CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7397 |
0.7441 |
0.0044 |
0.6% |
0.7373 |
| High |
0.7450 |
0.7463 |
0.0013 |
0.2% |
0.7409 |
| Low |
0.7390 |
0.7419 |
0.0030 |
0.4% |
0.7332 |
| Close |
0.7444 |
0.7456 |
0.0012 |
0.2% |
0.7368 |
| Range |
0.0061 |
0.0044 |
-0.0017 |
-28.1% |
0.0078 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
100 |
49 |
-51 |
-51.0% |
258 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7576 |
0.7559 |
0.7479 |
|
| R3 |
0.7533 |
0.7516 |
0.7467 |
|
| R2 |
0.7489 |
0.7489 |
0.7463 |
|
| R1 |
0.7472 |
0.7472 |
0.7459 |
0.7481 |
| PP |
0.7446 |
0.7446 |
0.7446 |
0.7450 |
| S1 |
0.7429 |
0.7429 |
0.7452 |
0.7437 |
| S2 |
0.7402 |
0.7402 |
0.7448 |
|
| S3 |
0.7359 |
0.7385 |
0.7444 |
|
| S4 |
0.7315 |
0.7342 |
0.7432 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7602 |
0.7563 |
0.7411 |
|
| R3 |
0.7525 |
0.7485 |
0.7389 |
|
| R2 |
0.7447 |
0.7447 |
0.7382 |
|
| R1 |
0.7408 |
0.7408 |
0.7375 |
0.7389 |
| PP |
0.7370 |
0.7370 |
0.7370 |
0.7360 |
| S1 |
0.7330 |
0.7330 |
0.7361 |
0.7311 |
| S2 |
0.7292 |
0.7292 |
0.7354 |
|
| S3 |
0.7215 |
0.7253 |
0.7347 |
|
| S4 |
0.7137 |
0.7175 |
0.7325 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7463 |
0.7355 |
0.0108 |
1.4% |
0.0039 |
0.5% |
93% |
True |
False |
55 |
| 10 |
0.7463 |
0.7332 |
0.0131 |
1.8% |
0.0038 |
0.5% |
95% |
True |
False |
60 |
| 20 |
0.7463 |
0.7291 |
0.0172 |
2.3% |
0.0041 |
0.6% |
96% |
True |
False |
60 |
| 40 |
0.7507 |
0.7232 |
0.0276 |
3.7% |
0.0049 |
0.7% |
81% |
False |
False |
90 |
| 60 |
0.7507 |
0.7062 |
0.0445 |
6.0% |
0.0050 |
0.7% |
88% |
False |
False |
70 |
| 80 |
0.7507 |
0.6988 |
0.0520 |
7.0% |
0.0055 |
0.7% |
90% |
False |
False |
69 |
| 100 |
0.7507 |
0.6835 |
0.0672 |
9.0% |
0.0062 |
0.8% |
92% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7647 |
|
2.618 |
0.7576 |
|
1.618 |
0.7533 |
|
1.000 |
0.7506 |
|
0.618 |
0.7489 |
|
HIGH |
0.7463 |
|
0.618 |
0.7446 |
|
0.500 |
0.7441 |
|
0.382 |
0.7436 |
|
LOW |
0.7419 |
|
0.618 |
0.7392 |
|
1.000 |
0.7376 |
|
1.618 |
0.7349 |
|
2.618 |
0.7305 |
|
4.250 |
0.7234 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7451 |
0.7440 |
| PP |
0.7446 |
0.7424 |
| S1 |
0.7441 |
0.7409 |
|