CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7367 |
0.7406 |
0.0039 |
0.5% |
0.7380 |
| High |
0.7407 |
0.7409 |
0.0003 |
0.0% |
0.7414 |
| Low |
0.7364 |
0.7367 |
0.0003 |
0.0% |
0.7339 |
| Close |
0.7406 |
0.7369 |
-0.0037 |
-0.5% |
0.7361 |
| Range |
0.0043 |
0.0043 |
-0.0001 |
-1.2% |
0.0075 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
40 |
82 |
42 |
105.0% |
370 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7509 |
0.7482 |
0.7392 |
|
| R3 |
0.7467 |
0.7439 |
0.7381 |
|
| R2 |
0.7424 |
0.7424 |
0.7377 |
|
| R1 |
0.7397 |
0.7397 |
0.7373 |
0.7389 |
| PP |
0.7382 |
0.7382 |
0.7382 |
0.7378 |
| S1 |
0.7354 |
0.7354 |
0.7365 |
0.7347 |
| S2 |
0.7339 |
0.7339 |
0.7361 |
|
| S3 |
0.7297 |
0.7312 |
0.7357 |
|
| S4 |
0.7254 |
0.7269 |
0.7346 |
|
|
| 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 |
0.7409 |
0.7332 |
0.0078 |
1.1% |
0.0035 |
0.5% |
48% |
True |
False |
54 |
| 10 |
0.7414 |
0.7332 |
0.0082 |
1.1% |
0.0041 |
0.6% |
46% |
False |
False |
70 |
| 20 |
0.7416 |
0.7291 |
0.0125 |
1.7% |
0.0043 |
0.6% |
63% |
False |
False |
58 |
| 40 |
0.7507 |
0.7122 |
0.0386 |
5.2% |
0.0051 |
0.7% |
64% |
False |
False |
91 |
| 60 |
0.7507 |
0.7042 |
0.0466 |
6.3% |
0.0051 |
0.7% |
70% |
False |
False |
69 |
| 80 |
0.7507 |
0.6896 |
0.0611 |
8.3% |
0.0058 |
0.8% |
77% |
False |
False |
77 |
| 100 |
0.7530 |
0.6835 |
0.0695 |
9.4% |
0.0061 |
0.8% |
77% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7590 |
|
2.618 |
0.7520 |
|
1.618 |
0.7478 |
|
1.000 |
0.7452 |
|
0.618 |
0.7435 |
|
HIGH |
0.7409 |
|
0.618 |
0.7393 |
|
0.500 |
0.7388 |
|
0.382 |
0.7383 |
|
LOW |
0.7367 |
|
0.618 |
0.7340 |
|
1.000 |
0.7324 |
|
1.618 |
0.7298 |
|
2.618 |
0.7255 |
|
4.250 |
0.7186 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7388 |
0.7370 |
| PP |
0.7382 |
0.7370 |
| S1 |
0.7375 |
0.7369 |
|