CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 16-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7355 |
0.7374 |
0.0019 |
0.3% |
0.7454 |
| High |
0.7384 |
0.7406 |
0.0023 |
0.3% |
0.7510 |
| Low |
0.7308 |
0.7342 |
0.0034 |
0.5% |
0.7318 |
| Close |
0.7376 |
0.7373 |
-0.0003 |
0.0% |
0.7345 |
| Range |
0.0076 |
0.0064 |
-0.0012 |
-15.2% |
0.0193 |
| ATR |
0.0070 |
0.0069 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
81,195 |
75,597 |
-5,598 |
-6.9% |
257,313 |
|
| Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7566 |
0.7533 |
0.7408 |
|
| R3 |
0.7502 |
0.7469 |
0.7390 |
|
| R2 |
0.7438 |
0.7438 |
0.7384 |
|
| R1 |
0.7405 |
0.7405 |
0.7378 |
0.7389 |
| PP |
0.7374 |
0.7374 |
0.7374 |
0.7366 |
| S1 |
0.7341 |
0.7341 |
0.7367 |
0.7325 |
| S2 |
0.7310 |
0.7310 |
0.7361 |
|
| S3 |
0.7246 |
0.7277 |
0.7355 |
|
| S4 |
0.7182 |
0.7213 |
0.7337 |
|
|
| 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% |
0.0082 |
1.1% |
32% |
False |
False |
76,770 |
| 10 |
0.7510 |
0.7308 |
0.0202 |
2.7% |
0.0068 |
0.9% |
32% |
False |
False |
42,154 |
| 20 |
0.7510 |
0.7119 |
0.0391 |
5.3% |
0.0066 |
0.9% |
65% |
False |
False |
21,651 |
| 40 |
0.7510 |
0.7018 |
0.0492 |
6.7% |
0.0064 |
0.9% |
72% |
False |
False |
10,888 |
| 60 |
0.7510 |
0.6878 |
0.0633 |
8.6% |
0.0071 |
1.0% |
78% |
False |
False |
7,308 |
| 80 |
0.7541 |
0.6827 |
0.0714 |
9.7% |
0.0073 |
1.0% |
76% |
False |
False |
5,552 |
| 100 |
0.7624 |
0.6827 |
0.0797 |
10.8% |
0.0063 |
0.8% |
68% |
False |
False |
4,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7678 |
|
2.618 |
0.7574 |
|
1.618 |
0.7510 |
|
1.000 |
0.7470 |
|
0.618 |
0.7446 |
|
HIGH |
0.7406 |
|
0.618 |
0.7382 |
|
0.500 |
0.7374 |
|
0.382 |
0.7366 |
|
LOW |
0.7342 |
|
0.618 |
0.7302 |
|
1.000 |
0.7278 |
|
1.618 |
0.7238 |
|
2.618 |
0.7174 |
|
4.250 |
0.7070 |
|
|
| Fisher Pivots for day following 16-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7374 |
0.7367 |
| PP |
0.7374 |
0.7362 |
| S1 |
0.7373 |
0.7357 |
|