CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7386 |
0.0006 |
0.1% |
0.7310 |
| High |
0.7398 |
0.7395 |
-0.0003 |
0.0% |
0.7384 |
| Low |
0.7366 |
0.7350 |
-0.0016 |
-0.2% |
0.7302 |
| Close |
0.7387 |
0.7358 |
-0.0029 |
-0.4% |
0.7358 |
| Range |
0.0033 |
0.0046 |
0.0013 |
40.0% |
0.0082 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
77 |
56 |
-21 |
-27.3% |
193 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7504 |
0.7477 |
0.7383 |
|
| R3 |
0.7459 |
0.7431 |
0.7371 |
|
| R2 |
0.7413 |
0.7413 |
0.7366 |
|
| R1 |
0.7386 |
0.7386 |
0.7362 |
0.7377 |
| PP |
0.7368 |
0.7368 |
0.7368 |
0.7363 |
| S1 |
0.7340 |
0.7340 |
0.7354 |
0.7331 |
| S2 |
0.7322 |
0.7322 |
0.7350 |
|
| S3 |
0.7277 |
0.7295 |
0.7345 |
|
| S4 |
0.7231 |
0.7249 |
0.7333 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7594 |
0.7558 |
0.7403 |
|
| R3 |
0.7512 |
0.7476 |
0.7381 |
|
| R2 |
0.7430 |
0.7430 |
0.7373 |
|
| R1 |
0.7394 |
0.7394 |
0.7366 |
0.7412 |
| PP |
0.7348 |
0.7348 |
0.7348 |
0.7357 |
| S1 |
0.7312 |
0.7312 |
0.7350 |
0.7330 |
| S2 |
0.7266 |
0.7266 |
0.7343 |
|
| S3 |
0.7184 |
0.7230 |
0.7335 |
|
| S4 |
0.7102 |
0.7148 |
0.7313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7398 |
0.7302 |
0.0097 |
1.3% |
0.0041 |
0.6% |
59% |
False |
False |
60 |
| 10 |
0.7416 |
0.7291 |
0.0125 |
1.7% |
0.0042 |
0.6% |
54% |
False |
False |
56 |
| 20 |
0.7507 |
0.7291 |
0.0217 |
2.9% |
0.0052 |
0.7% |
31% |
False |
False |
98 |
| 40 |
0.7507 |
0.7077 |
0.0430 |
5.8% |
0.0052 |
0.7% |
65% |
False |
False |
83 |
| 60 |
0.7507 |
0.7024 |
0.0483 |
6.6% |
0.0053 |
0.7% |
69% |
False |
False |
65 |
| 80 |
0.7507 |
0.6835 |
0.0672 |
9.1% |
0.0066 |
0.9% |
78% |
False |
False |
81 |
| 100 |
0.7574 |
0.6835 |
0.0739 |
10.0% |
0.0059 |
0.8% |
71% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7588 |
|
2.618 |
0.7514 |
|
1.618 |
0.7469 |
|
1.000 |
0.7441 |
|
0.618 |
0.7423 |
|
HIGH |
0.7395 |
|
0.618 |
0.7378 |
|
0.500 |
0.7372 |
|
0.382 |
0.7367 |
|
LOW |
0.7350 |
|
0.618 |
0.7321 |
|
1.000 |
0.7304 |
|
1.618 |
0.7276 |
|
2.618 |
0.7230 |
|
4.250 |
0.7156 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7372 |
0.7371 |
| PP |
0.7368 |
0.7366 |
| S1 |
0.7363 |
0.7362 |
|