CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7384 |
0.7375 |
-0.0009 |
-0.1% |
0.7454 |
| High |
0.7403 |
0.7397 |
-0.0006 |
-0.1% |
0.7510 |
| Low |
0.7358 |
0.7346 |
-0.0012 |
-0.2% |
0.7318 |
| Close |
0.7374 |
0.7353 |
-0.0021 |
-0.3% |
0.7345 |
| Range |
0.0045 |
0.0052 |
0.0007 |
14.4% |
0.0193 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
48,045 |
46,310 |
-1,735 |
-3.6% |
257,313 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7520 |
0.7488 |
0.7381 |
|
| R3 |
0.7468 |
0.7436 |
0.7367 |
|
| R2 |
0.7417 |
0.7417 |
0.7362 |
|
| R1 |
0.7385 |
0.7385 |
0.7358 |
0.7375 |
| PP |
0.7365 |
0.7365 |
0.7365 |
0.7360 |
| S1 |
0.7333 |
0.7333 |
0.7348 |
0.7324 |
| S2 |
0.7314 |
0.7314 |
0.7344 |
|
| S3 |
0.7262 |
0.7282 |
0.7339 |
|
| S4 |
0.7211 |
0.7230 |
0.7325 |
|
|
| 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 |
0.7406 |
0.7308 |
0.0098 |
1.3% |
0.0062 |
0.8% |
46% |
False |
False |
70,178 |
| 10 |
0.7510 |
0.7308 |
0.0202 |
2.7% |
0.0069 |
0.9% |
22% |
False |
False |
51,229 |
| 20 |
0.7510 |
0.7119 |
0.0391 |
5.3% |
0.0066 |
0.9% |
60% |
False |
False |
26,327 |
| 40 |
0.7510 |
0.7050 |
0.0461 |
6.3% |
0.0063 |
0.9% |
66% |
False |
False |
13,242 |
| 60 |
0.7510 |
0.6943 |
0.0568 |
7.7% |
0.0069 |
0.9% |
72% |
False |
False |
8,872 |
| 80 |
0.7529 |
0.6827 |
0.0702 |
9.5% |
0.0074 |
1.0% |
75% |
False |
False |
6,729 |
| 100 |
0.7603 |
0.6827 |
0.0776 |
10.5% |
0.0063 |
0.9% |
68% |
False |
False |
5,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7616 |
|
2.618 |
0.7532 |
|
1.618 |
0.7480 |
|
1.000 |
0.7449 |
|
0.618 |
0.7429 |
|
HIGH |
0.7397 |
|
0.618 |
0.7377 |
|
0.500 |
0.7371 |
|
0.382 |
0.7365 |
|
LOW |
0.7346 |
|
0.618 |
0.7314 |
|
1.000 |
0.7294 |
|
1.618 |
0.7262 |
|
2.618 |
0.7211 |
|
4.250 |
0.7127 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7371 |
0.7374 |
| PP |
0.7365 |
0.7367 |
| S1 |
0.7359 |
0.7360 |
|