CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 14-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.7373 |
0.7349 |
-0.0024 |
-0.3% |
0.7380 |
High |
0.7389 |
0.7355 |
-0.0034 |
-0.5% |
0.7414 |
Low |
0.7351 |
0.7332 |
-0.0020 |
-0.3% |
0.7339 |
Close |
0.7362 |
0.7344 |
-0.0018 |
-0.2% |
0.7361 |
Range |
0.0038 |
0.0024 |
-0.0014 |
-37.3% |
0.0075 |
ATR |
0.0050 |
0.0048 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
21 |
108 |
87 |
414.3% |
370 |
|
Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7414 |
0.7403 |
0.7357 |
|
R3 |
0.7391 |
0.7379 |
0.7350 |
|
R2 |
0.7367 |
0.7367 |
0.7348 |
|
R1 |
0.7356 |
0.7356 |
0.7346 |
0.7350 |
PP |
0.7344 |
0.7344 |
0.7344 |
0.7341 |
S1 |
0.7332 |
0.7332 |
0.7342 |
0.7326 |
S2 |
0.7320 |
0.7320 |
0.7340 |
|
S3 |
0.7297 |
0.7309 |
0.7338 |
|
S4 |
0.7273 |
0.7285 |
0.7331 |
|
|
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 |
0.7332 |
0.0082 |
1.1% |
0.0043 |
0.6% |
15% |
False |
True |
73 |
10 |
0.7414 |
0.7302 |
0.0112 |
1.5% |
0.0042 |
0.6% |
38% |
False |
False |
66 |
20 |
0.7416 |
0.7291 |
0.0125 |
1.7% |
0.0044 |
0.6% |
43% |
False |
False |
55 |
40 |
0.7507 |
0.7116 |
0.0392 |
5.3% |
0.0051 |
0.7% |
58% |
False |
False |
90 |
60 |
0.7507 |
0.7024 |
0.0483 |
6.6% |
0.0051 |
0.7% |
66% |
False |
False |
67 |
80 |
0.7507 |
0.6890 |
0.0617 |
8.4% |
0.0060 |
0.8% |
74% |
False |
False |
79 |
100 |
0.7574 |
0.6835 |
0.0739 |
10.1% |
0.0060 |
0.8% |
69% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7455 |
2.618 |
0.7417 |
1.618 |
0.7393 |
1.000 |
0.7379 |
0.618 |
0.7370 |
HIGH |
0.7355 |
0.618 |
0.7346 |
0.500 |
0.7343 |
0.382 |
0.7340 |
LOW |
0.7332 |
0.618 |
0.7317 |
1.000 |
0.7308 |
1.618 |
0.7293 |
2.618 |
0.7270 |
4.250 |
0.7232 |
|
|
Fisher Pivots for day following 14-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7344 |
0.7360 |
PP |
0.7344 |
0.7355 |
S1 |
0.7343 |
0.7349 |
|