CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7342 |
0.7355 |
0.0013 |
0.2% |
0.7454 |
| High |
0.7394 |
0.7384 |
-0.0010 |
-0.1% |
0.7510 |
| Low |
0.7318 |
0.7308 |
-0.0010 |
-0.1% |
0.7318 |
| Close |
0.7345 |
0.7376 |
0.0031 |
0.4% |
0.7345 |
| Range |
0.0076 |
0.0076 |
-0.0001 |
-0.7% |
0.0193 |
| ATR |
0.0069 |
0.0070 |
0.0000 |
0.6% |
0.0000 |
| Volume |
99,743 |
81,195 |
-18,548 |
-18.6% |
257,313 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7582 |
0.7554 |
0.7417 |
|
| R3 |
0.7507 |
0.7479 |
0.7396 |
|
| R2 |
0.7431 |
0.7431 |
0.7389 |
|
| R1 |
0.7403 |
0.7403 |
0.7382 |
0.7417 |
| PP |
0.7356 |
0.7356 |
0.7356 |
0.7363 |
| S1 |
0.7328 |
0.7328 |
0.7369 |
0.7342 |
| S2 |
0.7280 |
0.7280 |
0.7362 |
|
| S3 |
0.7205 |
0.7252 |
0.7355 |
|
| S4 |
0.7129 |
0.7177 |
0.7334 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7968 |
0.7849 |
0.7451 |
|
| R3 |
0.7776 |
0.7657 |
0.7398 |
|
| R2 |
0.7583 |
0.7583 |
0.7380 |
|
| R1 |
0.7464 |
0.7464 |
0.7363 |
0.7428 |
| PP |
0.7391 |
0.7391 |
0.7391 |
0.7373 |
| S1 |
0.7272 |
0.7272 |
0.7327 |
0.7235 |
| S2 |
0.7198 |
0.7198 |
0.7310 |
|
| S3 |
0.7006 |
0.7079 |
0.7292 |
|
| S4 |
0.6813 |
0.6887 |
0.7239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7510 |
0.7308 |
0.0202 |
2.7% |
0.0083 |
1.1% |
33% |
False |
True |
64,623 |
| 10 |
0.7510 |
0.7308 |
0.0202 |
2.7% |
0.0067 |
0.9% |
33% |
False |
True |
34,910 |
| 20 |
0.7510 |
0.7090 |
0.0421 |
5.7% |
0.0067 |
0.9% |
68% |
False |
False |
17,878 |
| 40 |
0.7510 |
0.7018 |
0.0492 |
6.7% |
0.0064 |
0.9% |
73% |
False |
False |
8,999 |
| 60 |
0.7510 |
0.6878 |
0.0633 |
8.6% |
0.0073 |
1.0% |
79% |
False |
False |
6,055 |
| 80 |
0.7574 |
0.6827 |
0.0747 |
10.1% |
0.0073 |
1.0% |
73% |
False |
False |
4,607 |
| 100 |
0.7624 |
0.6827 |
0.0797 |
10.8% |
0.0062 |
0.8% |
69% |
False |
False |
3,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7704 |
|
2.618 |
0.7581 |
|
1.618 |
0.7506 |
|
1.000 |
0.7459 |
|
0.618 |
0.7430 |
|
HIGH |
0.7384 |
|
0.618 |
0.7355 |
|
0.500 |
0.7346 |
|
0.382 |
0.7337 |
|
LOW |
0.7308 |
|
0.618 |
0.7261 |
|
1.000 |
0.7233 |
|
1.618 |
0.7186 |
|
2.618 |
0.7110 |
|
4.250 |
0.6987 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7366 |
0.7386 |
| PP |
0.7356 |
0.7382 |
| S1 |
0.7346 |
0.7379 |
|