.7744 |
|
R2 |
0.7760 |
0.7760 |
0.7741 |
|
R1 |
0.7747 |
0.7747 |
0.7738 |
0.7754 |
PP |
0.7725 |
0.7725 |
0.7725 |
0.7729 |
S1 |
0.7713 |
0.7713 |
0.7731 |
0.7719 |
S2 |
0.7691 |
0.7691 |
0.7728 |
|
S3 |
0.7656 |
0.7678 |
0.7725 |
|
S4 |
0.7622 |
0.7644 |
0.7716 |
|
|
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 |
0.7885 |
2.618 |
0.7828 |
1.618 |
0.7794 |
1.000 |
0.7773 |
0.618 |
0.7759 |
HIGH |
0.7738 |
0.618 |
0.7725 |
0.500 |
0.7721 |
0.382 |
0.7717 |
LOW |
0.7704 |
0.618 |
0.7682 |
1.000 |
0.7669 |
1.618 |
0.7648 |
2.618 |
0.7613 |
4.250 |
0.7557 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7730 |
0.7727 |
PP |
0.7725 |
0.7720 |
S1 |
0.7721 |
0.7712 |
|