CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7335 |
0.7335 |
-0.0001 |
0.0% |
0.7348 |
| High |
0.7350 |
0.7339 |
-0.0011 |
-0.1% |
0.7417 |
| Low |
0.7316 |
0.7292 |
-0.0024 |
-0.3% |
0.7292 |
| Close |
0.7328 |
0.7324 |
-0.0004 |
-0.1% |
0.7324 |
| Range |
0.0034 |
0.0047 |
0.0014 |
40.3% |
0.0125 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
57,241 |
54,648 |
-2,593 |
-4.5% |
268,815 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7459 |
0.7438 |
0.7349 |
|
| R3 |
0.7412 |
0.7391 |
0.7336 |
|
| R2 |
0.7365 |
0.7365 |
0.7332 |
|
| R1 |
0.7344 |
0.7344 |
0.7328 |
0.7331 |
| PP |
0.7318 |
0.7318 |
0.7318 |
0.7312 |
| S1 |
0.7297 |
0.7297 |
0.7319 |
0.7284 |
| S2 |
0.7271 |
0.7271 |
0.7315 |
|
| S3 |
0.7224 |
0.7250 |
0.7311 |
|
| S4 |
0.7177 |
0.7203 |
0.7298 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7718 |
0.7645 |
0.7392 |
|
| R3 |
0.7593 |
0.7521 |
0.7358 |
|
| R2 |
0.7469 |
0.7469 |
0.7346 |
|
| R1 |
0.7396 |
0.7396 |
0.7335 |
0.7370 |
| PP |
0.7344 |
0.7344 |
0.7344 |
0.7331 |
| S1 |
0.7272 |
0.7272 |
0.7312 |
0.7246 |
| S2 |
0.7220 |
0.7220 |
0.7301 |
|
| S3 |
0.7095 |
0.7147 |
0.7289 |
|
| S4 |
0.6971 |
0.7023 |
0.7255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7417 |
0.7292 |
0.0125 |
1.7% |
0.0050 |
0.7% |
25% |
False |
True |
53,763 |
| 10 |
0.7417 |
0.7292 |
0.0125 |
1.7% |
0.0052 |
0.7% |
25% |
False |
True |
57,447 |
| 20 |
0.7510 |
0.7246 |
0.0265 |
3.6% |
0.0062 |
0.9% |
29% |
False |
False |
42,175 |
| 40 |
0.7510 |
0.7057 |
0.0453 |
6.2% |
0.0061 |
0.8% |
59% |
False |
False |
21,308 |
| 60 |
0.7510 |
0.7006 |
0.0504 |
6.9% |
0.0063 |
0.9% |
63% |
False |
False |
14,249 |
| 80 |
0.7510 |
0.6827 |
0.0683 |
9.3% |
0.0075 |
1.0% |
73% |
False |
False |
10,749 |
| 100 |
0.7574 |
0.6827 |
0.0747 |
10.2% |
0.0065 |
0.9% |
66% |
False |
False |
8,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7539 |
|
2.618 |
0.7462 |
|
1.618 |
0.7415 |
|
1.000 |
0.7386 |
|
0.618 |
0.7368 |
|
HIGH |
0.7339 |
|
0.618 |
0.7321 |
|
0.500 |
0.7316 |
|
0.382 |
0.7310 |
|
LOW |
0.7292 |
|
0.618 |
0.7263 |
|
1.000 |
0.7245 |
|
1.618 |
0.7216 |
|
2.618 |
0.7169 |
|
4.250 |
0.7092 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7321 |
0.7343 |
| PP |
0.7318 |
0.7336 |
| S1 |
0.7316 |
0.7330 |
|