CME Canadian Dollar Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jul-2020 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jul-2020 | 
                    14-Jul-2020 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7373 | 
                        0.7349 | 
                        -0.0024 | 
                        -0.3% | 
                        0.7380 | 
                     
                    
                        | High | 
                        0.7389 | 
                        0.7355 | 
                        -0.0034 | 
                        -0.5% | 
                        0.7414 | 
                     
                    
                        | Low | 
                        0.7351 | 
                        0.7332 | 
                        -0.0020 | 
                        -0.3% | 
                        0.7339 | 
                     
                    
                        | Close | 
                        0.7362 | 
                        0.7344 | 
                        -0.0018 | 
                        -0.2% | 
                        0.7361 | 
                     
                    
                        | Range | 
                        0.0038 | 
                        0.0024 | 
                        -0.0014 | 
                        -37.3% | 
                        0.0075 | 
                     
                    
                        | ATR | 
                        0.0050 | 
                        0.0048 | 
                        -0.0001 | 
                        -2.8% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        21 | 
                        108 | 
                        87 | 
                        414.3% | 
                        370 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jul-2020 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7414 | 
                0.7403 | 
                0.7357 | 
                 | 
             
            
                | R3 | 
                0.7391 | 
                0.7379 | 
                0.7350 | 
                 | 
             
            
                | R2 | 
                0.7367 | 
                0.7367 | 
                0.7348 | 
                 | 
             
            
                | R1 | 
                0.7356 | 
                0.7356 | 
                0.7346 | 
                0.7350 | 
             
            
                | PP | 
                0.7344 | 
                0.7344 | 
                0.7344 | 
                0.7341 | 
             
            
                | S1 | 
                0.7332 | 
                0.7332 | 
                0.7342 | 
                0.7326 | 
             
            
                | S2 | 
                0.7320 | 
                0.7320 | 
                0.7340 | 
                 | 
             
            
                | S3 | 
                0.7297 | 
                0.7309 | 
                0.7338 | 
                 | 
             
            
                | S4 | 
                0.7273 | 
                0.7285 | 
                0.7331 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                0.7332 | 
                0.0082 | 
                1.1% | 
                0.0043 | 
                0.6% | 
                15% | 
                False | 
                True | 
                73 | 
                 
                
                | 10 | 
                0.7414 | 
                0.7302 | 
                0.0112 | 
                1.5% | 
                0.0042 | 
                0.6% | 
                38% | 
                False | 
                False | 
                66 | 
                 
                
                | 20 | 
                0.7416 | 
                0.7291 | 
                0.0125 | 
                1.7% | 
                0.0044 | 
                0.6% | 
                43% | 
                False | 
                False | 
                55 | 
                 
                
                | 40 | 
                0.7507 | 
                0.7116 | 
                0.0392 | 
                5.3% | 
                0.0051 | 
                0.7% | 
                58% | 
                False | 
                False | 
                90 | 
                 
                
                | 60 | 
                0.7507 | 
                0.7024 | 
                0.0483 | 
                6.6% | 
                0.0051 | 
                0.7% | 
                66% | 
                False | 
                False | 
                67 | 
                 
                
                | 80 | 
                0.7507 | 
                0.6890 | 
                0.0617 | 
                8.4% | 
                0.0060 | 
                0.8% | 
                74% | 
                False | 
                False | 
                79 | 
                 
                
                | 100 | 
                0.7574 | 
                0.6835 | 
                0.0739 | 
                10.1% | 
                0.0060 | 
                0.8% | 
                69% | 
                False | 
                False | 
                78 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7455 | 
         
        
            | 
2.618             | 
            0.7417 | 
         
        
            | 
1.618             | 
            0.7393 | 
         
        
            | 
1.000             | 
            0.7379 | 
         
        
            | 
0.618             | 
            0.7370 | 
         
        
            | 
HIGH             | 
            0.7355 | 
         
        
            | 
0.618             | 
            0.7346 | 
         
        
            | 
0.500             | 
            0.7343 | 
         
        
            | 
0.382             | 
            0.7340 | 
         
        
            | 
LOW             | 
            0.7332 | 
         
        
            | 
0.618             | 
            0.7317 | 
         
        
            | 
1.000             | 
            0.7308 | 
         
        
            | 
1.618             | 
            0.7293 | 
         
        
            | 
2.618             | 
            0.7270 | 
         
        
            | 
4.250             | 
            0.7232 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jul-2020 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7344 | 
                                0.7360 | 
                             
                            
                                | PP | 
                                0.7344 | 
                                0.7355 | 
                             
                            
                                | S1 | 
                                0.7343 | 
                                0.7349 | 
                             
             
         |