CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7458 |
0.7463 |
0.0006 |
0.1% |
0.7364 |
| High |
0.7490 |
0.7477 |
-0.0014 |
-0.2% |
0.7490 |
| Low |
0.7450 |
0.7440 |
-0.0010 |
-0.1% |
0.7355 |
| Close |
0.7471 |
0.7452 |
-0.0019 |
-0.3% |
0.7452 |
| Range |
0.0041 |
0.0037 |
-0.0004 |
-9.9% |
0.0135 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
213 |
232 |
19 |
8.9% |
632 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7566 |
0.7545 |
0.7472 |
|
| R3 |
0.7529 |
0.7509 |
0.7462 |
|
| R2 |
0.7493 |
0.7493 |
0.7458 |
|
| R1 |
0.7472 |
0.7472 |
0.7455 |
0.7464 |
| PP |
0.7456 |
0.7456 |
0.7456 |
0.7452 |
| S1 |
0.7436 |
0.7436 |
0.7448 |
0.7428 |
| S2 |
0.7420 |
0.7420 |
0.7445 |
|
| S3 |
0.7383 |
0.7399 |
0.7441 |
|
| S4 |
0.7347 |
0.7363 |
0.7431 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7837 |
0.7779 |
0.7526 |
|
| R3 |
0.7702 |
0.7644 |
0.7489 |
|
| R2 |
0.7567 |
0.7567 |
0.7476 |
|
| R1 |
0.7509 |
0.7509 |
0.7464 |
0.7538 |
| PP |
0.7432 |
0.7432 |
0.7432 |
0.7447 |
| S1 |
0.7374 |
0.7374 |
0.7439 |
0.7403 |
| S2 |
0.7297 |
0.7297 |
0.7427 |
|
| S3 |
0.7162 |
0.7239 |
0.7414 |
|
| S4 |
0.7027 |
0.7104 |
0.7377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7490 |
0.7355 |
0.0135 |
1.8% |
0.0044 |
0.6% |
71% |
False |
False |
126 |
| 10 |
0.7490 |
0.7332 |
0.0159 |
2.1% |
0.0038 |
0.5% |
76% |
False |
False |
89 |
| 20 |
0.7490 |
0.7291 |
0.0200 |
2.7% |
0.0041 |
0.5% |
81% |
False |
False |
77 |
| 40 |
0.7507 |
0.7232 |
0.0276 |
3.7% |
0.0050 |
0.7% |
80% |
False |
False |
99 |
| 60 |
0.7507 |
0.7062 |
0.0445 |
6.0% |
0.0049 |
0.7% |
88% |
False |
False |
77 |
| 80 |
0.7507 |
0.7010 |
0.0497 |
6.7% |
0.0053 |
0.7% |
89% |
False |
False |
65 |
| 100 |
0.7507 |
0.6835 |
0.0672 |
9.0% |
0.0062 |
0.8% |
92% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7632 |
|
2.618 |
0.7572 |
|
1.618 |
0.7536 |
|
1.000 |
0.7513 |
|
0.618 |
0.7499 |
|
HIGH |
0.7477 |
|
0.618 |
0.7463 |
|
0.500 |
0.7458 |
|
0.382 |
0.7454 |
|
LOW |
0.7440 |
|
0.618 |
0.7417 |
|
1.000 |
0.7404 |
|
1.618 |
0.7381 |
|
2.618 |
0.7344 |
|
4.250 |
0.7285 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7458 |
0.7455 |
| PP |
0.7456 |
0.7454 |
| S1 |
0.7454 |
0.7453 |
|