CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7364 |
0.7397 |
0.0034 |
0.5% |
0.7373 |
| High |
0.7394 |
0.7450 |
0.0056 |
0.8% |
0.7409 |
| Low |
0.7355 |
0.7390 |
0.0035 |
0.5% |
0.7332 |
| Close |
0.7391 |
0.7444 |
0.0053 |
0.7% |
0.7368 |
| Range |
0.0039 |
0.0061 |
0.0022 |
55.1% |
0.0078 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.3% |
0.0000 |
| Volume |
38 |
100 |
62 |
163.2% |
258 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7609 |
0.7587 |
0.7477 |
|
| R3 |
0.7549 |
0.7527 |
0.7461 |
|
| R2 |
0.7488 |
0.7488 |
0.7455 |
|
| R1 |
0.7466 |
0.7466 |
0.7450 |
0.7477 |
| PP |
0.7428 |
0.7428 |
0.7428 |
0.7433 |
| S1 |
0.7406 |
0.7406 |
0.7438 |
0.7417 |
| S2 |
0.7367 |
0.7367 |
0.7433 |
|
| S3 |
0.7307 |
0.7345 |
0.7427 |
|
| S4 |
0.7246 |
0.7285 |
0.7411 |
|
|
| 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 |
0.7450 |
0.7355 |
0.0095 |
1.3% |
0.0039 |
0.5% |
94% |
True |
False |
53 |
| 10 |
0.7450 |
0.7332 |
0.0119 |
1.6% |
0.0041 |
0.6% |
95% |
True |
False |
63 |
| 20 |
0.7450 |
0.7291 |
0.0160 |
2.1% |
0.0041 |
0.6% |
96% |
True |
False |
59 |
| 40 |
0.7507 |
0.7162 |
0.0346 |
4.6% |
0.0051 |
0.7% |
82% |
False |
False |
91 |
| 60 |
0.7507 |
0.7062 |
0.0445 |
6.0% |
0.0050 |
0.7% |
86% |
False |
False |
70 |
| 80 |
0.7507 |
0.6988 |
0.0520 |
7.0% |
0.0055 |
0.7% |
88% |
False |
False |
69 |
| 100 |
0.7507 |
0.6835 |
0.0672 |
9.0% |
0.0061 |
0.8% |
91% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7707 |
|
2.618 |
0.7608 |
|
1.618 |
0.7548 |
|
1.000 |
0.7511 |
|
0.618 |
0.7487 |
|
HIGH |
0.7450 |
|
0.618 |
0.7427 |
|
0.500 |
0.7420 |
|
0.382 |
0.7413 |
|
LOW |
0.7390 |
|
0.618 |
0.7352 |
|
1.000 |
0.7329 |
|
1.618 |
0.7292 |
|
2.618 |
0.7231 |
|
4.250 |
0.7132 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7436 |
0.7430 |
| PP |
0.7428 |
0.7416 |
| S1 |
0.7420 |
0.7403 |
|