CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 13-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7362 |
0.7373 |
0.0011 |
0.1% |
0.7380 |
| High |
0.7368 |
0.7389 |
0.0021 |
0.3% |
0.7414 |
| Low |
0.7339 |
0.7351 |
0.0013 |
0.2% |
0.7339 |
| Close |
0.7361 |
0.7362 |
0.0001 |
0.0% |
0.7361 |
| Range |
0.0030 |
0.0038 |
0.0008 |
27.1% |
0.0075 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
20 |
21 |
1 |
5.0% |
370 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7480 |
0.7458 |
0.7383 |
|
| R3 |
0.7442 |
0.7421 |
0.7372 |
|
| R2 |
0.7405 |
0.7405 |
0.7369 |
|
| R1 |
0.7383 |
0.7383 |
0.7365 |
0.7375 |
| PP |
0.7367 |
0.7367 |
0.7367 |
0.7363 |
| S1 |
0.7346 |
0.7346 |
0.7359 |
0.7338 |
| S2 |
0.7330 |
0.7330 |
0.7355 |
|
| S3 |
0.7292 |
0.7308 |
0.7352 |
|
| S4 |
0.7255 |
0.7271 |
0.7341 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7596 |
0.7554 |
0.7402 |
|
| R3 |
0.7521 |
0.7479 |
0.7382 |
|
| R2 |
0.7446 |
0.7446 |
0.7375 |
|
| R1 |
0.7404 |
0.7404 |
0.7368 |
0.7387 |
| PP |
0.7371 |
0.7371 |
0.7371 |
0.7363 |
| S1 |
0.7329 |
0.7329 |
0.7354 |
0.7312 |
| S2 |
0.7296 |
0.7296 |
0.7347 |
|
| S3 |
0.7221 |
0.7254 |
0.7340 |
|
| S4 |
0.7146 |
0.7179 |
0.7320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7414 |
0.7339 |
0.0075 |
1.0% |
0.0047 |
0.6% |
31% |
False |
False |
62 |
| 10 |
0.7414 |
0.7302 |
0.0112 |
1.5% |
0.0042 |
0.6% |
54% |
False |
False |
58 |
| 20 |
0.7416 |
0.7291 |
0.0125 |
1.7% |
0.0047 |
0.6% |
57% |
False |
False |
52 |
| 40 |
0.7507 |
0.7089 |
0.0418 |
5.7% |
0.0051 |
0.7% |
65% |
False |
False |
87 |
| 60 |
0.7507 |
0.7024 |
0.0483 |
6.6% |
0.0052 |
0.7% |
70% |
False |
False |
66 |
| 80 |
0.7507 |
0.6835 |
0.0672 |
9.1% |
0.0061 |
0.8% |
78% |
False |
False |
78 |
| 100 |
0.7574 |
0.6835 |
0.0739 |
10.0% |
0.0060 |
0.8% |
71% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7548 |
|
2.618 |
0.7487 |
|
1.618 |
0.7449 |
|
1.000 |
0.7426 |
|
0.618 |
0.7412 |
|
HIGH |
0.7389 |
|
0.618 |
0.7374 |
|
0.500 |
0.7370 |
|
0.382 |
0.7365 |
|
LOW |
0.7351 |
|
0.618 |
0.7328 |
|
1.000 |
0.7314 |
|
1.618 |
0.7290 |
|
2.618 |
0.7253 |
|
4.250 |
0.7192 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7370 |
0.7376 |
| PP |
0.7367 |
0.7371 |
| S1 |
0.7365 |
0.7367 |
|