CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7374 |
0.7388 |
0.0014 |
0.2% |
0.7308 |
| High |
0.7398 |
0.7396 |
-0.0003 |
0.0% |
0.7384 |
| Low |
0.7365 |
0.7348 |
-0.0017 |
-0.2% |
0.7298 |
| Close |
0.7386 |
0.7358 |
-0.0029 |
-0.4% |
0.7358 |
| Range |
0.0034 |
0.0048 |
0.0014 |
41.8% |
0.0086 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
53,245 |
52,122 |
-1,123 |
-2.1% |
241,293 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7510 |
0.7481 |
0.7384 |
|
| R3 |
0.7462 |
0.7434 |
0.7371 |
|
| R2 |
0.7415 |
0.7415 |
0.7366 |
|
| R1 |
0.7386 |
0.7386 |
0.7362 |
0.7377 |
| PP |
0.7367 |
0.7367 |
0.7367 |
0.7362 |
| S1 |
0.7339 |
0.7339 |
0.7353 |
0.7329 |
| S2 |
0.7320 |
0.7320 |
0.7349 |
|
| S3 |
0.7272 |
0.7291 |
0.7344 |
|
| S4 |
0.7225 |
0.7244 |
0.7331 |
|
|
| 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 |
0.7301 |
0.0097 |
1.3% |
0.0043 |
0.6% |
58% |
False |
False |
57,995 |
| 10 |
0.7417 |
0.7292 |
0.0125 |
1.7% |
0.0044 |
0.6% |
53% |
False |
False |
57,601 |
| 20 |
0.7510 |
0.7292 |
0.0218 |
3.0% |
0.0056 |
0.8% |
30% |
False |
False |
58,152 |
| 40 |
0.7510 |
0.7074 |
0.0436 |
5.9% |
0.0058 |
0.8% |
65% |
False |
False |
29,954 |
| 60 |
0.7510 |
0.7018 |
0.0492 |
6.7% |
0.0060 |
0.8% |
69% |
False |
False |
20,010 |
| 80 |
0.7510 |
0.6827 |
0.0683 |
9.3% |
0.0072 |
1.0% |
78% |
False |
False |
15,059 |
| 100 |
0.7574 |
0.6827 |
0.0747 |
10.2% |
0.0066 |
0.9% |
71% |
False |
False |
12,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7597 |
|
2.618 |
0.7520 |
|
1.618 |
0.7472 |
|
1.000 |
0.7443 |
|
0.618 |
0.7425 |
|
HIGH |
0.7396 |
|
0.618 |
0.7377 |
|
0.500 |
0.7372 |
|
0.382 |
0.7366 |
|
LOW |
0.7348 |
|
0.618 |
0.7319 |
|
1.000 |
0.7301 |
|
1.618 |
0.7271 |
|
2.618 |
0.7224 |
|
4.250 |
0.7146 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7372 |
0.7370 |
| PP |
0.7367 |
0.7366 |
| S1 |
0.7362 |
0.7362 |
|