CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7308 |
0.7321 |
0.0013 |
0.2% |
0.7348 |
| High |
0.7330 |
0.7371 |
0.0041 |
0.6% |
0.7417 |
| Low |
0.7298 |
0.7301 |
0.0004 |
0.0% |
0.7292 |
| Close |
0.7307 |
0.7362 |
0.0055 |
0.8% |
0.7324 |
| Range |
0.0032 |
0.0070 |
0.0038 |
117.2% |
0.0125 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.4% |
0.0000 |
| Volume |
56,683 |
72,840 |
16,157 |
28.5% |
268,815 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7527 |
0.7400 |
|
| R3 |
0.7484 |
0.7458 |
0.7381 |
|
| R2 |
0.7414 |
0.7414 |
0.7375 |
|
| R1 |
0.7388 |
0.7388 |
0.7368 |
0.7401 |
| PP |
0.7345 |
0.7345 |
0.7345 |
0.7351 |
| S1 |
0.7319 |
0.7319 |
0.7356 |
0.7332 |
| S2 |
0.7275 |
0.7275 |
0.7349 |
|
| S3 |
0.7206 |
0.7249 |
0.7343 |
|
| S4 |
0.7136 |
0.7180 |
0.7324 |
|
|
| 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 |
0.7394 |
0.7292 |
0.0102 |
1.4% |
0.0049 |
0.7% |
69% |
False |
False |
60,198 |
| 10 |
0.7417 |
0.7292 |
0.0125 |
1.7% |
0.0049 |
0.7% |
56% |
False |
False |
54,720 |
| 20 |
0.7510 |
0.7292 |
0.0218 |
3.0% |
0.0058 |
0.8% |
32% |
False |
False |
48,437 |
| 40 |
0.7510 |
0.7057 |
0.0453 |
6.2% |
0.0061 |
0.8% |
67% |
False |
False |
24,540 |
| 60 |
0.7510 |
0.7018 |
0.0492 |
6.7% |
0.0063 |
0.8% |
70% |
False |
False |
16,405 |
| 80 |
0.7510 |
0.6827 |
0.0683 |
9.3% |
0.0076 |
1.0% |
78% |
False |
False |
12,362 |
| 100 |
0.7574 |
0.6827 |
0.0747 |
10.1% |
0.0065 |
0.9% |
72% |
False |
False |
9,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7666 |
|
2.618 |
0.7552 |
|
1.618 |
0.7483 |
|
1.000 |
0.7440 |
|
0.618 |
0.7413 |
|
HIGH |
0.7371 |
|
0.618 |
0.7344 |
|
0.500 |
0.7336 |
|
0.382 |
0.7328 |
|
LOW |
0.7301 |
|
0.618 |
0.7258 |
|
1.000 |
0.7232 |
|
1.618 |
0.7189 |
|
2.618 |
0.7119 |
|
4.250 |
0.7006 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7353 |
0.7352 |
| PP |
0.7345 |
0.7342 |
| S1 |
0.7336 |
0.7331 |
|