CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 16-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7343 |
0.7387 |
0.0044 |
0.6% |
0.7462 |
| High |
0.7383 |
0.7406 |
0.0023 |
0.3% |
0.7507 |
| Low |
0.7310 |
0.7343 |
0.0034 |
0.5% |
0.7320 |
| Close |
0.7376 |
0.7373 |
-0.0004 |
0.0% |
0.7346 |
| Range |
0.0074 |
0.0063 |
-0.0011 |
-15.0% |
0.0187 |
| ATR |
0.0066 |
0.0065 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
38 |
33 |
-5 |
-13.2% |
1,386 |
|
| Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7561 |
0.7529 |
0.7407 |
|
| R3 |
0.7499 |
0.7467 |
0.7390 |
|
| R2 |
0.7436 |
0.7436 |
0.7384 |
|
| R1 |
0.7404 |
0.7404 |
0.7378 |
0.7389 |
| PP |
0.7374 |
0.7374 |
0.7374 |
0.7366 |
| S1 |
0.7342 |
0.7342 |
0.7367 |
0.7327 |
| S2 |
0.7311 |
0.7311 |
0.7361 |
|
| S3 |
0.7249 |
0.7279 |
0.7355 |
|
| S4 |
0.7186 |
0.7217 |
0.7338 |
|
|
| 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% |
0.0078 |
1.1% |
32% |
False |
False |
219 |
| 10 |
0.7507 |
0.7310 |
0.0198 |
2.7% |
0.0062 |
0.8% |
32% |
False |
False |
187 |
| 20 |
0.7507 |
0.7122 |
0.0386 |
5.2% |
0.0058 |
0.8% |
65% |
False |
False |
125 |
| 40 |
0.7507 |
0.7024 |
0.0483 |
6.6% |
0.0055 |
0.8% |
72% |
False |
False |
74 |
| 60 |
0.7507 |
0.6890 |
0.0617 |
8.4% |
0.0064 |
0.9% |
78% |
False |
False |
85 |
| 80 |
0.7530 |
0.6835 |
0.0695 |
9.4% |
0.0065 |
0.9% |
77% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7671 |
|
2.618 |
0.7569 |
|
1.618 |
0.7507 |
|
1.000 |
0.7468 |
|
0.618 |
0.7444 |
|
HIGH |
0.7406 |
|
0.618 |
0.7382 |
|
0.500 |
0.7374 |
|
0.382 |
0.7367 |
|
LOW |
0.7343 |
|
0.618 |
0.7304 |
|
1.000 |
0.7281 |
|
1.618 |
0.7242 |
|
2.618 |
0.7179 |
|
4.250 |
0.7077 |
|
|
| Fisher Pivots for day following 16-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7374 |
0.7368 |
| PP |
0.7374 |
0.7363 |
| S1 |
0.7373 |
0.7358 |
|