CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 25-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7330 |
-0.0051 |
-0.7% |
0.7343 |
| High |
0.7393 |
0.7349 |
-0.0044 |
-0.6% |
0.7406 |
| Low |
0.7333 |
0.7318 |
-0.0015 |
-0.2% |
0.7310 |
| Close |
0.7348 |
0.7328 |
-0.0020 |
-0.3% |
0.7353 |
| Range |
0.0060 |
0.0031 |
-0.0029 |
-48.3% |
0.0096 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
45 |
55 |
10 |
22.2% |
190 |
|
| Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7424 |
0.7407 |
0.7345 |
|
| R3 |
0.7393 |
0.7376 |
0.7336 |
|
| R2 |
0.7362 |
0.7362 |
0.7333 |
|
| R1 |
0.7345 |
0.7345 |
0.7330 |
0.7338 |
| PP |
0.7331 |
0.7331 |
0.7331 |
0.7328 |
| S1 |
0.7314 |
0.7314 |
0.7325 |
0.7307 |
| S2 |
0.7300 |
0.7300 |
0.7322 |
|
| S3 |
0.7269 |
0.7283 |
0.7319 |
|
| S4 |
0.7238 |
0.7252 |
0.7310 |
|
|
| 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 |
0.7318 |
0.0098 |
1.3% |
0.0046 |
0.6% |
10% |
False |
True |
39 |
| 10 |
0.7416 |
0.7310 |
0.0106 |
1.4% |
0.0053 |
0.7% |
17% |
False |
False |
75 |
| 20 |
0.7507 |
0.7232 |
0.0276 |
3.8% |
0.0059 |
0.8% |
35% |
False |
False |
120 |
| 40 |
0.7507 |
0.7062 |
0.0445 |
6.1% |
0.0053 |
0.7% |
60% |
False |
False |
76 |
| 60 |
0.7507 |
0.7010 |
0.0497 |
6.8% |
0.0057 |
0.8% |
64% |
False |
False |
60 |
| 80 |
0.7507 |
0.6835 |
0.0672 |
9.2% |
0.0068 |
0.9% |
73% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7480 |
|
2.618 |
0.7430 |
|
1.618 |
0.7399 |
|
1.000 |
0.7380 |
|
0.618 |
0.7368 |
|
HIGH |
0.7349 |
|
0.618 |
0.7337 |
|
0.500 |
0.7333 |
|
0.382 |
0.7329 |
|
LOW |
0.7318 |
|
0.618 |
0.7298 |
|
1.000 |
0.7287 |
|
1.618 |
0.7267 |
|
2.618 |
0.7236 |
|
4.250 |
0.7186 |
|
|
| Fisher Pivots for day following 25-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7333 |
0.7367 |
| PP |
0.7331 |
0.7354 |
| S1 |
0.7329 |
0.7341 |
|