CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7406 |
0.7365 |
-0.0041 |
-0.5% |
0.7373 |
| High |
0.7409 |
0.7373 |
-0.0037 |
-0.5% |
0.7409 |
| Low |
0.7367 |
0.7362 |
-0.0005 |
-0.1% |
0.7332 |
| Close |
0.7369 |
0.7368 |
-0.0001 |
0.0% |
0.7368 |
| Range |
0.0043 |
0.0011 |
-0.0032 |
-74.1% |
0.0078 |
| ATR |
0.0049 |
0.0046 |
-0.0003 |
-5.5% |
0.0000 |
| Volume |
82 |
7 |
-75 |
-91.5% |
258 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7400 |
0.7395 |
0.7374 |
|
| R3 |
0.7389 |
0.7384 |
0.7371 |
|
| R2 |
0.7378 |
0.7378 |
0.7370 |
|
| R1 |
0.7373 |
0.7373 |
0.7369 |
0.7376 |
| PP |
0.7367 |
0.7367 |
0.7367 |
0.7369 |
| S1 |
0.7362 |
0.7362 |
0.7367 |
0.7365 |
| S2 |
0.7356 |
0.7356 |
0.7366 |
|
| S3 |
0.7345 |
0.7351 |
0.7365 |
|
| S4 |
0.7334 |
0.7340 |
0.7362 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7602 |
0.7563 |
0.7411 |
|
| R3 |
0.7525 |
0.7485 |
0.7389 |
|
| R2 |
0.7447 |
0.7447 |
0.7382 |
|
| R1 |
0.7408 |
0.7408 |
0.7375 |
0.7389 |
| PP |
0.7370 |
0.7370 |
0.7370 |
0.7360 |
| S1 |
0.7330 |
0.7330 |
0.7361 |
0.7311 |
| S2 |
0.7292 |
0.7292 |
0.7354 |
|
| S3 |
0.7215 |
0.7253 |
0.7347 |
|
| S4 |
0.7137 |
0.7175 |
0.7325 |
|
|
| 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% |
0.0032 |
0.4% |
47% |
False |
False |
51 |
| 10 |
0.7414 |
0.7332 |
0.0082 |
1.1% |
0.0039 |
0.5% |
45% |
False |
False |
62 |
| 20 |
0.7416 |
0.7291 |
0.0125 |
1.7% |
0.0041 |
0.6% |
62% |
False |
False |
56 |
| 40 |
0.7507 |
0.7122 |
0.0386 |
5.2% |
0.0050 |
0.7% |
64% |
False |
False |
91 |
| 60 |
0.7507 |
0.7058 |
0.0449 |
6.1% |
0.0050 |
0.7% |
69% |
False |
False |
68 |
| 80 |
0.7507 |
0.6950 |
0.0557 |
7.6% |
0.0057 |
0.8% |
75% |
False |
False |
76 |
| 100 |
0.7520 |
0.6835 |
0.0685 |
9.3% |
0.0061 |
0.8% |
78% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7419 |
|
2.618 |
0.7401 |
|
1.618 |
0.7390 |
|
1.000 |
0.7384 |
|
0.618 |
0.7379 |
|
HIGH |
0.7373 |
|
0.618 |
0.7368 |
|
0.500 |
0.7367 |
|
0.382 |
0.7366 |
|
LOW |
0.7362 |
|
0.618 |
0.7355 |
|
1.000 |
0.7351 |
|
1.618 |
0.7344 |
|
2.618 |
0.7333 |
|
4.250 |
0.7315 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7368 |
0.7385 |
| PP |
0.7367 |
0.7380 |
| S1 |
0.7367 |
0.7374 |
|