CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7463 |
0.7455 |
-0.0008 |
-0.1% |
0.7364 |
| High |
0.7477 |
0.7488 |
0.0012 |
0.2% |
0.7490 |
| Low |
0.7440 |
0.7455 |
0.0015 |
0.2% |
0.7355 |
| Close |
0.7452 |
0.7487 |
0.0035 |
0.5% |
0.7452 |
| Range |
0.0037 |
0.0033 |
-0.0004 |
-9.6% |
0.0135 |
| ATR |
0.0045 |
0.0045 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
232 |
65 |
-167 |
-72.0% |
632 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7576 |
0.7564 |
0.7505 |
|
| R3 |
0.7543 |
0.7531 |
0.7496 |
|
| R2 |
0.7510 |
0.7510 |
0.7493 |
|
| R1 |
0.7498 |
0.7498 |
0.7490 |
0.7504 |
| PP |
0.7477 |
0.7477 |
0.7477 |
0.7479 |
| S1 |
0.7465 |
0.7465 |
0.7483 |
0.7471 |
| S2 |
0.7444 |
0.7444 |
0.7480 |
|
| S3 |
0.7411 |
0.7432 |
0.7477 |
|
| S4 |
0.7378 |
0.7399 |
0.7468 |
|
|
| 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 |
0.7390 |
0.0101 |
1.3% |
0.0043 |
0.6% |
97% |
False |
False |
131 |
| 10 |
0.7490 |
0.7332 |
0.0159 |
2.1% |
0.0037 |
0.5% |
98% |
False |
False |
93 |
| 20 |
0.7490 |
0.7302 |
0.0189 |
2.5% |
0.0040 |
0.5% |
98% |
False |
False |
75 |
| 40 |
0.7507 |
0.7251 |
0.0257 |
3.4% |
0.0049 |
0.7% |
92% |
False |
False |
99 |
| 60 |
0.7507 |
0.7062 |
0.0445 |
5.9% |
0.0049 |
0.7% |
95% |
False |
False |
77 |
| 80 |
0.7507 |
0.7010 |
0.0497 |
6.6% |
0.0052 |
0.7% |
96% |
False |
False |
65 |
| 100 |
0.7507 |
0.6835 |
0.0672 |
9.0% |
0.0062 |
0.8% |
97% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7628 |
|
2.618 |
0.7574 |
|
1.618 |
0.7541 |
|
1.000 |
0.7521 |
|
0.618 |
0.7508 |
|
HIGH |
0.7488 |
|
0.618 |
0.7475 |
|
0.500 |
0.7472 |
|
0.382 |
0.7468 |
|
LOW |
0.7455 |
|
0.618 |
0.7435 |
|
1.000 |
0.7422 |
|
1.618 |
0.7402 |
|
2.618 |
0.7369 |
|
4.250 |
0.7315 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7482 |
0.7479 |
| PP |
0.7477 |
0.7472 |
| S1 |
0.7472 |
0.7465 |
|