CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7353 |
0.7348 |
-0.0005 |
-0.1% |
0.7355 |
| High |
0.7384 |
0.7399 |
0.0015 |
0.2% |
0.7406 |
| Low |
0.7345 |
0.7338 |
-0.0008 |
-0.1% |
0.7308 |
| Close |
0.7352 |
0.7395 |
0.0043 |
0.6% |
0.7352 |
| Range |
0.0039 |
0.0061 |
0.0023 |
58.4% |
0.0098 |
| ATR |
0.0065 |
0.0064 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
54,511 |
39,459 |
-15,052 |
-27.6% |
305,658 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7539 |
0.7429 |
|
| R3 |
0.7499 |
0.7478 |
0.7412 |
|
| R2 |
0.7438 |
0.7438 |
0.7406 |
|
| R1 |
0.7417 |
0.7417 |
0.7401 |
0.7427 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7382 |
| S1 |
0.7356 |
0.7356 |
0.7389 |
0.7366 |
| S2 |
0.7316 |
0.7316 |
0.7384 |
|
| S3 |
0.7255 |
0.7295 |
0.7378 |
|
| S4 |
0.7194 |
0.7234 |
0.7361 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7649 |
0.7599 |
0.7406 |
|
| R3 |
0.7551 |
0.7501 |
0.7379 |
|
| R2 |
0.7453 |
0.7453 |
0.7370 |
|
| R1 |
0.7403 |
0.7403 |
0.7361 |
0.7379 |
| PP |
0.7355 |
0.7355 |
0.7355 |
0.7344 |
| S1 |
0.7305 |
0.7305 |
0.7343 |
0.7281 |
| S2 |
0.7257 |
0.7257 |
0.7334 |
|
| S3 |
0.7159 |
0.7207 |
0.7325 |
|
| S4 |
0.7061 |
0.7109 |
0.7298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7406 |
0.7338 |
0.0069 |
0.9% |
0.0052 |
0.7% |
84% |
False |
True |
52,784 |
| 10 |
0.7510 |
0.7308 |
0.0202 |
2.7% |
0.0068 |
0.9% |
43% |
False |
False |
58,704 |
| 20 |
0.7510 |
0.7140 |
0.0370 |
5.0% |
0.0066 |
0.9% |
69% |
False |
False |
30,982 |
| 40 |
0.7510 |
0.7057 |
0.0453 |
6.1% |
0.0062 |
0.8% |
75% |
False |
False |
15,587 |
| 60 |
0.7510 |
0.6980 |
0.0530 |
7.2% |
0.0067 |
0.9% |
78% |
False |
False |
10,431 |
| 80 |
0.7510 |
0.6827 |
0.0683 |
9.2% |
0.0075 |
1.0% |
83% |
False |
False |
7,898 |
| 100 |
0.7579 |
0.6827 |
0.0752 |
10.2% |
0.0064 |
0.9% |
76% |
False |
False |
6,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7658 |
|
2.618 |
0.7558 |
|
1.618 |
0.7497 |
|
1.000 |
0.7460 |
|
0.618 |
0.7436 |
|
HIGH |
0.7399 |
|
0.618 |
0.7375 |
|
0.500 |
0.7368 |
|
0.382 |
0.7361 |
|
LOW |
0.7338 |
|
0.618 |
0.7300 |
|
1.000 |
0.7277 |
|
1.618 |
0.7239 |
|
2.618 |
0.7178 |
|
4.250 |
0.7078 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7386 |
0.7386 |
| PP |
0.7377 |
0.7377 |
| S1 |
0.7368 |
0.7368 |
|