CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7335 |
0.7308 |
-0.0027 |
-0.4% |
0.7348 |
| High |
0.7339 |
0.7330 |
-0.0010 |
-0.1% |
0.7417 |
| Low |
0.7292 |
0.7298 |
0.0006 |
0.1% |
0.7292 |
| Close |
0.7324 |
0.7307 |
-0.0017 |
-0.2% |
0.7324 |
| Range |
0.0047 |
0.0032 |
-0.0015 |
-31.9% |
0.0125 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
54,648 |
56,683 |
2,035 |
3.7% |
268,815 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7407 |
0.7389 |
0.7325 |
|
| R3 |
0.7375 |
0.7357 |
0.7316 |
|
| R2 |
0.7343 |
0.7343 |
0.7313 |
|
| R1 |
0.7325 |
0.7325 |
0.7310 |
0.7318 |
| PP |
0.7311 |
0.7311 |
0.7311 |
0.7308 |
| S1 |
0.7293 |
0.7293 |
0.7304 |
0.7286 |
| S2 |
0.7279 |
0.7279 |
0.7301 |
|
| S3 |
0.7247 |
0.7261 |
0.7298 |
|
| S4 |
0.7215 |
0.7229 |
0.7289 |
|
|
| 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% |
0.0044 |
0.6% |
12% |
False |
False |
57,207 |
| 10 |
0.7417 |
0.7292 |
0.0125 |
1.7% |
0.0048 |
0.7% |
12% |
False |
False |
54,996 |
| 20 |
0.7510 |
0.7292 |
0.0218 |
3.0% |
0.0058 |
0.8% |
7% |
False |
False |
44,953 |
| 40 |
0.7510 |
0.7057 |
0.0453 |
6.2% |
0.0060 |
0.8% |
55% |
False |
False |
22,721 |
| 60 |
0.7510 |
0.7018 |
0.0492 |
6.7% |
0.0062 |
0.9% |
59% |
False |
False |
15,192 |
| 80 |
0.7510 |
0.6827 |
0.0683 |
9.3% |
0.0075 |
1.0% |
70% |
False |
False |
11,452 |
| 100 |
0.7574 |
0.6827 |
0.0747 |
10.2% |
0.0065 |
0.9% |
64% |
False |
False |
9,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7466 |
|
2.618 |
0.7413 |
|
1.618 |
0.7381 |
|
1.000 |
0.7362 |
|
0.618 |
0.7349 |
|
HIGH |
0.7330 |
|
0.618 |
0.7317 |
|
0.500 |
0.7314 |
|
0.382 |
0.7310 |
|
LOW |
0.7298 |
|
0.618 |
0.7278 |
|
1.000 |
0.7266 |
|
1.618 |
0.7246 |
|
2.618 |
0.7214 |
|
4.250 |
0.7162 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7314 |
0.7321 |
| PP |
0.7311 |
0.7316 |
| S1 |
0.7309 |
0.7312 |
|