CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 04-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
0.7396 |
0.7405 |
0.0009 |
0.1% |
0.7145 |
High |
0.7419 |
0.7425 |
0.0007 |
0.1% |
0.7291 |
Low |
0.7369 |
0.7386 |
0.0017 |
0.2% |
0.7140 |
Close |
0.7416 |
0.7405 |
-0.0012 |
-0.2% |
0.7256 |
Range |
0.0050 |
0.0040 |
-0.0011 |
-21.0% |
0.0151 |
ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
1,550 |
2,054 |
504 |
32.5% |
5,493 |
|
Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7524 |
0.7504 |
0.7426 |
|
R3 |
0.7484 |
0.7464 |
0.7415 |
|
R2 |
0.7445 |
0.7445 |
0.7412 |
|
R1 |
0.7425 |
0.7425 |
0.7408 |
0.7415 |
PP |
0.7405 |
0.7405 |
0.7405 |
0.7400 |
S1 |
0.7385 |
0.7385 |
0.7401 |
0.7375 |
S2 |
0.7366 |
0.7366 |
0.7397 |
|
S3 |
0.7326 |
0.7346 |
0.7394 |
|
S4 |
0.7287 |
0.7306 |
0.7383 |
|
|
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 |
0.7425 |
0.7230 |
0.0196 |
2.6% |
0.0067 |
0.9% |
90% |
True |
False |
1,765 |
10 |
0.7425 |
0.7119 |
0.0306 |
4.1% |
0.0063 |
0.9% |
93% |
True |
False |
1,426 |
20 |
0.7425 |
0.7057 |
0.0368 |
5.0% |
0.0062 |
0.8% |
94% |
True |
False |
814 |
40 |
0.7425 |
0.7018 |
0.0407 |
5.5% |
0.0062 |
0.8% |
95% |
True |
False |
465 |
60 |
0.7425 |
0.6827 |
0.0598 |
8.1% |
0.0079 |
1.1% |
97% |
True |
False |
391 |
80 |
0.7574 |
0.6827 |
0.0747 |
10.1% |
0.0068 |
0.9% |
77% |
False |
False |
330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7593 |
2.618 |
0.7528 |
1.618 |
0.7489 |
1.000 |
0.7465 |
0.618 |
0.7449 |
HIGH |
0.7425 |
0.618 |
0.7410 |
0.500 |
0.7405 |
0.382 |
0.7401 |
LOW |
0.7386 |
0.618 |
0.7361 |
1.000 |
0.7346 |
1.618 |
0.7322 |
2.618 |
0.7282 |
4.250 |
0.7218 |
|
|
Fisher Pivots for day following 04-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7405 |
0.7401 |
PP |
0.7405 |
0.7397 |
S1 |
0.7405 |
0.7393 |
|