CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7500 |
0.7447 |
-0.0053 |
-0.7% |
0.7455 |
| High |
0.7501 |
0.7480 |
-0.0021 |
-0.3% |
0.7503 |
| Low |
0.7432 |
0.7445 |
0.0013 |
0.2% |
0.7432 |
| Close |
0.7442 |
0.7473 |
0.0032 |
0.4% |
0.7473 |
| Range |
0.0069 |
0.0035 |
-0.0034 |
-49.3% |
0.0071 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
130 |
189 |
59 |
45.4% |
769 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7571 |
0.7557 |
0.7492 |
|
| R3 |
0.7536 |
0.7522 |
0.7483 |
|
| R2 |
0.7501 |
0.7501 |
0.7479 |
|
| R1 |
0.7487 |
0.7487 |
0.7476 |
0.7494 |
| PP |
0.7466 |
0.7466 |
0.7466 |
0.7470 |
| S1 |
0.7452 |
0.7452 |
0.7470 |
0.7459 |
| S2 |
0.7431 |
0.7431 |
0.7467 |
|
| S3 |
0.7396 |
0.7417 |
0.7463 |
|
| S4 |
0.7361 |
0.7382 |
0.7454 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7681 |
0.7647 |
0.7512 |
|
| R3 |
0.7610 |
0.7577 |
0.7492 |
|
| R2 |
0.7540 |
0.7540 |
0.7486 |
|
| R1 |
0.7506 |
0.7506 |
0.7479 |
0.7523 |
| PP |
0.7469 |
0.7469 |
0.7469 |
0.7478 |
| S1 |
0.7436 |
0.7436 |
0.7467 |
0.7453 |
| S2 |
0.7399 |
0.7399 |
0.7460 |
|
| S3 |
0.7328 |
0.7365 |
0.7454 |
|
| S4 |
0.7258 |
0.7295 |
0.7434 |
|
|
| 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% |
0.0041 |
0.6% |
58% |
False |
False |
153 |
| 10 |
0.7503 |
0.7355 |
0.0148 |
2.0% |
0.0043 |
0.6% |
80% |
False |
False |
140 |
| 20 |
0.7503 |
0.7332 |
0.0171 |
2.3% |
0.0041 |
0.5% |
83% |
False |
False |
101 |
| 40 |
0.7507 |
0.7291 |
0.0217 |
2.9% |
0.0047 |
0.6% |
84% |
False |
False |
106 |
| 60 |
0.7507 |
0.7062 |
0.0445 |
6.0% |
0.0049 |
0.7% |
92% |
False |
False |
88 |
| 80 |
0.7507 |
0.7024 |
0.0483 |
6.5% |
0.0050 |
0.7% |
93% |
False |
False |
73 |
| 100 |
0.7507 |
0.6835 |
0.0672 |
9.0% |
0.0062 |
0.8% |
95% |
False |
False |
85 |
| 120 |
0.7574 |
0.6835 |
0.0739 |
9.9% |
0.0055 |
0.7% |
86% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7629 |
|
2.618 |
0.7572 |
|
1.618 |
0.7537 |
|
1.000 |
0.7515 |
|
0.618 |
0.7502 |
|
HIGH |
0.7480 |
|
0.618 |
0.7467 |
|
0.500 |
0.7463 |
|
0.382 |
0.7458 |
|
LOW |
0.7445 |
|
0.618 |
0.7423 |
|
1.000 |
0.7410 |
|
1.618 |
0.7388 |
|
2.618 |
0.7353 |
|
4.250 |
0.7296 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7470 |
0.7471 |
| PP |
0.7466 |
0.7469 |
| S1 |
0.7463 |
0.7467 |
|