CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7374 |
0.7384 |
0.0010 |
0.1% |
0.7454 |
| High |
0.7406 |
0.7403 |
-0.0004 |
0.0% |
0.7510 |
| Low |
0.7342 |
0.7358 |
0.0016 |
0.2% |
0.7318 |
| Close |
0.7373 |
0.7374 |
0.0002 |
0.0% |
0.7345 |
| Range |
0.0064 |
0.0045 |
-0.0019 |
-29.7% |
0.0193 |
| ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
75,597 |
48,045 |
-27,552 |
-36.4% |
257,313 |
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7513 |
0.7489 |
0.7399 |
|
| R3 |
0.7468 |
0.7444 |
0.7386 |
|
| R2 |
0.7423 |
0.7423 |
0.7382 |
|
| R1 |
0.7399 |
0.7399 |
0.7378 |
0.7388 |
| PP |
0.7378 |
0.7378 |
0.7378 |
0.7373 |
| S1 |
0.7354 |
0.7354 |
0.7370 |
0.7343 |
| S2 |
0.7333 |
0.7333 |
0.7366 |
|
| S3 |
0.7288 |
0.7309 |
0.7362 |
|
| S4 |
0.7243 |
0.7264 |
0.7349 |
|
|
| 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 |
0.7463 |
0.7308 |
0.0155 |
2.1% |
0.0077 |
1.0% |
43% |
False |
False |
74,316 |
| 10 |
0.7510 |
0.7308 |
0.0202 |
2.7% |
0.0068 |
0.9% |
33% |
False |
False |
46,803 |
| 20 |
0.7510 |
0.7119 |
0.0391 |
5.3% |
0.0066 |
0.9% |
65% |
False |
False |
24,038 |
| 40 |
0.7510 |
0.7032 |
0.0478 |
6.5% |
0.0063 |
0.9% |
72% |
False |
False |
12,086 |
| 60 |
0.7510 |
0.6893 |
0.0618 |
8.4% |
0.0070 |
0.9% |
78% |
False |
False |
8,103 |
| 80 |
0.7533 |
0.6827 |
0.0706 |
9.6% |
0.0074 |
1.0% |
77% |
False |
False |
6,151 |
| 100 |
0.7603 |
0.6827 |
0.0776 |
10.5% |
0.0063 |
0.9% |
71% |
False |
False |
4,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7594 |
|
2.618 |
0.7520 |
|
1.618 |
0.7475 |
|
1.000 |
0.7448 |
|
0.618 |
0.7430 |
|
HIGH |
0.7403 |
|
0.618 |
0.7385 |
|
0.500 |
0.7380 |
|
0.382 |
0.7375 |
|
LOW |
0.7358 |
|
0.618 |
0.7330 |
|
1.000 |
0.7313 |
|
1.618 |
0.7285 |
|
2.618 |
0.7240 |
|
4.250 |
0.7166 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7380 |
0.7368 |
| PP |
0.7378 |
0.7363 |
| S1 |
0.7376 |
0.7357 |
|