CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7350 |
0.7342 |
-0.0008 |
-0.1% |
0.7343 |
| High |
0.7383 |
0.7398 |
0.0015 |
0.2% |
0.7406 |
| Low |
0.7346 |
0.7338 |
-0.0008 |
-0.1% |
0.7310 |
| Close |
0.7353 |
0.7395 |
0.0043 |
0.6% |
0.7353 |
| Range |
0.0037 |
0.0060 |
0.0023 |
60.8% |
0.0096 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
36 |
33 |
-3 |
-8.3% |
190 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7555 |
0.7535 |
0.7428 |
|
| R3 |
0.7496 |
0.7475 |
0.7411 |
|
| R2 |
0.7436 |
0.7436 |
0.7406 |
|
| R1 |
0.7416 |
0.7416 |
0.7400 |
0.7426 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7382 |
| S1 |
0.7356 |
0.7356 |
0.7390 |
0.7367 |
| S2 |
0.7317 |
0.7317 |
0.7384 |
|
| S3 |
0.7258 |
0.7297 |
0.7379 |
|
| S4 |
0.7198 |
0.7237 |
0.7362 |
|
|
| 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 |
0.7338 |
0.0068 |
0.9% |
0.0050 |
0.7% |
84% |
False |
True |
37 |
| 10 |
0.7507 |
0.7310 |
0.0198 |
2.7% |
0.0063 |
0.9% |
43% |
False |
False |
140 |
| 20 |
0.7507 |
0.7162 |
0.0346 |
4.7% |
0.0061 |
0.8% |
68% |
False |
False |
122 |
| 40 |
0.7507 |
0.7062 |
0.0445 |
6.0% |
0.0054 |
0.7% |
75% |
False |
False |
76 |
| 60 |
0.7507 |
0.6988 |
0.0520 |
7.0% |
0.0060 |
0.8% |
78% |
False |
False |
72 |
| 80 |
0.7507 |
0.6835 |
0.0672 |
9.1% |
0.0066 |
0.9% |
83% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7650 |
|
2.618 |
0.7553 |
|
1.618 |
0.7494 |
|
1.000 |
0.7457 |
|
0.618 |
0.7434 |
|
HIGH |
0.7398 |
|
0.618 |
0.7375 |
|
0.500 |
0.7368 |
|
0.382 |
0.7361 |
|
LOW |
0.7338 |
|
0.618 |
0.7301 |
|
1.000 |
0.7279 |
|
1.618 |
0.7242 |
|
2.618 |
0.7182 |
|
4.250 |
0.7085 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7386 |
0.7386 |
| PP |
0.7377 |
0.7377 |
| S1 |
0.7368 |
0.7368 |
|