CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7358 |
0.7398 |
0.0040 |
0.5% |
0.7310 |
| High |
0.7413 |
0.7414 |
0.0001 |
0.0% |
0.7384 |
| Low |
0.7343 |
0.7360 |
0.0017 |
0.2% |
0.7302 |
| Close |
0.7410 |
0.7366 |
-0.0044 |
-0.6% |
0.7358 |
| Range |
0.0071 |
0.0054 |
-0.0017 |
-23.4% |
0.0082 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.2% |
0.0000 |
| Volume |
82 |
135 |
53 |
64.6% |
193 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7542 |
0.7508 |
0.7395 |
|
| R3 |
0.7488 |
0.7454 |
0.7380 |
|
| R2 |
0.7434 |
0.7434 |
0.7375 |
|
| R1 |
0.7400 |
0.7400 |
0.7370 |
0.7390 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7375 |
| S1 |
0.7346 |
0.7346 |
0.7361 |
0.7336 |
| S2 |
0.7326 |
0.7326 |
0.7356 |
|
| S3 |
0.7272 |
0.7292 |
0.7351 |
|
| S4 |
0.7218 |
0.7238 |
0.7336 |
|
|
| 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 |
0.7414 |
0.7343 |
0.0071 |
1.0% |
0.0047 |
0.6% |
32% |
True |
False |
87 |
| 10 |
0.7414 |
0.7291 |
0.0123 |
1.7% |
0.0044 |
0.6% |
61% |
True |
False |
70 |
| 20 |
0.7459 |
0.7291 |
0.0169 |
2.3% |
0.0053 |
0.7% |
45% |
False |
False |
94 |
| 40 |
0.7507 |
0.7077 |
0.0430 |
5.8% |
0.0052 |
0.7% |
67% |
False |
False |
87 |
| 60 |
0.7507 |
0.7024 |
0.0483 |
6.6% |
0.0054 |
0.7% |
71% |
False |
False |
67 |
| 80 |
0.7507 |
0.6835 |
0.0672 |
9.1% |
0.0065 |
0.9% |
79% |
False |
False |
81 |
| 100 |
0.7574 |
0.6835 |
0.0739 |
10.0% |
0.0060 |
0.8% |
72% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7643 |
|
2.618 |
0.7555 |
|
1.618 |
0.7501 |
|
1.000 |
0.7468 |
|
0.618 |
0.7447 |
|
HIGH |
0.7414 |
|
0.618 |
0.7393 |
|
0.500 |
0.7387 |
|
0.382 |
0.7380 |
|
LOW |
0.7360 |
|
0.618 |
0.7326 |
|
1.000 |
0.7306 |
|
1.618 |
0.7272 |
|
2.618 |
0.7218 |
|
4.250 |
0.7130 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7387 |
0.7378 |
| PP |
0.7380 |
0.7374 |
| S1 |
0.7373 |
0.7370 |
|