CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7330 |
0.7310 |
-0.0021 |
-0.3% |
0.7342 |
| High |
0.7339 |
0.7329 |
-0.0010 |
-0.1% |
0.7416 |
| Low |
0.7291 |
0.7302 |
0.0011 |
0.2% |
0.7291 |
| Close |
0.7324 |
0.7308 |
-0.0017 |
-0.2% |
0.7324 |
| Range |
0.0048 |
0.0027 |
-0.0021 |
-43.8% |
0.0125 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
105 |
23 |
-82 |
-78.1% |
268 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7394 |
0.7378 |
0.7322 |
|
| R3 |
0.7367 |
0.7351 |
0.7315 |
|
| R2 |
0.7340 |
0.7340 |
0.7312 |
|
| R1 |
0.7324 |
0.7324 |
0.7310 |
0.7318 |
| PP |
0.7313 |
0.7313 |
0.7313 |
0.7310 |
| S1 |
0.7297 |
0.7297 |
0.7305 |
0.7291 |
| S2 |
0.7286 |
0.7286 |
0.7303 |
|
| S3 |
0.7259 |
0.7270 |
0.7300 |
|
| S4 |
0.7232 |
0.7243 |
0.7293 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7718 |
0.7646 |
0.7393 |
|
| R3 |
0.7593 |
0.7521 |
0.7358 |
|
| R2 |
0.7468 |
0.7468 |
0.7347 |
|
| R1 |
0.7396 |
0.7396 |
0.7335 |
0.7370 |
| PP |
0.7343 |
0.7343 |
0.7343 |
0.7330 |
| S1 |
0.7271 |
0.7271 |
0.7313 |
0.7245 |
| S2 |
0.7218 |
0.7218 |
0.7301 |
|
| S3 |
0.7093 |
0.7146 |
0.7290 |
|
| S4 |
0.6968 |
0.7021 |
0.7255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7416 |
0.7291 |
0.0125 |
1.7% |
0.0042 |
0.6% |
14% |
False |
False |
51 |
| 10 |
0.7416 |
0.7291 |
0.0125 |
1.7% |
0.0046 |
0.6% |
14% |
False |
False |
44 |
| 20 |
0.7507 |
0.7291 |
0.0217 |
3.0% |
0.0054 |
0.7% |
8% |
False |
False |
119 |
| 40 |
0.7507 |
0.7062 |
0.0445 |
6.1% |
0.0053 |
0.7% |
55% |
False |
False |
77 |
| 60 |
0.7507 |
0.7024 |
0.0483 |
6.6% |
0.0055 |
0.8% |
59% |
False |
False |
61 |
| 80 |
0.7507 |
0.6835 |
0.0672 |
9.2% |
0.0067 |
0.9% |
70% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7443 |
|
2.618 |
0.7399 |
|
1.618 |
0.7372 |
|
1.000 |
0.7356 |
|
0.618 |
0.7345 |
|
HIGH |
0.7329 |
|
0.618 |
0.7318 |
|
0.500 |
0.7315 |
|
0.382 |
0.7312 |
|
LOW |
0.7302 |
|
0.618 |
0.7285 |
|
1.000 |
0.7275 |
|
1.618 |
0.7258 |
|
2.618 |
0.7231 |
|
4.250 |
0.7187 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7315 |
0.7320 |
| PP |
0.7313 |
0.7316 |
| S1 |
0.7310 |
0.7312 |
|