CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 03-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7361 |
0.7389 |
0.0028 |
0.4% |
0.7162 |
| High |
0.7413 |
0.7419 |
0.0006 |
0.1% |
0.7287 |
| Low |
0.7361 |
0.7371 |
0.0010 |
0.1% |
0.7162 |
| Close |
0.7398 |
0.7415 |
0.0017 |
0.2% |
0.7257 |
| Range |
0.0052 |
0.0048 |
-0.0004 |
-7.7% |
0.0126 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
108 |
123 |
15 |
13.9% |
240 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7546 |
0.7528 |
0.7441 |
|
| R3 |
0.7498 |
0.7480 |
0.7428 |
|
| R2 |
0.7450 |
0.7450 |
0.7424 |
|
| R1 |
0.7432 |
0.7432 |
0.7419 |
0.7441 |
| PP |
0.7402 |
0.7402 |
0.7402 |
0.7406 |
| S1 |
0.7384 |
0.7384 |
0.7411 |
0.7393 |
| S2 |
0.7354 |
0.7354 |
0.7406 |
|
| S3 |
0.7306 |
0.7336 |
0.7402 |
|
| S4 |
0.7258 |
0.7288 |
0.7389 |
|
|
| 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 |
0.7419 |
0.7232 |
0.0188 |
2.5% |
0.0059 |
0.8% |
98% |
True |
False |
77 |
| 10 |
0.7419 |
0.7122 |
0.0298 |
4.0% |
0.0055 |
0.7% |
99% |
True |
False |
71 |
| 20 |
0.7419 |
0.7062 |
0.0357 |
4.8% |
0.0053 |
0.7% |
99% |
True |
False |
46 |
| 40 |
0.7419 |
0.7024 |
0.0395 |
5.3% |
0.0055 |
0.7% |
99% |
True |
False |
38 |
| 60 |
0.7419 |
0.6835 |
0.0584 |
7.9% |
0.0072 |
1.0% |
99% |
True |
False |
73 |
| 80 |
0.7574 |
0.6835 |
0.0739 |
10.0% |
0.0059 |
0.8% |
79% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7623 |
|
2.618 |
0.7545 |
|
1.618 |
0.7497 |
|
1.000 |
0.7467 |
|
0.618 |
0.7449 |
|
HIGH |
0.7419 |
|
0.618 |
0.7401 |
|
0.500 |
0.7395 |
|
0.382 |
0.7389 |
|
LOW |
0.7371 |
|
0.618 |
0.7341 |
|
1.000 |
0.7323 |
|
1.618 |
0.7293 |
|
2.618 |
0.7245 |
|
4.250 |
0.7167 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7408 |
0.7388 |
| PP |
0.7402 |
0.7362 |
| S1 |
0.7395 |
0.7335 |
|