CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 12-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7450 |
0.7325 |
-0.0125 |
-1.7% |
0.7462 |
| High |
0.7459 |
0.7393 |
-0.0067 |
-0.9% |
0.7507 |
| Low |
0.7338 |
0.7320 |
-0.0018 |
-0.2% |
0.7320 |
| Close |
0.7351 |
0.7346 |
-0.0005 |
-0.1% |
0.7346 |
| Range |
0.0121 |
0.0073 |
-0.0049 |
-40.1% |
0.0187 |
| ATR |
0.0065 |
0.0065 |
0.0001 |
0.9% |
0.0000 |
| Volume |
488 |
402 |
-86 |
-17.6% |
1,386 |
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7570 |
0.7530 |
0.7385 |
|
| R3 |
0.7498 |
0.7458 |
0.7365 |
|
| R2 |
0.7425 |
0.7425 |
0.7359 |
|
| R1 |
0.7385 |
0.7385 |
0.7352 |
0.7405 |
| PP |
0.7353 |
0.7353 |
0.7353 |
0.7363 |
| S1 |
0.7313 |
0.7313 |
0.7339 |
0.7333 |
| S2 |
0.7280 |
0.7280 |
0.7332 |
|
| S3 |
0.7208 |
0.7240 |
0.7326 |
|
| S4 |
0.7135 |
0.7168 |
0.7306 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7952 |
0.7836 |
0.7448 |
|
| R3 |
0.7765 |
0.7649 |
0.7397 |
|
| R2 |
0.7578 |
0.7578 |
0.7380 |
|
| R1 |
0.7462 |
0.7462 |
0.7363 |
0.7426 |
| PP |
0.7391 |
0.7391 |
0.7391 |
0.7373 |
| S1 |
0.7275 |
0.7275 |
0.7328 |
0.7239 |
| S2 |
0.7204 |
0.7204 |
0.7311 |
|
| S3 |
0.7017 |
0.7088 |
0.7294 |
|
| S4 |
0.6830 |
0.6901 |
0.7243 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7507 |
0.7320 |
0.0187 |
2.5% |
0.0069 |
0.9% |
14% |
False |
True |
277 |
| 10 |
0.7507 |
0.7251 |
0.0257 |
3.5% |
0.0066 |
0.9% |
37% |
False |
False |
198 |
| 20 |
0.7507 |
0.7089 |
0.0418 |
5.7% |
0.0056 |
0.8% |
61% |
False |
False |
123 |
| 40 |
0.7507 |
0.7024 |
0.0483 |
6.6% |
0.0054 |
0.7% |
67% |
False |
False |
73 |
| 60 |
0.7507 |
0.6835 |
0.0672 |
9.1% |
0.0066 |
0.9% |
76% |
False |
False |
87 |
| 80 |
0.7574 |
0.6835 |
0.0739 |
10.1% |
0.0064 |
0.9% |
69% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7701 |
|
2.618 |
0.7582 |
|
1.618 |
0.7510 |
|
1.000 |
0.7465 |
|
0.618 |
0.7437 |
|
HIGH |
0.7393 |
|
0.618 |
0.7365 |
|
0.500 |
0.7356 |
|
0.382 |
0.7348 |
|
LOW |
0.7320 |
|
0.618 |
0.7275 |
|
1.000 |
0.7248 |
|
1.618 |
0.7203 |
|
2.618 |
0.7130 |
|
4.250 |
0.7012 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7356 |
0.7414 |
| PP |
0.7353 |
0.7391 |
| S1 |
0.7349 |
0.7368 |
|