CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7325 |
0.7343 |
0.0018 |
0.2% |
0.7462 |
| High |
0.7393 |
0.7383 |
-0.0010 |
-0.1% |
0.7507 |
| Low |
0.7320 |
0.7310 |
-0.0011 |
-0.1% |
0.7320 |
| Close |
0.7346 |
0.7376 |
0.0031 |
0.4% |
0.7346 |
| Range |
0.0073 |
0.0074 |
0.0001 |
1.4% |
0.0187 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
0.9% |
0.0000 |
| Volume |
402 |
38 |
-364 |
-90.5% |
1,386 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7577 |
0.7550 |
0.7416 |
|
| R3 |
0.7503 |
0.7476 |
0.7396 |
|
| R2 |
0.7430 |
0.7430 |
0.7389 |
|
| R1 |
0.7403 |
0.7403 |
0.7383 |
0.7416 |
| PP |
0.7356 |
0.7356 |
0.7356 |
0.7363 |
| S1 |
0.7329 |
0.7329 |
0.7369 |
0.7343 |
| S2 |
0.7283 |
0.7283 |
0.7363 |
|
| S3 |
0.7209 |
0.7256 |
0.7356 |
|
| S4 |
0.7136 |
0.7182 |
0.7336 |
|
|
| 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 |
0.7310 |
0.0198 |
2.7% |
0.0076 |
1.0% |
34% |
False |
True |
243 |
| 10 |
0.7507 |
0.7310 |
0.0198 |
2.7% |
0.0061 |
0.8% |
34% |
False |
True |
195 |
| 20 |
0.7507 |
0.7116 |
0.0392 |
5.3% |
0.0058 |
0.8% |
67% |
False |
False |
125 |
| 40 |
0.7507 |
0.7024 |
0.0483 |
6.5% |
0.0055 |
0.7% |
73% |
False |
False |
73 |
| 60 |
0.7507 |
0.6890 |
0.0617 |
8.4% |
0.0065 |
0.9% |
79% |
False |
False |
87 |
| 80 |
0.7574 |
0.6835 |
0.0739 |
10.0% |
0.0064 |
0.9% |
73% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7695 |
|
2.618 |
0.7575 |
|
1.618 |
0.7502 |
|
1.000 |
0.7457 |
|
0.618 |
0.7428 |
|
HIGH |
0.7383 |
|
0.618 |
0.7355 |
|
0.500 |
0.7346 |
|
0.382 |
0.7338 |
|
LOW |
0.7310 |
|
0.618 |
0.7264 |
|
1.000 |
0.7236 |
|
1.618 |
0.7191 |
|
2.618 |
0.7117 |
|
4.250 |
0.6997 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7366 |
0.7384 |
| PP |
0.7356 |
0.7382 |
| S1 |
0.7346 |
0.7379 |
|