CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7364 |
0.7374 |
0.0010 |
0.1% |
0.7308 |
| High |
0.7376 |
0.7398 |
0.0023 |
0.3% |
0.7384 |
| Low |
0.7341 |
0.7365 |
0.0024 |
0.3% |
0.7298 |
| Close |
0.7358 |
0.7386 |
0.0028 |
0.4% |
0.7358 |
| Range |
0.0035 |
0.0034 |
-0.0001 |
-2.9% |
0.0086 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
59,070 |
53,245 |
-5,825 |
-9.9% |
241,293 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7483 |
0.7468 |
0.7404 |
|
| R3 |
0.7450 |
0.7435 |
0.7395 |
|
| R2 |
0.7416 |
0.7416 |
0.7392 |
|
| R1 |
0.7401 |
0.7401 |
0.7389 |
0.7409 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7387 |
| S1 |
0.7368 |
0.7368 |
0.7383 |
0.7375 |
| S2 |
0.7349 |
0.7349 |
0.7380 |
|
| S3 |
0.7316 |
0.7334 |
0.7377 |
|
| S4 |
0.7282 |
0.7301 |
0.7368 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7604 |
0.7567 |
0.7405 |
|
| R3 |
0.7518 |
0.7481 |
0.7382 |
|
| R2 |
0.7432 |
0.7432 |
0.7374 |
|
| R1 |
0.7395 |
0.7395 |
0.7366 |
0.7414 |
| PP |
0.7346 |
0.7346 |
0.7346 |
0.7356 |
| S1 |
0.7309 |
0.7309 |
0.7350 |
0.7328 |
| S2 |
0.7260 |
0.7260 |
0.7342 |
|
| S3 |
0.7174 |
0.7223 |
0.7334 |
|
| S4 |
0.7088 |
0.7137 |
0.7311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7398 |
0.7298 |
0.0101 |
1.4% |
0.0040 |
0.5% |
88% |
True |
False |
58,907 |
| 10 |
0.7417 |
0.7292 |
0.0125 |
1.7% |
0.0045 |
0.6% |
76% |
False |
False |
56,335 |
| 20 |
0.7510 |
0.7292 |
0.0218 |
3.0% |
0.0055 |
0.8% |
43% |
False |
False |
56,316 |
| 40 |
0.7510 |
0.7074 |
0.0436 |
5.9% |
0.0057 |
0.8% |
72% |
False |
False |
28,655 |
| 60 |
0.7510 |
0.7018 |
0.0492 |
6.7% |
0.0060 |
0.8% |
75% |
False |
False |
19,145 |
| 80 |
0.7510 |
0.6827 |
0.0683 |
9.2% |
0.0073 |
1.0% |
82% |
False |
False |
14,411 |
| 100 |
0.7574 |
0.6827 |
0.0747 |
10.1% |
0.0066 |
0.9% |
75% |
False |
False |
11,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7540 |
|
2.618 |
0.7486 |
|
1.618 |
0.7452 |
|
1.000 |
0.7432 |
|
0.618 |
0.7419 |
|
HIGH |
0.7398 |
|
0.618 |
0.7385 |
|
0.500 |
0.7381 |
|
0.382 |
0.7377 |
|
LOW |
0.7365 |
|
0.618 |
0.7344 |
|
1.000 |
0.7331 |
|
1.618 |
0.7310 |
|
2.618 |
0.7277 |
|
4.250 |
0.7222 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7384 |
0.7381 |
| PP |
0.7383 |
0.7375 |
| S1 |
0.7381 |
0.7370 |
|