CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7420 |
0.7462 |
0.0042 |
0.6% |
0.7300 |
| High |
0.7465 |
0.7485 |
0.0020 |
0.3% |
0.7465 |
| Low |
0.7410 |
0.7445 |
0.0036 |
0.5% |
0.7251 |
| Close |
0.7444 |
0.7483 |
0.0040 |
0.5% |
0.7444 |
| Range |
0.0056 |
0.0040 |
-0.0016 |
-27.9% |
0.0215 |
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
201 |
208 |
7 |
3.5% |
598 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7591 |
0.7577 |
0.7505 |
|
| R3 |
0.7551 |
0.7537 |
0.7494 |
|
| R2 |
0.7511 |
0.7511 |
0.7490 |
|
| R1 |
0.7497 |
0.7497 |
0.7487 |
0.7504 |
| PP |
0.7471 |
0.7471 |
0.7471 |
0.7475 |
| S1 |
0.7457 |
0.7457 |
0.7479 |
0.7464 |
| S2 |
0.7431 |
0.7431 |
0.7476 |
|
| S3 |
0.7391 |
0.7417 |
0.7472 |
|
| S4 |
0.7351 |
0.7377 |
0.7461 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8030 |
0.7951 |
0.7561 |
|
| R3 |
0.7815 |
0.7737 |
0.7502 |
|
| R2 |
0.7601 |
0.7601 |
0.7483 |
|
| R1 |
0.7522 |
0.7522 |
0.7463 |
0.7562 |
| PP |
0.7386 |
0.7386 |
0.7386 |
0.7406 |
| S1 |
0.7308 |
0.7308 |
0.7424 |
0.7347 |
| S2 |
0.7172 |
0.7172 |
0.7404 |
|
| S3 |
0.6957 |
0.7093 |
0.7385 |
|
| S4 |
0.6743 |
0.6879 |
0.7326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7485 |
0.7361 |
0.0124 |
1.7% |
0.0046 |
0.6% |
98% |
True |
False |
146 |
| 10 |
0.7485 |
0.7162 |
0.0324 |
4.3% |
0.0058 |
0.8% |
99% |
True |
False |
104 |
| 20 |
0.7485 |
0.7077 |
0.0408 |
5.5% |
0.0052 |
0.7% |
100% |
True |
False |
68 |
| 40 |
0.7485 |
0.7024 |
0.0461 |
6.2% |
0.0053 |
0.7% |
100% |
True |
False |
48 |
| 60 |
0.7485 |
0.6835 |
0.0650 |
8.7% |
0.0071 |
0.9% |
100% |
True |
False |
76 |
| 80 |
0.7574 |
0.6835 |
0.0739 |
9.9% |
0.0061 |
0.8% |
88% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7655 |
|
2.618 |
0.7590 |
|
1.618 |
0.7550 |
|
1.000 |
0.7525 |
|
0.618 |
0.7510 |
|
HIGH |
0.7485 |
|
0.618 |
0.7470 |
|
0.500 |
0.7465 |
|
0.382 |
0.7460 |
|
LOW |
0.7445 |
|
0.618 |
0.7420 |
|
1.000 |
0.7405 |
|
1.618 |
0.7380 |
|
2.618 |
0.7340 |
|
4.250 |
0.7275 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7477 |
0.7468 |
| PP |
0.7471 |
0.7453 |
| S1 |
0.7465 |
0.7437 |
|