CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7358 |
0.7380 |
0.0022 |
0.3% |
0.7310 |
| High |
0.7375 |
0.7398 |
0.0024 |
0.3% |
0.7384 |
| Low |
0.7343 |
0.7366 |
0.0023 |
0.3% |
0.7302 |
| Close |
0.7358 |
0.7387 |
0.0029 |
0.4% |
0.7358 |
| Range |
0.0032 |
0.0033 |
0.0001 |
3.2% |
0.0082 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
86 |
77 |
-9 |
-10.5% |
193 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7481 |
0.7466 |
0.7404 |
|
| R3 |
0.7448 |
0.7434 |
0.7395 |
|
| R2 |
0.7416 |
0.7416 |
0.7392 |
|
| R1 |
0.7401 |
0.7401 |
0.7389 |
0.7409 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7387 |
| S1 |
0.7369 |
0.7369 |
0.7384 |
0.7376 |
| S2 |
0.7351 |
0.7351 |
0.7381 |
|
| S3 |
0.7318 |
0.7336 |
0.7378 |
|
| S4 |
0.7286 |
0.7304 |
0.7369 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7594 |
0.7558 |
0.7403 |
|
| R3 |
0.7512 |
0.7476 |
0.7381 |
|
| R2 |
0.7430 |
0.7430 |
0.7373 |
|
| R1 |
0.7394 |
0.7394 |
0.7366 |
0.7412 |
| PP |
0.7348 |
0.7348 |
0.7348 |
0.7357 |
| S1 |
0.7312 |
0.7312 |
0.7350 |
0.7330 |
| S2 |
0.7266 |
0.7266 |
0.7343 |
|
| S3 |
0.7184 |
0.7230 |
0.7335 |
|
| S4 |
0.7102 |
0.7148 |
0.7313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7398 |
0.7302 |
0.0097 |
1.3% |
0.0037 |
0.5% |
88% |
True |
False |
54 |
| 10 |
0.7416 |
0.7291 |
0.0125 |
1.7% |
0.0043 |
0.6% |
77% |
False |
False |
53 |
| 20 |
0.7507 |
0.7291 |
0.0217 |
2.9% |
0.0052 |
0.7% |
44% |
False |
False |
105 |
| 40 |
0.7507 |
0.7077 |
0.0430 |
5.8% |
0.0051 |
0.7% |
72% |
False |
False |
82 |
| 60 |
0.7507 |
0.7024 |
0.0483 |
6.5% |
0.0053 |
0.7% |
75% |
False |
False |
65 |
| 80 |
0.7507 |
0.6835 |
0.0672 |
9.1% |
0.0067 |
0.9% |
82% |
False |
False |
81 |
| 100 |
0.7574 |
0.6835 |
0.0739 |
10.0% |
0.0059 |
0.8% |
75% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7536 |
|
2.618 |
0.7483 |
|
1.618 |
0.7451 |
|
1.000 |
0.7431 |
|
0.618 |
0.7418 |
|
HIGH |
0.7398 |
|
0.618 |
0.7386 |
|
0.500 |
0.7382 |
|
0.382 |
0.7378 |
|
LOW |
0.7366 |
|
0.618 |
0.7345 |
|
1.000 |
0.7333 |
|
1.618 |
0.7313 |
|
2.618 |
0.7280 |
|
4.250 |
0.7227 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7385 |
0.7381 |
| PP |
0.7383 |
0.7376 |
| S1 |
0.7382 |
0.7371 |
|