CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7441 |
0.7458 |
0.0017 |
0.2% |
0.7373 |
| High |
0.7463 |
0.7490 |
0.0028 |
0.4% |
0.7409 |
| Low |
0.7419 |
0.7450 |
0.0031 |
0.4% |
0.7332 |
| Close |
0.7456 |
0.7471 |
0.0015 |
0.2% |
0.7368 |
| Range |
0.0044 |
0.0041 |
-0.0003 |
-6.9% |
0.0078 |
| ATR |
0.0047 |
0.0046 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
49 |
213 |
164 |
334.7% |
258 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7592 |
0.7572 |
0.7493 |
|
| R3 |
0.7551 |
0.7531 |
0.7482 |
|
| R2 |
0.7511 |
0.7511 |
0.7478 |
|
| R1 |
0.7491 |
0.7491 |
0.7474 |
0.7501 |
| PP |
0.7470 |
0.7470 |
0.7470 |
0.7475 |
| S1 |
0.7450 |
0.7450 |
0.7467 |
0.7460 |
| S2 |
0.7430 |
0.7430 |
0.7463 |
|
| S3 |
0.7389 |
0.7410 |
0.7459 |
|
| S4 |
0.7349 |
0.7369 |
0.7448 |
|
|
| 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 |
0.7490 |
0.7355 |
0.0135 |
1.8% |
0.0039 |
0.5% |
86% |
True |
False |
81 |
| 10 |
0.7490 |
0.7332 |
0.0159 |
2.1% |
0.0037 |
0.5% |
88% |
True |
False |
67 |
| 20 |
0.7490 |
0.7291 |
0.0200 |
2.7% |
0.0040 |
0.5% |
90% |
True |
False |
69 |
| 40 |
0.7507 |
0.7232 |
0.0276 |
3.7% |
0.0049 |
0.7% |
87% |
False |
False |
93 |
| 60 |
0.7507 |
0.7062 |
0.0445 |
6.0% |
0.0049 |
0.7% |
92% |
False |
False |
73 |
| 80 |
0.7507 |
0.6988 |
0.0520 |
7.0% |
0.0054 |
0.7% |
93% |
False |
False |
63 |
| 100 |
0.7507 |
0.6835 |
0.0672 |
9.0% |
0.0062 |
0.8% |
95% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7662 |
|
2.618 |
0.7596 |
|
1.618 |
0.7556 |
|
1.000 |
0.7531 |
|
0.618 |
0.7515 |
|
HIGH |
0.7490 |
|
0.618 |
0.7475 |
|
0.500 |
0.7470 |
|
0.382 |
0.7465 |
|
LOW |
0.7450 |
|
0.618 |
0.7424 |
|
1.000 |
0.7409 |
|
1.618 |
0.7384 |
|
2.618 |
0.7343 |
|
4.250 |
0.7277 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7470 |
0.7460 |
| PP |
0.7470 |
0.7450 |
| S1 |
0.7470 |
0.7440 |
|