CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7398 |
0.7382 |
-0.0017 |
-0.2% |
0.7355 |
| High |
0.7417 |
0.7394 |
-0.0023 |
-0.3% |
0.7406 |
| Low |
0.7371 |
0.7332 |
-0.0039 |
-0.5% |
0.7308 |
| Close |
0.7387 |
0.7348 |
-0.0039 |
-0.5% |
0.7352 |
| Range |
0.0046 |
0.0062 |
0.0016 |
33.7% |
0.0098 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
57,889 |
59,578 |
1,689 |
2.9% |
305,658 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7542 |
0.7506 |
0.7381 |
|
| R3 |
0.7481 |
0.7445 |
0.7364 |
|
| R2 |
0.7419 |
0.7419 |
0.7359 |
|
| R1 |
0.7383 |
0.7383 |
0.7353 |
0.7371 |
| PP |
0.7358 |
0.7358 |
0.7358 |
0.7351 |
| S1 |
0.7322 |
0.7322 |
0.7342 |
0.7309 |
| S2 |
0.7296 |
0.7296 |
0.7336 |
|
| S3 |
0.7235 |
0.7260 |
0.7331 |
|
| S4 |
0.7173 |
0.7199 |
0.7314 |
|
|
| 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 |
0.7417 |
0.7332 |
0.0085 |
1.2% |
0.0052 |
0.7% |
18% |
False |
True |
51,549 |
| 10 |
0.7463 |
0.7308 |
0.0155 |
2.1% |
0.0065 |
0.9% |
25% |
False |
False |
62,932 |
| 20 |
0.7510 |
0.7230 |
0.0281 |
3.8% |
0.0063 |
0.9% |
42% |
False |
False |
36,667 |
| 40 |
0.7510 |
0.7057 |
0.0453 |
6.2% |
0.0062 |
0.8% |
64% |
False |
False |
18,520 |
| 60 |
0.7510 |
0.6980 |
0.0530 |
7.2% |
0.0066 |
0.9% |
69% |
False |
False |
12,386 |
| 80 |
0.7510 |
0.6827 |
0.0683 |
9.3% |
0.0075 |
1.0% |
76% |
False |
False |
9,360 |
| 100 |
0.7574 |
0.6827 |
0.0747 |
10.2% |
0.0064 |
0.9% |
70% |
False |
False |
7,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7655 |
|
2.618 |
0.7555 |
|
1.618 |
0.7493 |
|
1.000 |
0.7455 |
|
0.618 |
0.7432 |
|
HIGH |
0.7394 |
|
0.618 |
0.7370 |
|
0.500 |
0.7363 |
|
0.382 |
0.7355 |
|
LOW |
0.7332 |
|
0.618 |
0.7294 |
|
1.000 |
0.7271 |
|
1.618 |
0.7232 |
|
2.618 |
0.7171 |
|
4.250 |
0.7071 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7363 |
0.7374 |
| PP |
0.7358 |
0.7365 |
| S1 |
0.7353 |
0.7356 |
|