CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7454 |
0.7450 |
-0.0004 |
-0.1% |
0.7300 |
| High |
0.7507 |
0.7459 |
-0.0048 |
-0.6% |
0.7465 |
| Low |
0.7445 |
0.7338 |
-0.0107 |
-1.4% |
0.7251 |
| Close |
0.7475 |
0.7351 |
-0.0124 |
-1.7% |
0.7444 |
| Range |
0.0063 |
0.0121 |
0.0059 |
93.6% |
0.0215 |
| ATR |
0.0059 |
0.0065 |
0.0006 |
9.4% |
0.0000 |
| Volume |
136 |
488 |
352 |
258.8% |
598 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7746 |
0.7669 |
0.7417 |
|
| R3 |
0.7625 |
0.7548 |
0.7384 |
|
| R2 |
0.7504 |
0.7504 |
0.7373 |
|
| R1 |
0.7427 |
0.7427 |
0.7362 |
0.7405 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7371 |
| S1 |
0.7306 |
0.7306 |
0.7339 |
0.7284 |
| S2 |
0.7262 |
0.7262 |
0.7328 |
|
| S3 |
0.7141 |
0.7185 |
0.7317 |
|
| S4 |
0.7020 |
0.7064 |
0.7284 |
|
|
| 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 |
0.7338 |
0.0169 |
2.3% |
0.0066 |
0.9% |
7% |
False |
True |
237 |
| 10 |
0.7507 |
0.7232 |
0.0276 |
3.7% |
0.0064 |
0.9% |
43% |
False |
False |
165 |
| 20 |
0.7507 |
0.7077 |
0.0430 |
5.8% |
0.0055 |
0.7% |
64% |
False |
False |
103 |
| 40 |
0.7507 |
0.7024 |
0.0483 |
6.6% |
0.0054 |
0.7% |
68% |
False |
False |
64 |
| 60 |
0.7507 |
0.6835 |
0.0672 |
9.1% |
0.0069 |
0.9% |
77% |
False |
False |
83 |
| 80 |
0.7574 |
0.6835 |
0.0739 |
10.0% |
0.0063 |
0.9% |
70% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7973 |
|
2.618 |
0.7776 |
|
1.618 |
0.7655 |
|
1.000 |
0.7580 |
|
0.618 |
0.7534 |
|
HIGH |
0.7459 |
|
0.618 |
0.7413 |
|
0.500 |
0.7399 |
|
0.382 |
0.7384 |
|
LOW |
0.7338 |
|
0.618 |
0.7263 |
|
1.000 |
0.7217 |
|
1.618 |
0.7142 |
|
2.618 |
0.7021 |
|
4.250 |
0.6824 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7399 |
0.7423 |
| PP |
0.7383 |
0.7399 |
| S1 |
0.7367 |
0.7375 |
|