CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7349 |
0.7367 |
0.0018 |
0.2% |
0.7380 |
| High |
0.7355 |
0.7407 |
0.0052 |
0.7% |
0.7414 |
| Low |
0.7332 |
0.7364 |
0.0032 |
0.4% |
0.7339 |
| Close |
0.7344 |
0.7406 |
0.0062 |
0.8% |
0.7361 |
| Range |
0.0024 |
0.0043 |
0.0020 |
83.0% |
0.0075 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.1% |
0.0000 |
| Volume |
108 |
40 |
-68 |
-63.0% |
370 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7521 |
0.7507 |
0.7430 |
|
| R3 |
0.7478 |
0.7464 |
0.7418 |
|
| R2 |
0.7435 |
0.7435 |
0.7414 |
|
| R1 |
0.7421 |
0.7421 |
0.7410 |
0.7428 |
| PP |
0.7392 |
0.7392 |
0.7392 |
0.7396 |
| S1 |
0.7378 |
0.7378 |
0.7402 |
0.7385 |
| S2 |
0.7349 |
0.7349 |
0.7398 |
|
| S3 |
0.7306 |
0.7335 |
0.7394 |
|
| S4 |
0.7263 |
0.7292 |
0.7382 |
|
|
| 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% |
0.0038 |
0.5% |
91% |
False |
False |
64 |
| 10 |
0.7414 |
0.7332 |
0.0082 |
1.1% |
0.0040 |
0.5% |
91% |
False |
False |
66 |
| 20 |
0.7416 |
0.7291 |
0.0125 |
1.7% |
0.0043 |
0.6% |
92% |
False |
False |
55 |
| 40 |
0.7507 |
0.7122 |
0.0386 |
5.2% |
0.0051 |
0.7% |
74% |
False |
False |
90 |
| 60 |
0.7507 |
0.7024 |
0.0483 |
6.5% |
0.0051 |
0.7% |
79% |
False |
False |
68 |
| 80 |
0.7507 |
0.6890 |
0.0617 |
8.3% |
0.0058 |
0.8% |
84% |
False |
False |
78 |
| 100 |
0.7530 |
0.6835 |
0.0695 |
9.4% |
0.0060 |
0.8% |
82% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7589 |
|
2.618 |
0.7519 |
|
1.618 |
0.7476 |
|
1.000 |
0.7450 |
|
0.618 |
0.7433 |
|
HIGH |
0.7407 |
|
0.618 |
0.7390 |
|
0.500 |
0.7385 |
|
0.382 |
0.7380 |
|
LOW |
0.7364 |
|
0.618 |
0.7337 |
|
1.000 |
0.7321 |
|
1.618 |
0.7294 |
|
2.618 |
0.7251 |
|
4.250 |
0.7181 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7399 |
0.7394 |
| PP |
0.7392 |
0.7381 |
| S1 |
0.7385 |
0.7369 |
|