CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 25-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7382 |
0.7335 |
-0.0047 |
-0.6% |
0.7355 |
| High |
0.7394 |
0.7350 |
-0.0044 |
-0.6% |
0.7406 |
| Low |
0.7332 |
0.7316 |
-0.0016 |
-0.2% |
0.7308 |
| Close |
0.7348 |
0.7328 |
-0.0020 |
-0.3% |
0.7352 |
| Range |
0.0062 |
0.0034 |
-0.0028 |
-45.5% |
0.0098 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
59,578 |
57,241 |
-2,337 |
-3.9% |
305,658 |
|
| Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7413 |
0.7346 |
|
| R3 |
0.7398 |
0.7380 |
0.7337 |
|
| R2 |
0.7365 |
0.7365 |
0.7334 |
|
| R1 |
0.7346 |
0.7346 |
0.7331 |
0.7339 |
| PP |
0.7331 |
0.7331 |
0.7331 |
0.7327 |
| S1 |
0.7313 |
0.7313 |
0.7324 |
0.7305 |
| S2 |
0.7298 |
0.7298 |
0.7321 |
|
| S3 |
0.7264 |
0.7279 |
0.7318 |
|
| S4 |
0.7231 |
0.7246 |
0.7309 |
|
|
| 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 |
0.7316 |
0.0101 |
1.4% |
0.0048 |
0.7% |
11% |
False |
True |
53,735 |
| 10 |
0.7417 |
0.7308 |
0.0109 |
1.5% |
0.0055 |
0.8% |
18% |
False |
False |
61,956 |
| 20 |
0.7510 |
0.7230 |
0.0281 |
3.8% |
0.0063 |
0.9% |
35% |
False |
False |
39,489 |
| 40 |
0.7510 |
0.7057 |
0.0453 |
6.2% |
0.0061 |
0.8% |
60% |
False |
False |
19,948 |
| 60 |
0.7510 |
0.7006 |
0.0504 |
6.9% |
0.0064 |
0.9% |
64% |
False |
False |
13,339 |
| 80 |
0.7510 |
0.6827 |
0.0683 |
9.3% |
0.0075 |
1.0% |
73% |
False |
False |
10,070 |
| 100 |
0.7574 |
0.6827 |
0.0747 |
10.2% |
0.0065 |
0.9% |
67% |
False |
False |
8,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7492 |
|
2.618 |
0.7437 |
|
1.618 |
0.7404 |
|
1.000 |
0.7383 |
|
0.618 |
0.7370 |
|
HIGH |
0.7350 |
|
0.618 |
0.7337 |
|
0.500 |
0.7333 |
|
0.382 |
0.7329 |
|
LOW |
0.7316 |
|
0.618 |
0.7295 |
|
1.000 |
0.7283 |
|
1.618 |
0.7262 |
|
2.618 |
0.7228 |
|
4.250 |
0.7174 |
|
|
| Fisher Pivots for day following 25-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7333 |
0.7366 |
| PP |
0.7331 |
0.7353 |
| S1 |
0.7329 |
0.7340 |
|