CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 29-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.7492 |
0.7477 |
-0.0016 |
-0.2% |
0.7364 |
High |
0.7503 |
0.7502 |
-0.0001 |
0.0% |
0.7490 |
Low |
0.7462 |
0.7473 |
0.0012 |
0.2% |
0.7355 |
Close |
0.7486 |
0.7485 |
-0.0002 |
0.0% |
0.7452 |
Range |
0.0041 |
0.0029 |
-0.0013 |
-30.5% |
0.0135 |
ATR |
0.0045 |
0.0043 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
321 |
64 |
-257 |
-80.1% |
632 |
|
Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7572 |
0.7557 |
0.7500 |
|
R3 |
0.7543 |
0.7528 |
0.7492 |
|
R2 |
0.7515 |
0.7515 |
0.7490 |
|
R1 |
0.7500 |
0.7500 |
0.7487 |
0.7507 |
PP |
0.7486 |
0.7486 |
0.7486 |
0.7490 |
S1 |
0.7471 |
0.7471 |
0.7482 |
0.7479 |
S2 |
0.7458 |
0.7458 |
0.7479 |
|
S3 |
0.7429 |
0.7443 |
0.7477 |
|
S4 |
0.7401 |
0.7414 |
0.7469 |
|
|
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 |
0.7503 |
0.7440 |
0.0063 |
0.8% |
0.0036 |
0.5% |
71% |
False |
False |
179 |
10 |
0.7503 |
0.7355 |
0.0148 |
2.0% |
0.0038 |
0.5% |
88% |
False |
False |
117 |
20 |
0.7503 |
0.7332 |
0.0171 |
2.3% |
0.0039 |
0.5% |
89% |
False |
False |
91 |
40 |
0.7507 |
0.7291 |
0.0217 |
2.9% |
0.0046 |
0.6% |
90% |
False |
False |
104 |
60 |
0.7507 |
0.7062 |
0.0445 |
5.9% |
0.0049 |
0.6% |
95% |
False |
False |
82 |
80 |
0.7507 |
0.7024 |
0.0483 |
6.5% |
0.0051 |
0.7% |
95% |
False |
False |
69 |
100 |
0.7507 |
0.6835 |
0.0672 |
9.0% |
0.0062 |
0.8% |
97% |
False |
False |
85 |
120 |
0.7574 |
0.6835 |
0.0739 |
9.9% |
0.0055 |
0.7% |
88% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7623 |
2.618 |
0.7576 |
1.618 |
0.7548 |
1.000 |
0.7530 |
0.618 |
0.7519 |
HIGH |
0.7502 |
0.618 |
0.7491 |
0.500 |
0.7487 |
0.382 |
0.7484 |
LOW |
0.7473 |
0.618 |
0.7455 |
1.000 |
0.7445 |
1.618 |
0.7427 |
2.618 |
0.7398 |
4.250 |
0.7352 |
|
|
Fisher Pivots for day following 29-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7487 |
0.7483 |
PP |
0.7486 |
0.7481 |
S1 |
0.7485 |
0.7479 |
|