CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 09-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7462 |
0.7440 |
-0.0022 |
-0.3% |
0.7300 |
| High |
0.7485 |
0.7468 |
-0.0018 |
-0.2% |
0.7465 |
| Low |
0.7445 |
0.7418 |
-0.0027 |
-0.4% |
0.7251 |
| Close |
0.7483 |
0.7467 |
-0.0016 |
-0.2% |
0.7444 |
| Range |
0.0040 |
0.0050 |
0.0010 |
23.8% |
0.0215 |
| ATR |
0.0058 |
0.0059 |
0.0000 |
0.8% |
0.0000 |
| Volume |
208 |
152 |
-56 |
-26.9% |
598 |
|
| Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7599 |
0.7583 |
0.7494 |
|
| R3 |
0.7550 |
0.7533 |
0.7481 |
|
| R2 |
0.7500 |
0.7500 |
0.7476 |
|
| R1 |
0.7484 |
0.7484 |
0.7472 |
0.7492 |
| PP |
0.7451 |
0.7451 |
0.7451 |
0.7455 |
| S1 |
0.7434 |
0.7434 |
0.7462 |
0.7443 |
| S2 |
0.7401 |
0.7401 |
0.7458 |
|
| S3 |
0.7352 |
0.7385 |
0.7453 |
|
| S4 |
0.7302 |
0.7335 |
0.7440 |
|
|
| 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 |
0.7371 |
0.0114 |
1.5% |
0.0046 |
0.6% |
84% |
False |
False |
155 |
| 10 |
0.7485 |
0.7232 |
0.0254 |
3.4% |
0.0052 |
0.7% |
93% |
False |
False |
114 |
| 20 |
0.7485 |
0.7077 |
0.0408 |
5.5% |
0.0051 |
0.7% |
96% |
False |
False |
74 |
| 40 |
0.7485 |
0.7024 |
0.0461 |
6.2% |
0.0053 |
0.7% |
96% |
False |
False |
52 |
| 60 |
0.7485 |
0.6835 |
0.0650 |
8.7% |
0.0070 |
0.9% |
97% |
False |
False |
77 |
| 80 |
0.7574 |
0.6835 |
0.0739 |
9.9% |
0.0061 |
0.8% |
86% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7678 |
|
2.618 |
0.7597 |
|
1.618 |
0.7548 |
|
1.000 |
0.7517 |
|
0.618 |
0.7498 |
|
HIGH |
0.7468 |
|
0.618 |
0.7449 |
|
0.500 |
0.7443 |
|
0.382 |
0.7437 |
|
LOW |
0.7418 |
|
0.618 |
0.7387 |
|
1.000 |
0.7369 |
|
1.618 |
0.7338 |
|
2.618 |
0.7288 |
|
4.250 |
0.7208 |
|
|
| Fisher Pivots for day following 09-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7459 |
0.7460 |
| PP |
0.7451 |
0.7454 |
| S1 |
0.7443 |
0.7447 |
|