CME Canadian Dollar Future September 2021
Trading Metrics calculated at close of trading on 11-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
0.7870 |
0.7827 |
-0.0044 |
-0.6% |
0.7810 |
High |
0.7874 |
0.7865 |
-0.0009 |
-0.1% |
0.7874 |
Low |
0.7805 |
0.7825 |
0.0021 |
0.3% |
0.7799 |
Close |
0.7851 |
0.7835 |
-0.0016 |
-0.2% |
0.7835 |
Range |
0.0069 |
0.0040 |
-0.0029 |
-42.0% |
0.0075 |
ATR |
0.0034 |
0.0035 |
0.0000 |
1.2% |
0.0000 |
Volume |
7 |
16 |
9 |
128.6% |
123 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7962 |
0.7938 |
0.7857 |
|
R3 |
0.7922 |
0.7898 |
0.7846 |
|
R2 |
0.7882 |
0.7882 |
0.7842 |
|
R1 |
0.7858 |
0.7858 |
0.7839 |
0.7870 |
PP |
0.7842 |
0.7842 |
0.7842 |
0.7848 |
S1 |
0.7818 |
0.7818 |
0.7831 |
0.7830 |
S2 |
0.7802 |
0.7802 |
0.7828 |
|
S3 |
0.7762 |
0.7778 |
0.7824 |
|
S4 |
0.7722 |
0.7738 |
0.7813 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8059 |
0.8022 |
0.7876 |
|
R3 |
0.7985 |
0.7947 |
0.7855 |
|
R2 |
0.7910 |
0.7910 |
0.7849 |
|
R1 |
0.7873 |
0.7873 |
0.7842 |
0.7892 |
PP |
0.7836 |
0.7836 |
0.7836 |
0.7845 |
S1 |
0.7798 |
0.7798 |
0.7828 |
0.7817 |
S2 |
0.7761 |
0.7761 |
0.7821 |
|
S3 |
0.7687 |
0.7724 |
0.7815 |
|
S4 |
0.7612 |
0.7649 |
0.7794 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8035 |
2.618 |
0.7970 |
1.618 |
0.7930 |
1.000 |
0.7905 |
0.618 |
0.7890 |
HIGH |
0.7865 |
0.618 |
0.7850 |
0.500 |
0.7845 |
0.382 |
0.7840 |
LOW |
0.7825 |
0.618 |
0.7800 |
1.000 |
0.7785 |
1.618 |
0.7760 |
2.618 |
0.7720 |
4.250 |
0.7655 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7845 |
0.7836 |
PP |
0.7842 |
0.7836 |
S1 |
0.7838 |
0.7835 |
|