CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7454 |
0.7459 |
0.0005 |
0.1% |
0.7255 |
| High |
0.7510 |
0.7463 |
-0.0047 |
-0.6% |
0.7467 |
| Low |
0.7442 |
0.7337 |
-0.0106 |
-1.4% |
0.7246 |
| Close |
0.7474 |
0.7350 |
-0.0124 |
-1.7% |
0.7444 |
| Range |
0.0068 |
0.0127 |
0.0059 |
86.0% |
0.0222 |
| ATR |
0.0064 |
0.0069 |
0.0005 |
8.3% |
0.0000 |
| Volume |
60,319 |
67,000 |
6,681 |
11.1% |
11,721 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7763 |
0.7683 |
0.7420 |
|
| R3 |
0.7636 |
0.7556 |
0.7385 |
|
| R2 |
0.7510 |
0.7510 |
0.7373 |
|
| R1 |
0.7430 |
0.7430 |
0.7362 |
0.7407 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7372 |
| S1 |
0.7303 |
0.7303 |
0.7338 |
0.7280 |
| S2 |
0.7257 |
0.7257 |
0.7327 |
|
| S3 |
0.7130 |
0.7177 |
0.7315 |
|
| S4 |
0.7004 |
0.7050 |
0.7280 |
|
|
| 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 |
0.7337 |
0.0174 |
2.4% |
0.0075 |
1.0% |
8% |
False |
True |
32,280 |
| 10 |
0.7510 |
0.7230 |
0.0281 |
3.8% |
0.0071 |
1.0% |
43% |
False |
False |
17,022 |
| 20 |
0.7510 |
0.7074 |
0.0436 |
5.9% |
0.0065 |
0.9% |
63% |
False |
False |
8,849 |
| 40 |
0.7510 |
0.7018 |
0.0492 |
6.7% |
0.0063 |
0.9% |
67% |
False |
False |
4,485 |
| 60 |
0.7510 |
0.6827 |
0.0683 |
9.3% |
0.0076 |
1.0% |
77% |
False |
False |
3,052 |
| 80 |
0.7574 |
0.6827 |
0.0747 |
10.2% |
0.0072 |
1.0% |
70% |
False |
False |
2,346 |
| 100 |
0.7666 |
0.6827 |
0.0839 |
11.4% |
0.0061 |
0.8% |
62% |
False |
False |
1,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8001 |
|
2.618 |
0.7794 |
|
1.618 |
0.7668 |
|
1.000 |
0.7590 |
|
0.618 |
0.7541 |
|
HIGH |
0.7463 |
|
0.618 |
0.7415 |
|
0.500 |
0.7400 |
|
0.382 |
0.7385 |
|
LOW |
0.7337 |
|
0.618 |
0.7258 |
|
1.000 |
0.7210 |
|
1.618 |
0.7132 |
|
2.618 |
0.7005 |
|
4.250 |
0.6799 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7400 |
0.7423 |
| PP |
0.7383 |
0.7399 |
| S1 |
0.7367 |
0.7374 |
|