CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7367 |
0.7364 |
-0.0003 |
0.0% |
0.7348 |
| High |
0.7384 |
0.7376 |
-0.0008 |
-0.1% |
0.7417 |
| Low |
0.7354 |
0.7341 |
-0.0013 |
-0.2% |
0.7292 |
| Close |
0.7362 |
0.7358 |
-0.0004 |
0.0% |
0.7324 |
| Range |
0.0030 |
0.0035 |
0.0005 |
15.0% |
0.0125 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
52,700 |
59,070 |
6,370 |
12.1% |
268,815 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7462 |
0.7444 |
0.7377 |
|
| R3 |
0.7427 |
0.7410 |
0.7367 |
|
| R2 |
0.7393 |
0.7393 |
0.7364 |
|
| R1 |
0.7375 |
0.7375 |
0.7361 |
0.7367 |
| PP |
0.7358 |
0.7358 |
0.7358 |
0.7354 |
| S1 |
0.7341 |
0.7341 |
0.7355 |
0.7332 |
| S2 |
0.7324 |
0.7324 |
0.7352 |
|
| S3 |
0.7289 |
0.7306 |
0.7349 |
|
| S4 |
0.7255 |
0.7272 |
0.7339 |
|
|
| 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 |
0.7384 |
0.7292 |
0.0092 |
1.2% |
0.0043 |
0.6% |
72% |
False |
False |
59,188 |
| 10 |
0.7417 |
0.7292 |
0.0125 |
1.7% |
0.0045 |
0.6% |
53% |
False |
False |
56,461 |
| 20 |
0.7510 |
0.7292 |
0.0218 |
3.0% |
0.0057 |
0.8% |
30% |
False |
False |
53,845 |
| 40 |
0.7510 |
0.7057 |
0.0453 |
6.2% |
0.0059 |
0.8% |
66% |
False |
False |
27,329 |
| 60 |
0.7510 |
0.7018 |
0.0492 |
6.7% |
0.0061 |
0.8% |
69% |
False |
False |
18,258 |
| 80 |
0.7510 |
0.6827 |
0.0683 |
9.3% |
0.0074 |
1.0% |
78% |
False |
False |
13,755 |
| 100 |
0.7574 |
0.6827 |
0.0747 |
10.2% |
0.0066 |
0.9% |
71% |
False |
False |
11,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7522 |
|
2.618 |
0.7466 |
|
1.618 |
0.7431 |
|
1.000 |
0.7410 |
|
0.618 |
0.7397 |
|
HIGH |
0.7376 |
|
0.618 |
0.7362 |
|
0.500 |
0.7358 |
|
0.382 |
0.7354 |
|
LOW |
0.7341 |
|
0.618 |
0.7320 |
|
1.000 |
0.7307 |
|
1.618 |
0.7285 |
|
2.618 |
0.7251 |
|
4.250 |
0.7194 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7358 |
0.7353 |
| PP |
0.7358 |
0.7348 |
| S1 |
0.7358 |
0.7342 |
|