CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7455 |
0.7492 |
0.0037 |
0.5% |
0.7364 |
| High |
0.7488 |
0.7503 |
0.0015 |
0.2% |
0.7490 |
| Low |
0.7455 |
0.7462 |
0.0007 |
0.1% |
0.7355 |
| Close |
0.7487 |
0.7486 |
-0.0001 |
0.0% |
0.7452 |
| Range |
0.0033 |
0.0041 |
0.0008 |
24.2% |
0.0135 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
65 |
321 |
256 |
393.8% |
632 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7606 |
0.7587 |
0.7509 |
|
| R3 |
0.7565 |
0.7546 |
0.7497 |
|
| R2 |
0.7524 |
0.7524 |
0.7494 |
|
| R1 |
0.7505 |
0.7505 |
0.7490 |
0.7494 |
| PP |
0.7483 |
0.7483 |
0.7483 |
0.7478 |
| S1 |
0.7464 |
0.7464 |
0.7482 |
0.7453 |
| S2 |
0.7442 |
0.7442 |
0.7478 |
|
| S3 |
0.7401 |
0.7423 |
0.7475 |
|
| S4 |
0.7360 |
0.7382 |
0.7463 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7837 |
0.7779 |
0.7526 |
|
| R3 |
0.7702 |
0.7644 |
0.7489 |
|
| R2 |
0.7567 |
0.7567 |
0.7476 |
|
| R1 |
0.7509 |
0.7509 |
0.7464 |
0.7538 |
| PP |
0.7432 |
0.7432 |
0.7432 |
0.7447 |
| S1 |
0.7374 |
0.7374 |
0.7439 |
0.7403 |
| S2 |
0.7297 |
0.7297 |
0.7427 |
|
| S3 |
0.7162 |
0.7239 |
0.7414 |
|
| S4 |
0.7027 |
0.7104 |
0.7377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7503 |
0.7419 |
0.0084 |
1.1% |
0.0039 |
0.5% |
80% |
True |
False |
176 |
| 10 |
0.7503 |
0.7355 |
0.0148 |
2.0% |
0.0039 |
0.5% |
89% |
True |
False |
114 |
| 20 |
0.7503 |
0.7302 |
0.0201 |
2.7% |
0.0041 |
0.5% |
92% |
True |
False |
90 |
| 40 |
0.7507 |
0.7291 |
0.0217 |
2.9% |
0.0047 |
0.6% |
90% |
False |
False |
105 |
| 60 |
0.7507 |
0.7062 |
0.0445 |
5.9% |
0.0049 |
0.7% |
95% |
False |
False |
81 |
| 80 |
0.7507 |
0.7024 |
0.0483 |
6.5% |
0.0051 |
0.7% |
96% |
False |
False |
69 |
| 100 |
0.7507 |
0.6835 |
0.0672 |
9.0% |
0.0062 |
0.8% |
97% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7677 |
|
2.618 |
0.7610 |
|
1.618 |
0.7569 |
|
1.000 |
0.7544 |
|
0.618 |
0.7528 |
|
HIGH |
0.7503 |
|
0.618 |
0.7487 |
|
0.500 |
0.7482 |
|
0.382 |
0.7477 |
|
LOW |
0.7462 |
|
0.618 |
0.7436 |
|
1.000 |
0.7421 |
|
1.618 |
0.7395 |
|
2.618 |
0.7354 |
|
4.250 |
0.7287 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7485 |
0.7481 |
| PP |
0.7483 |
0.7476 |
| S1 |
0.7482 |
0.7471 |
|