CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 30-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
0.7477 |
0.7500 |
0.0023 |
0.3% |
0.7364 |
High |
0.7502 |
0.7501 |
-0.0001 |
0.0% |
0.7490 |
Low |
0.7473 |
0.7432 |
-0.0041 |
-0.5% |
0.7355 |
Close |
0.7485 |
0.7442 |
-0.0043 |
-0.6% |
0.7452 |
Range |
0.0029 |
0.0069 |
0.0041 |
142.1% |
0.0135 |
ATR |
0.0043 |
0.0045 |
0.0002 |
4.2% |
0.0000 |
Volume |
64 |
130 |
66 |
103.1% |
632 |
|
Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7665 |
0.7622 |
0.7479 |
|
R3 |
0.7596 |
0.7553 |
0.7460 |
|
R2 |
0.7527 |
0.7527 |
0.7454 |
|
R1 |
0.7484 |
0.7484 |
0.7448 |
0.7471 |
PP |
0.7458 |
0.7458 |
0.7458 |
0.7452 |
S1 |
0.7415 |
0.7415 |
0.7435 |
0.7402 |
S2 |
0.7389 |
0.7389 |
0.7429 |
|
S3 |
0.7320 |
0.7346 |
0.7423 |
|
S4 |
0.7251 |
0.7277 |
0.7404 |
|
|
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 |
0.7432 |
0.0071 |
0.9% |
0.0042 |
0.6% |
13% |
False |
True |
162 |
10 |
0.7503 |
0.7355 |
0.0148 |
2.0% |
0.0040 |
0.5% |
59% |
False |
False |
121 |
20 |
0.7503 |
0.7332 |
0.0171 |
2.3% |
0.0041 |
0.5% |
64% |
False |
False |
96 |
40 |
0.7507 |
0.7291 |
0.0217 |
2.9% |
0.0047 |
0.6% |
70% |
False |
False |
104 |
60 |
0.7507 |
0.7062 |
0.0445 |
6.0% |
0.0049 |
0.7% |
85% |
False |
False |
85 |
80 |
0.7507 |
0.7024 |
0.0483 |
6.5% |
0.0051 |
0.7% |
86% |
False |
False |
71 |
100 |
0.7507 |
0.6835 |
0.0672 |
9.0% |
0.0062 |
0.8% |
90% |
False |
False |
85 |
120 |
0.7574 |
0.6835 |
0.0739 |
9.9% |
0.0055 |
0.7% |
82% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7794 |
2.618 |
0.7682 |
1.618 |
0.7613 |
1.000 |
0.7570 |
0.618 |
0.7544 |
HIGH |
0.7501 |
0.618 |
0.7475 |
0.500 |
0.7467 |
0.382 |
0.7458 |
LOW |
0.7432 |
0.618 |
0.7389 |
1.000 |
0.7363 |
1.618 |
0.7320 |
2.618 |
0.7251 |
4.250 |
0.7139 |
|
|
Fisher Pivots for day following 30-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7467 |
0.7467 |
PP |
0.7458 |
0.7459 |
S1 |
0.7450 |
0.7450 |
|