CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 10-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2020 |
10-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7472 |
0.7454 |
-0.0018 |
-0.2% |
0.7255 |
| High |
0.7486 |
0.7510 |
0.0025 |
0.3% |
0.7467 |
| Low |
0.7415 |
0.7442 |
0.0027 |
0.4% |
0.7246 |
| Close |
0.7467 |
0.7474 |
0.0008 |
0.1% |
0.7444 |
| Range |
0.0071 |
0.0068 |
-0.0003 |
-3.5% |
0.0222 |
| ATR |
0.0063 |
0.0064 |
0.0000 |
0.5% |
0.0000 |
| Volume |
14,862 |
60,319 |
45,457 |
305.9% |
11,721 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7679 |
0.7645 |
0.7511 |
|
| R3 |
0.7611 |
0.7577 |
0.7493 |
|
| R2 |
0.7543 |
0.7543 |
0.7486 |
|
| R1 |
0.7509 |
0.7509 |
0.7480 |
0.7526 |
| PP |
0.7475 |
0.7475 |
0.7475 |
0.7484 |
| S1 |
0.7441 |
0.7441 |
0.7468 |
0.7458 |
| S2 |
0.7407 |
0.7407 |
0.7462 |
|
| S3 |
0.7339 |
0.7373 |
0.7455 |
|
| S4 |
0.7271 |
0.7305 |
0.7437 |
|
|
| 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 |
0.7510 |
0.7386 |
0.0125 |
1.7% |
0.0058 |
0.8% |
71% |
True |
False |
19,291 |
| 10 |
0.7510 |
0.7230 |
0.0281 |
3.8% |
0.0061 |
0.8% |
87% |
True |
False |
10,402 |
| 20 |
0.7510 |
0.7074 |
0.0436 |
5.8% |
0.0061 |
0.8% |
92% |
True |
False |
5,509 |
| 40 |
0.7510 |
0.7018 |
0.0492 |
6.6% |
0.0063 |
0.8% |
93% |
True |
False |
2,813 |
| 60 |
0.7510 |
0.6827 |
0.0683 |
9.1% |
0.0076 |
1.0% |
95% |
True |
False |
1,941 |
| 80 |
0.7574 |
0.6827 |
0.0747 |
10.0% |
0.0070 |
0.9% |
87% |
False |
False |
1,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7799 |
|
2.618 |
0.7688 |
|
1.618 |
0.7620 |
|
1.000 |
0.7578 |
|
0.618 |
0.7552 |
|
HIGH |
0.7510 |
|
0.618 |
0.7484 |
|
0.500 |
0.7476 |
|
0.382 |
0.7468 |
|
LOW |
0.7442 |
|
0.618 |
0.7400 |
|
1.000 |
0.7374 |
|
1.618 |
0.7332 |
|
2.618 |
0.7264 |
|
4.250 |
0.7153 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7476 |
0.7470 |
| PP |
0.7475 |
0.7466 |
| S1 |
0.7475 |
0.7463 |
|