CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 02-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7300 |
0.7361 |
0.0061 |
0.8% |
0.7162 |
| High |
0.7372 |
0.7413 |
0.0041 |
0.6% |
0.7287 |
| Low |
0.7251 |
0.7361 |
0.0111 |
1.5% |
0.7162 |
| Close |
0.7365 |
0.7398 |
0.0033 |
0.4% |
0.7257 |
| Range |
0.0122 |
0.0052 |
-0.0070 |
-57.2% |
0.0126 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
72 |
108 |
36 |
50.0% |
240 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7547 |
0.7524 |
0.7427 |
|
| R3 |
0.7495 |
0.7472 |
0.7412 |
|
| R2 |
0.7443 |
0.7443 |
0.7408 |
|
| R1 |
0.7420 |
0.7420 |
0.7403 |
0.7432 |
| PP |
0.7391 |
0.7391 |
0.7391 |
0.7396 |
| S1 |
0.7368 |
0.7368 |
0.7393 |
0.7380 |
| S2 |
0.7339 |
0.7339 |
0.7388 |
|
| S3 |
0.7287 |
0.7316 |
0.7384 |
|
| S4 |
0.7235 |
0.7264 |
0.7369 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7612 |
0.7560 |
0.7326 |
|
| R3 |
0.7486 |
0.7434 |
0.7291 |
|
| R2 |
0.7361 |
0.7361 |
0.7280 |
|
| R1 |
0.7309 |
0.7309 |
0.7268 |
0.7335 |
| PP |
0.7235 |
0.7235 |
0.7235 |
0.7248 |
| S1 |
0.7183 |
0.7183 |
0.7245 |
0.7209 |
| S2 |
0.7110 |
0.7110 |
0.7233 |
|
| S3 |
0.6984 |
0.7058 |
0.7222 |
|
| S4 |
0.6859 |
0.6932 |
0.7187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7413 |
0.7232 |
0.0182 |
2.5% |
0.0059 |
0.8% |
92% |
True |
False |
73 |
| 10 |
0.7413 |
0.7122 |
0.0292 |
3.9% |
0.0054 |
0.7% |
95% |
True |
False |
63 |
| 20 |
0.7413 |
0.7062 |
0.0351 |
4.7% |
0.0053 |
0.7% |
96% |
True |
False |
40 |
| 40 |
0.7413 |
0.7024 |
0.0389 |
5.3% |
0.0056 |
0.8% |
96% |
True |
False |
35 |
| 60 |
0.7413 |
0.6835 |
0.0578 |
7.8% |
0.0073 |
1.0% |
97% |
True |
False |
72 |
| 80 |
0.7574 |
0.6835 |
0.0739 |
10.0% |
0.0059 |
0.8% |
76% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7634 |
|
2.618 |
0.7549 |
|
1.618 |
0.7497 |
|
1.000 |
0.7465 |
|
0.618 |
0.7445 |
|
HIGH |
0.7413 |
|
0.618 |
0.7393 |
|
0.500 |
0.7387 |
|
0.382 |
0.7381 |
|
LOW |
0.7361 |
|
0.618 |
0.7329 |
|
1.000 |
0.7309 |
|
1.618 |
0.7277 |
|
2.618 |
0.7225 |
|
4.250 |
0.7140 |
|
|
| Fisher Pivots for day following 02-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7394 |
0.7373 |
| PP |
0.7391 |
0.7348 |
| S1 |
0.7387 |
0.7322 |
|