CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7310 |
0.7316 |
0.0007 |
0.1% |
0.7342 |
| High |
0.7329 |
0.7370 |
0.0042 |
0.6% |
0.7416 |
| Low |
0.7302 |
0.7302 |
0.0000 |
0.0% |
0.7291 |
| Close |
0.7308 |
0.7362 |
0.0055 |
0.7% |
0.7324 |
| Range |
0.0027 |
0.0069 |
0.0042 |
153.7% |
0.0125 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.8% |
0.0000 |
| Volume |
23 |
42 |
19 |
82.6% |
268 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7550 |
0.7525 |
0.7400 |
|
| R3 |
0.7482 |
0.7456 |
0.7381 |
|
| R2 |
0.7413 |
0.7413 |
0.7375 |
|
| R1 |
0.7388 |
0.7388 |
0.7368 |
0.7400 |
| PP |
0.7345 |
0.7345 |
0.7345 |
0.7351 |
| S1 |
0.7319 |
0.7319 |
0.7356 |
0.7332 |
| S2 |
0.7276 |
0.7276 |
0.7349 |
|
| S3 |
0.7208 |
0.7251 |
0.7343 |
|
| S4 |
0.7139 |
0.7182 |
0.7324 |
|
|
| 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 |
0.7393 |
0.7291 |
0.0102 |
1.4% |
0.0047 |
0.6% |
70% |
False |
False |
54 |
| 10 |
0.7416 |
0.7291 |
0.0125 |
1.7% |
0.0047 |
0.6% |
57% |
False |
False |
45 |
| 20 |
0.7507 |
0.7291 |
0.0217 |
2.9% |
0.0054 |
0.7% |
33% |
False |
False |
116 |
| 40 |
0.7507 |
0.7062 |
0.0445 |
6.0% |
0.0054 |
0.7% |
67% |
False |
False |
78 |
| 60 |
0.7507 |
0.7024 |
0.0483 |
6.6% |
0.0055 |
0.8% |
70% |
False |
False |
62 |
| 80 |
0.7507 |
0.6835 |
0.0672 |
9.1% |
0.0068 |
0.9% |
78% |
False |
False |
83 |
| 100 |
0.7574 |
0.6835 |
0.0739 |
10.0% |
0.0058 |
0.8% |
71% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7661 |
|
2.618 |
0.7549 |
|
1.618 |
0.7481 |
|
1.000 |
0.7439 |
|
0.618 |
0.7412 |
|
HIGH |
0.7370 |
|
0.618 |
0.7344 |
|
0.500 |
0.7336 |
|
0.382 |
0.7328 |
|
LOW |
0.7302 |
|
0.618 |
0.7259 |
|
1.000 |
0.7233 |
|
1.618 |
0.7191 |
|
2.618 |
0.7122 |
|
4.250 |
0.7010 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7353 |
0.7351 |
| PP |
0.7345 |
0.7341 |
| S1 |
0.7336 |
0.7330 |
|