CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 01-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7258 |
0.7255 |
-0.0003 |
0.0% |
0.7145 |
| High |
0.7291 |
0.7375 |
0.0084 |
1.2% |
0.7291 |
| Low |
0.7230 |
0.7246 |
0.0016 |
0.2% |
0.7140 |
| Close |
0.7256 |
0.7365 |
0.0109 |
1.5% |
0.7256 |
| Range |
0.0062 |
0.0130 |
0.0068 |
110.6% |
0.0151 |
| ATR |
0.0064 |
0.0068 |
0.0005 |
7.4% |
0.0000 |
| Volume |
938 |
1,122 |
184 |
19.6% |
5,493 |
|
| Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7717 |
0.7671 |
0.7436 |
|
| R3 |
0.7588 |
0.7541 |
0.7401 |
|
| R2 |
0.7458 |
0.7458 |
0.7389 |
|
| R1 |
0.7412 |
0.7412 |
0.7377 |
0.7435 |
| PP |
0.7329 |
0.7329 |
0.7329 |
0.7340 |
| S1 |
0.7282 |
0.7282 |
0.7353 |
0.7305 |
| S2 |
0.7199 |
0.7199 |
0.7341 |
|
| S3 |
0.7070 |
0.7153 |
0.7329 |
|
| S4 |
0.6940 |
0.7023 |
0.7294 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7682 |
0.7620 |
0.7339 |
|
| R3 |
0.7531 |
0.7469 |
0.7298 |
|
| R2 |
0.7380 |
0.7380 |
0.7284 |
|
| R1 |
0.7318 |
0.7318 |
0.7270 |
0.7349 |
| PP |
0.7229 |
0.7229 |
0.7229 |
0.7245 |
| S1 |
0.7167 |
0.7167 |
0.7242 |
0.7198 |
| S2 |
0.7078 |
0.7078 |
0.7228 |
|
| S3 |
0.6927 |
0.7016 |
0.7214 |
|
| S4 |
0.6776 |
0.6865 |
0.7173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7375 |
0.7140 |
0.0235 |
3.2% |
0.0080 |
1.1% |
96% |
True |
False |
1,323 |
| 10 |
0.7375 |
0.7090 |
0.0286 |
3.9% |
0.0067 |
0.9% |
96% |
True |
False |
846 |
| 20 |
0.7375 |
0.7057 |
0.0318 |
4.3% |
0.0063 |
0.8% |
97% |
True |
False |
489 |
| 40 |
0.7375 |
0.7018 |
0.0357 |
4.8% |
0.0065 |
0.9% |
97% |
True |
False |
312 |
| 60 |
0.7468 |
0.6827 |
0.0641 |
8.7% |
0.0081 |
1.1% |
84% |
False |
False |
285 |
| 80 |
0.7574 |
0.6827 |
0.0747 |
10.1% |
0.0067 |
0.9% |
72% |
False |
False |
249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7925 |
|
2.618 |
0.7714 |
|
1.618 |
0.7585 |
|
1.000 |
0.7505 |
|
0.618 |
0.7455 |
|
HIGH |
0.7375 |
|
0.618 |
0.7326 |
|
0.500 |
0.7310 |
|
0.382 |
0.7295 |
|
LOW |
0.7246 |
|
0.618 |
0.7165 |
|
1.000 |
0.7116 |
|
1.618 |
0.7036 |
|
2.618 |
0.6906 |
|
4.250 |
0.6695 |
|
|
| Fisher Pivots for day following 01-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7347 |
0.7344 |
| PP |
0.7329 |
0.7323 |
| S1 |
0.7310 |
0.7302 |
|