CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7330 |
0.7330 |
0.0001 |
0.0% |
0.7342 |
| High |
0.7349 |
0.7339 |
-0.0010 |
-0.1% |
0.7416 |
| Low |
0.7318 |
0.7291 |
-0.0027 |
-0.4% |
0.7291 |
| Close |
0.7328 |
0.7324 |
-0.0004 |
0.0% |
0.7324 |
| Range |
0.0031 |
0.0048 |
0.0017 |
54.8% |
0.0125 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
55 |
105 |
50 |
90.9% |
268 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7462 |
0.7441 |
0.7350 |
|
| R3 |
0.7414 |
0.7393 |
0.7337 |
|
| R2 |
0.7366 |
0.7366 |
0.7333 |
|
| R1 |
0.7345 |
0.7345 |
0.7328 |
0.7331 |
| PP |
0.7318 |
0.7318 |
0.7318 |
0.7311 |
| S1 |
0.7297 |
0.7297 |
0.7320 |
0.7283 |
| S2 |
0.7270 |
0.7270 |
0.7315 |
|
| S3 |
0.7222 |
0.7249 |
0.7311 |
|
| S4 |
0.7174 |
0.7201 |
0.7298 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7718 |
0.7646 |
0.7393 |
|
| R3 |
0.7593 |
0.7521 |
0.7358 |
|
| R2 |
0.7468 |
0.7468 |
0.7347 |
|
| R1 |
0.7396 |
0.7396 |
0.7335 |
0.7370 |
| PP |
0.7343 |
0.7343 |
0.7343 |
0.7330 |
| S1 |
0.7271 |
0.7271 |
0.7313 |
0.7245 |
| S2 |
0.7218 |
0.7218 |
0.7301 |
|
| S3 |
0.7093 |
0.7146 |
0.7290 |
|
| S4 |
0.6968 |
0.7021 |
0.7255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7416 |
0.7291 |
0.0125 |
1.7% |
0.0049 |
0.7% |
27% |
False |
True |
53 |
| 10 |
0.7416 |
0.7291 |
0.0125 |
1.7% |
0.0051 |
0.7% |
27% |
False |
True |
45 |
| 20 |
0.7507 |
0.7251 |
0.0257 |
3.5% |
0.0058 |
0.8% |
29% |
False |
False |
122 |
| 40 |
0.7507 |
0.7062 |
0.0445 |
6.1% |
0.0053 |
0.7% |
59% |
False |
False |
78 |
| 60 |
0.7507 |
0.7010 |
0.0497 |
6.8% |
0.0056 |
0.8% |
63% |
False |
False |
62 |
| 80 |
0.7507 |
0.6835 |
0.0672 |
9.2% |
0.0068 |
0.9% |
73% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7543 |
|
2.618 |
0.7464 |
|
1.618 |
0.7416 |
|
1.000 |
0.7387 |
|
0.618 |
0.7368 |
|
HIGH |
0.7339 |
|
0.618 |
0.7320 |
|
0.500 |
0.7315 |
|
0.382 |
0.7309 |
|
LOW |
0.7291 |
|
0.618 |
0.7261 |
|
1.000 |
0.7243 |
|
1.618 |
0.7213 |
|
2.618 |
0.7165 |
|
4.250 |
0.7087 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7321 |
0.7342 |
| PP |
0.7318 |
0.7336 |
| S1 |
0.7315 |
0.7330 |
|