CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7408 |
0.7454 |
0.0046 |
0.6% |
0.7255 |
| High |
0.7467 |
0.7487 |
0.0020 |
0.3% |
0.7467 |
| Low |
0.7401 |
0.7443 |
0.0042 |
0.6% |
0.7246 |
| Close |
0.7444 |
0.7484 |
0.0040 |
0.5% |
0.7444 |
| Range |
0.0066 |
0.0044 |
-0.0022 |
-33.3% |
0.0222 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
3,832 |
15,389 |
11,557 |
301.6% |
11,721 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7603 |
0.7587 |
0.7508 |
|
| R3 |
0.7559 |
0.7543 |
0.7496 |
|
| R2 |
0.7515 |
0.7515 |
0.7492 |
|
| R1 |
0.7499 |
0.7499 |
0.7488 |
0.7507 |
| PP |
0.7471 |
0.7471 |
0.7471 |
0.7475 |
| S1 |
0.7455 |
0.7455 |
0.7479 |
0.7463 |
| S2 |
0.7427 |
0.7427 |
0.7475 |
|
| S3 |
0.7383 |
0.7411 |
0.7471 |
|
| S4 |
0.7339 |
0.7367 |
0.7459 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8050 |
0.7968 |
0.7565 |
|
| R3 |
0.7828 |
0.7747 |
0.7504 |
|
| R2 |
0.7607 |
0.7607 |
0.7484 |
|
| R1 |
0.7525 |
0.7525 |
0.7464 |
0.7566 |
| PP |
0.7385 |
0.7385 |
0.7385 |
0.7406 |
| S1 |
0.7304 |
0.7304 |
0.7423 |
0.7345 |
| S2 |
0.7164 |
0.7164 |
0.7403 |
|
| S3 |
0.6942 |
0.7082 |
0.7383 |
|
| S4 |
0.6721 |
0.6861 |
0.7322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7487 |
0.7362 |
0.0125 |
1.7% |
0.0051 |
0.7% |
98% |
True |
False |
5,197 |
| 10 |
0.7487 |
0.7140 |
0.0347 |
4.6% |
0.0065 |
0.9% |
99% |
True |
False |
3,260 |
| 20 |
0.7487 |
0.7074 |
0.0413 |
5.5% |
0.0060 |
0.8% |
99% |
True |
False |
1,756 |
| 40 |
0.7487 |
0.7018 |
0.0469 |
6.3% |
0.0062 |
0.8% |
99% |
True |
False |
939 |
| 60 |
0.7487 |
0.6827 |
0.0660 |
8.8% |
0.0078 |
1.0% |
100% |
True |
False |
694 |
| 80 |
0.7574 |
0.6827 |
0.0747 |
10.0% |
0.0069 |
0.9% |
88% |
False |
False |
569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7674 |
|
2.618 |
0.7602 |
|
1.618 |
0.7558 |
|
1.000 |
0.7531 |
|
0.618 |
0.7514 |
|
HIGH |
0.7487 |
|
0.618 |
0.7470 |
|
0.500 |
0.7465 |
|
0.382 |
0.7459 |
|
LOW |
0.7443 |
|
0.618 |
0.7415 |
|
1.000 |
0.7399 |
|
1.618 |
0.7371 |
|
2.618 |
0.7327 |
|
4.250 |
0.7256 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7477 |
0.7468 |
| PP |
0.7471 |
0.7452 |
| S1 |
0.7465 |
0.7436 |
|