CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 10-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2020 |
10-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7440 |
0.7454 |
0.0014 |
0.2% |
0.7300 |
| High |
0.7468 |
0.7507 |
0.0040 |
0.5% |
0.7465 |
| Low |
0.7418 |
0.7445 |
0.0027 |
0.4% |
0.7251 |
| Close |
0.7467 |
0.7475 |
0.0008 |
0.1% |
0.7444 |
| Range |
0.0050 |
0.0063 |
0.0013 |
26.3% |
0.0215 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.5% |
0.0000 |
| Volume |
152 |
136 |
-16 |
-10.5% |
598 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7663 |
0.7631 |
0.7509 |
|
| R3 |
0.7600 |
0.7569 |
0.7492 |
|
| R2 |
0.7538 |
0.7538 |
0.7486 |
|
| R1 |
0.7506 |
0.7506 |
0.7480 |
0.7522 |
| PP |
0.7475 |
0.7475 |
0.7475 |
0.7483 |
| S1 |
0.7444 |
0.7444 |
0.7469 |
0.7460 |
| S2 |
0.7413 |
0.7413 |
0.7463 |
|
| S3 |
0.7350 |
0.7381 |
0.7457 |
|
| S4 |
0.7288 |
0.7319 |
0.7440 |
|
|
| 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 |
0.7507 |
0.7390 |
0.0118 |
1.6% |
0.0048 |
0.6% |
72% |
True |
False |
158 |
| 10 |
0.7507 |
0.7232 |
0.0276 |
3.7% |
0.0054 |
0.7% |
88% |
True |
False |
117 |
| 20 |
0.7507 |
0.7077 |
0.0430 |
5.8% |
0.0051 |
0.7% |
92% |
True |
False |
80 |
| 40 |
0.7507 |
0.7024 |
0.0483 |
6.5% |
0.0054 |
0.7% |
93% |
True |
False |
53 |
| 60 |
0.7507 |
0.6835 |
0.0672 |
9.0% |
0.0069 |
0.9% |
95% |
True |
False |
76 |
| 80 |
0.7574 |
0.6835 |
0.0739 |
9.9% |
0.0062 |
0.8% |
87% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7773 |
|
2.618 |
0.7671 |
|
1.618 |
0.7608 |
|
1.000 |
0.7570 |
|
0.618 |
0.7546 |
|
HIGH |
0.7507 |
|
0.618 |
0.7483 |
|
0.500 |
0.7476 |
|
0.382 |
0.7468 |
|
LOW |
0.7445 |
|
0.618 |
0.7406 |
|
1.000 |
0.7382 |
|
1.618 |
0.7343 |
|
2.618 |
0.7281 |
|
4.250 |
0.7179 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7476 |
0.7471 |
| PP |
0.7475 |
0.7467 |
| S1 |
0.7475 |
0.7463 |
|