CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 05-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7406 |
0.7420 |
0.0014 |
0.2% |
0.7300 |
| High |
0.7424 |
0.7465 |
0.0041 |
0.6% |
0.7465 |
| Low |
0.7390 |
0.7410 |
0.0020 |
0.3% |
0.7251 |
| Close |
0.7405 |
0.7444 |
0.0039 |
0.5% |
0.7444 |
| Range |
0.0035 |
0.0056 |
0.0021 |
60.9% |
0.0215 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.1% |
0.0000 |
| Volume |
94 |
201 |
107 |
113.8% |
598 |
|
| Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7606 |
0.7580 |
0.7474 |
|
| R3 |
0.7550 |
0.7525 |
0.7459 |
|
| R2 |
0.7495 |
0.7495 |
0.7454 |
|
| R1 |
0.7469 |
0.7469 |
0.7449 |
0.7482 |
| PP |
0.7439 |
0.7439 |
0.7439 |
0.7446 |
| S1 |
0.7414 |
0.7414 |
0.7438 |
0.7427 |
| S2 |
0.7384 |
0.7384 |
0.7433 |
|
| S3 |
0.7328 |
0.7358 |
0.7428 |
|
| S4 |
0.7273 |
0.7303 |
0.7413 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8030 |
0.7951 |
0.7561 |
|
| R3 |
0.7815 |
0.7737 |
0.7502 |
|
| R2 |
0.7601 |
0.7601 |
0.7483 |
|
| R1 |
0.7522 |
0.7522 |
0.7463 |
0.7562 |
| PP |
0.7386 |
0.7386 |
0.7386 |
0.7406 |
| S1 |
0.7308 |
0.7308 |
0.7424 |
0.7347 |
| S2 |
0.7172 |
0.7172 |
0.7404 |
|
| S3 |
0.6957 |
0.7093 |
0.7385 |
|
| S4 |
0.6743 |
0.6879 |
0.7326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7465 |
0.7251 |
0.0215 |
2.9% |
0.0062 |
0.8% |
90% |
True |
False |
119 |
| 10 |
0.7465 |
0.7122 |
0.0344 |
4.6% |
0.0057 |
0.8% |
94% |
True |
False |
84 |
| 20 |
0.7465 |
0.7077 |
0.0388 |
5.2% |
0.0051 |
0.7% |
94% |
True |
False |
59 |
| 40 |
0.7465 |
0.7024 |
0.0441 |
5.9% |
0.0054 |
0.7% |
95% |
True |
False |
45 |
| 60 |
0.7465 |
0.6835 |
0.0630 |
8.5% |
0.0072 |
1.0% |
97% |
True |
False |
73 |
| 80 |
0.7574 |
0.6835 |
0.0739 |
9.9% |
0.0060 |
0.8% |
82% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7701 |
|
2.618 |
0.7610 |
|
1.618 |
0.7555 |
|
1.000 |
0.7521 |
|
0.618 |
0.7499 |
|
HIGH |
0.7465 |
|
0.618 |
0.7444 |
|
0.500 |
0.7437 |
|
0.382 |
0.7431 |
|
LOW |
0.7410 |
|
0.618 |
0.7375 |
|
1.000 |
0.7354 |
|
1.618 |
0.7320 |
|
2.618 |
0.7264 |
|
4.250 |
0.7174 |
|
|
| Fisher Pivots for day following 05-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7441 |
0.7435 |
| PP |
0.7439 |
0.7427 |
| S1 |
0.7437 |
0.7418 |
|