CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 19-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7366 |
0.7350 |
-0.0016 |
-0.2% |
0.7343 |
| High |
0.7397 |
0.7383 |
-0.0014 |
-0.2% |
0.7406 |
| Low |
0.7347 |
0.7346 |
-0.0001 |
0.0% |
0.7310 |
| Close |
0.7353 |
0.7353 |
-0.0001 |
0.0% |
0.7353 |
| Range |
0.0050 |
0.0037 |
-0.0013 |
-26.0% |
0.0096 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
57 |
36 |
-21 |
-36.8% |
190 |
|
| Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7471 |
0.7449 |
0.7373 |
|
| R3 |
0.7434 |
0.7412 |
0.7363 |
|
| R2 |
0.7397 |
0.7397 |
0.7359 |
|
| R1 |
0.7375 |
0.7375 |
0.7356 |
0.7386 |
| PP |
0.7360 |
0.7360 |
0.7360 |
0.7366 |
| S1 |
0.7338 |
0.7338 |
0.7349 |
0.7349 |
| S2 |
0.7323 |
0.7323 |
0.7346 |
|
| S3 |
0.7286 |
0.7301 |
0.7342 |
|
| S4 |
0.7249 |
0.7264 |
0.7332 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7644 |
0.7594 |
0.7405 |
|
| R3 |
0.7548 |
0.7498 |
0.7379 |
|
| R2 |
0.7452 |
0.7452 |
0.7370 |
|
| R1 |
0.7402 |
0.7402 |
0.7361 |
0.7427 |
| PP |
0.7356 |
0.7356 |
0.7356 |
0.7368 |
| S1 |
0.7306 |
0.7306 |
0.7344 |
0.7331 |
| S2 |
0.7260 |
0.7260 |
0.7335 |
|
| S3 |
0.7164 |
0.7210 |
0.7326 |
|
| S4 |
0.7068 |
0.7114 |
0.7300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7406 |
0.7310 |
0.0096 |
1.3% |
0.0053 |
0.7% |
45% |
False |
False |
38 |
| 10 |
0.7507 |
0.7310 |
0.0198 |
2.7% |
0.0061 |
0.8% |
22% |
False |
False |
157 |
| 20 |
0.7507 |
0.7122 |
0.0386 |
5.2% |
0.0059 |
0.8% |
60% |
False |
False |
120 |
| 40 |
0.7507 |
0.7062 |
0.0445 |
6.1% |
0.0053 |
0.7% |
65% |
False |
False |
75 |
| 60 |
0.7507 |
0.6988 |
0.0520 |
7.1% |
0.0061 |
0.8% |
70% |
False |
False |
73 |
| 80 |
0.7507 |
0.6835 |
0.0672 |
9.1% |
0.0066 |
0.9% |
77% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7540 |
|
2.618 |
0.7479 |
|
1.618 |
0.7442 |
|
1.000 |
0.7420 |
|
0.618 |
0.7405 |
|
HIGH |
0.7383 |
|
0.618 |
0.7368 |
|
0.500 |
0.7364 |
|
0.382 |
0.7360 |
|
LOW |
0.7346 |
|
0.618 |
0.7323 |
|
1.000 |
0.7309 |
|
1.618 |
0.7286 |
|
2.618 |
0.7249 |
|
4.250 |
0.7188 |
|
|
| Fisher Pivots for day following 19-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7364 |
0.7374 |
| PP |
0.7360 |
0.7367 |
| S1 |
0.7356 |
0.7360 |
|