CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7388 |
0.7366 |
-0.0022 |
-0.3% |
0.7462 |
| High |
0.7402 |
0.7397 |
-0.0005 |
-0.1% |
0.7507 |
| Low |
0.7359 |
0.7347 |
-0.0012 |
-0.2% |
0.7320 |
| Close |
0.7374 |
0.7353 |
-0.0021 |
-0.3% |
0.7346 |
| Range |
0.0043 |
0.0050 |
0.0007 |
16.3% |
0.0187 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
26 |
57 |
31 |
119.2% |
1,386 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7515 |
0.7484 |
0.7381 |
|
| R3 |
0.7465 |
0.7434 |
0.7367 |
|
| R2 |
0.7415 |
0.7415 |
0.7362 |
|
| R1 |
0.7384 |
0.7384 |
0.7358 |
0.7375 |
| PP |
0.7365 |
0.7365 |
0.7365 |
0.7361 |
| S1 |
0.7334 |
0.7334 |
0.7348 |
0.7325 |
| S2 |
0.7315 |
0.7315 |
0.7344 |
|
| S3 |
0.7265 |
0.7284 |
0.7339 |
|
| S4 |
0.7215 |
0.7234 |
0.7326 |
|
|
| 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 |
0.7406 |
0.7310 |
0.0096 |
1.3% |
0.0060 |
0.8% |
45% |
False |
False |
111 |
| 10 |
0.7507 |
0.7310 |
0.0198 |
2.7% |
0.0063 |
0.9% |
22% |
False |
False |
174 |
| 20 |
0.7507 |
0.7122 |
0.0386 |
5.2% |
0.0059 |
0.8% |
60% |
False |
False |
127 |
| 40 |
0.7507 |
0.7058 |
0.0449 |
6.1% |
0.0055 |
0.7% |
66% |
False |
False |
75 |
| 60 |
0.7507 |
0.6950 |
0.0557 |
7.6% |
0.0062 |
0.8% |
72% |
False |
False |
82 |
| 80 |
0.7520 |
0.6835 |
0.0685 |
9.3% |
0.0066 |
0.9% |
76% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7609 |
|
2.618 |
0.7527 |
|
1.618 |
0.7477 |
|
1.000 |
0.7447 |
|
0.618 |
0.7427 |
|
HIGH |
0.7397 |
|
0.618 |
0.7377 |
|
0.500 |
0.7372 |
|
0.382 |
0.7366 |
|
LOW |
0.7347 |
|
0.618 |
0.7316 |
|
1.000 |
0.7297 |
|
1.618 |
0.7266 |
|
2.618 |
0.7216 |
|
4.250 |
0.7134 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7372 |
0.7374 |
| PP |
0.7365 |
0.7367 |
| S1 |
0.7359 |
0.7360 |
|