CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7385 |
0.7380 |
-0.0005 |
-0.1% |
0.7343 |
| High |
0.7416 |
0.7393 |
-0.0023 |
-0.3% |
0.7406 |
| Low |
0.7371 |
0.7333 |
-0.0039 |
-0.5% |
0.7310 |
| Close |
0.7387 |
0.7348 |
-0.0039 |
-0.5% |
0.7353 |
| Range |
0.0045 |
0.0060 |
0.0016 |
34.8% |
0.0096 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0000 |
| Volume |
30 |
45 |
15 |
50.0% |
190 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7538 |
0.7503 |
0.7381 |
|
| R3 |
0.7478 |
0.7443 |
0.7364 |
|
| R2 |
0.7418 |
0.7418 |
0.7359 |
|
| R1 |
0.7383 |
0.7383 |
0.7353 |
0.7370 |
| PP |
0.7358 |
0.7358 |
0.7358 |
0.7351 |
| S1 |
0.7323 |
0.7323 |
0.7342 |
0.7310 |
| S2 |
0.7298 |
0.7298 |
0.7337 |
|
| S3 |
0.7238 |
0.7263 |
0.7331 |
|
| S4 |
0.7178 |
0.7203 |
0.7315 |
|
|
| 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 |
0.7416 |
0.7333 |
0.0083 |
1.1% |
0.0050 |
0.7% |
18% |
False |
True |
40 |
| 10 |
0.7459 |
0.7310 |
0.0150 |
2.0% |
0.0062 |
0.8% |
25% |
False |
False |
118 |
| 20 |
0.7507 |
0.7232 |
0.0276 |
3.7% |
0.0058 |
0.8% |
42% |
False |
False |
118 |
| 40 |
0.7507 |
0.7062 |
0.0445 |
6.1% |
0.0054 |
0.7% |
64% |
False |
False |
75 |
| 60 |
0.7507 |
0.6988 |
0.0520 |
7.1% |
0.0059 |
0.8% |
69% |
False |
False |
61 |
| 80 |
0.7507 |
0.6835 |
0.0672 |
9.1% |
0.0067 |
0.9% |
76% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7648 |
|
2.618 |
0.7550 |
|
1.618 |
0.7490 |
|
1.000 |
0.7453 |
|
0.618 |
0.7430 |
|
HIGH |
0.7393 |
|
0.618 |
0.7370 |
|
0.500 |
0.7363 |
|
0.382 |
0.7355 |
|
LOW |
0.7333 |
|
0.618 |
0.7295 |
|
1.000 |
0.7273 |
|
1.618 |
0.7235 |
|
2.618 |
0.7175 |
|
4.250 |
0.7078 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7363 |
0.7374 |
| PP |
0.7358 |
0.7365 |
| S1 |
0.7353 |
0.7356 |
|