CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 10-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7398 |
0.7362 |
-0.0036 |
-0.5% |
0.7380 |
| High |
0.7414 |
0.7368 |
-0.0046 |
-0.6% |
0.7414 |
| Low |
0.7360 |
0.7339 |
-0.0021 |
-0.3% |
0.7339 |
| Close |
0.7366 |
0.7361 |
-0.0005 |
-0.1% |
0.7361 |
| Range |
0.0054 |
0.0030 |
-0.0025 |
-45.4% |
0.0075 |
| ATR |
0.0052 |
0.0051 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
135 |
20 |
-115 |
-85.2% |
370 |
|
| Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7444 |
0.7432 |
0.7377 |
|
| R3 |
0.7415 |
0.7403 |
0.7369 |
|
| R2 |
0.7385 |
0.7385 |
0.7366 |
|
| R1 |
0.7373 |
0.7373 |
0.7364 |
0.7365 |
| PP |
0.7356 |
0.7356 |
0.7356 |
0.7352 |
| S1 |
0.7344 |
0.7344 |
0.7358 |
0.7335 |
| S2 |
0.7326 |
0.7326 |
0.7356 |
|
| S3 |
0.7297 |
0.7314 |
0.7353 |
|
| S4 |
0.7267 |
0.7285 |
0.7345 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7596 |
0.7554 |
0.7402 |
|
| R3 |
0.7521 |
0.7479 |
0.7382 |
|
| R2 |
0.7446 |
0.7446 |
0.7375 |
|
| R1 |
0.7404 |
0.7404 |
0.7368 |
0.7387 |
| PP |
0.7371 |
0.7371 |
0.7371 |
0.7363 |
| S1 |
0.7329 |
0.7329 |
0.7354 |
0.7312 |
| S2 |
0.7296 |
0.7296 |
0.7347 |
|
| S3 |
0.7221 |
0.7254 |
0.7340 |
|
| S4 |
0.7146 |
0.7179 |
0.7320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7414 |
0.7339 |
0.0075 |
1.0% |
0.0046 |
0.6% |
30% |
False |
True |
74 |
| 10 |
0.7414 |
0.7291 |
0.0123 |
1.7% |
0.0043 |
0.6% |
57% |
False |
False |
66 |
| 20 |
0.7416 |
0.7291 |
0.0125 |
1.7% |
0.0048 |
0.7% |
56% |
False |
False |
71 |
| 40 |
0.7507 |
0.7077 |
0.0430 |
5.8% |
0.0052 |
0.7% |
66% |
False |
False |
87 |
| 60 |
0.7507 |
0.7024 |
0.0483 |
6.6% |
0.0052 |
0.7% |
70% |
False |
False |
66 |
| 80 |
0.7507 |
0.6835 |
0.0672 |
9.1% |
0.0064 |
0.9% |
78% |
False |
False |
80 |
| 100 |
0.7574 |
0.6835 |
0.0739 |
10.0% |
0.0060 |
0.8% |
71% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7493 |
|
2.618 |
0.7445 |
|
1.618 |
0.7416 |
|
1.000 |
0.7398 |
|
0.618 |
0.7386 |
|
HIGH |
0.7368 |
|
0.618 |
0.7357 |
|
0.500 |
0.7353 |
|
0.382 |
0.7350 |
|
LOW |
0.7339 |
|
0.618 |
0.7320 |
|
1.000 |
0.7309 |
|
1.618 |
0.7291 |
|
2.618 |
0.7261 |
|
4.250 |
0.7213 |
|
|
| Fisher Pivots for day following 10-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7358 |
0.7376 |
| PP |
0.7356 |
0.7371 |
| S1 |
0.7353 |
0.7366 |
|