CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7342 |
0.7385 |
0.0043 |
0.6% |
0.7343 |
| High |
0.7398 |
0.7416 |
0.0018 |
0.2% |
0.7406 |
| Low |
0.7338 |
0.7371 |
0.0033 |
0.4% |
0.7310 |
| Close |
0.7395 |
0.7387 |
-0.0009 |
-0.1% |
0.7353 |
| Range |
0.0060 |
0.0045 |
-0.0015 |
-25.2% |
0.0096 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
33 |
30 |
-3 |
-9.1% |
190 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7525 |
0.7500 |
0.7411 |
|
| R3 |
0.7480 |
0.7456 |
0.7399 |
|
| R2 |
0.7436 |
0.7436 |
0.7395 |
|
| R1 |
0.7411 |
0.7411 |
0.7391 |
0.7423 |
| PP |
0.7391 |
0.7391 |
0.7391 |
0.7397 |
| S1 |
0.7367 |
0.7367 |
0.7382 |
0.7379 |
| S2 |
0.7347 |
0.7347 |
0.7378 |
|
| S3 |
0.7302 |
0.7322 |
0.7374 |
|
| S4 |
0.7258 |
0.7278 |
0.7362 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7644 |
0.7594 |
0.7405 |
|
| R3 |
0.7548 |
0.7498 |
0.7379 |
|
| R2 |
0.7452 |
0.7452 |
0.7370 |
|
| R1 |
0.7402 |
0.7402 |
0.7361 |
0.7427 |
| PP |
0.7356 |
0.7356 |
0.7356 |
0.7368 |
| S1 |
0.7306 |
0.7306 |
0.7344 |
0.7331 |
| S2 |
0.7260 |
0.7260 |
0.7335 |
|
| S3 |
0.7164 |
0.7210 |
0.7326 |
|
| S4 |
0.7068 |
0.7114 |
0.7300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7416 |
0.7338 |
0.0078 |
1.0% |
0.0047 |
0.6% |
63% |
True |
False |
36 |
| 10 |
0.7507 |
0.7310 |
0.0198 |
2.7% |
0.0063 |
0.8% |
39% |
False |
False |
127 |
| 20 |
0.7507 |
0.7232 |
0.0276 |
3.7% |
0.0057 |
0.8% |
56% |
False |
False |
121 |
| 40 |
0.7507 |
0.7062 |
0.0445 |
6.0% |
0.0054 |
0.7% |
73% |
False |
False |
74 |
| 60 |
0.7507 |
0.6988 |
0.0520 |
7.0% |
0.0059 |
0.8% |
77% |
False |
False |
72 |
| 80 |
0.7507 |
0.6835 |
0.0672 |
9.1% |
0.0067 |
0.9% |
82% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7605 |
|
2.618 |
0.7532 |
|
1.618 |
0.7488 |
|
1.000 |
0.7460 |
|
0.618 |
0.7443 |
|
HIGH |
0.7416 |
|
0.618 |
0.7399 |
|
0.500 |
0.7393 |
|
0.382 |
0.7388 |
|
LOW |
0.7371 |
|
0.618 |
0.7343 |
|
1.000 |
0.7327 |
|
1.618 |
0.7299 |
|
2.618 |
0.7254 |
|
4.250 |
0.7182 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7393 |
0.7383 |
| PP |
0.7391 |
0.7380 |
| S1 |
0.7389 |
0.7377 |
|