CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7352 |
0.7399 |
0.0047 |
0.6% |
0.7308 |
| High |
0.7413 |
0.7413 |
0.0000 |
0.0% |
0.7384 |
| Low |
0.7342 |
0.7357 |
0.0016 |
0.2% |
0.7298 |
| Close |
0.7409 |
0.7365 |
-0.0044 |
-0.6% |
0.7358 |
| Range |
0.0072 |
0.0056 |
-0.0016 |
-21.7% |
0.0086 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.2% |
0.0000 |
| Volume |
62,671 |
66,623 |
3,952 |
6.3% |
241,293 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7546 |
0.7512 |
0.7396 |
|
| R3 |
0.7490 |
0.7456 |
0.7380 |
|
| R2 |
0.7434 |
0.7434 |
0.7375 |
|
| R1 |
0.7400 |
0.7400 |
0.7370 |
0.7389 |
| PP |
0.7378 |
0.7378 |
0.7378 |
0.7373 |
| S1 |
0.7344 |
0.7344 |
0.7360 |
0.7333 |
| S2 |
0.7322 |
0.7322 |
0.7355 |
|
| S3 |
0.7266 |
0.7288 |
0.7350 |
|
| S4 |
0.7210 |
0.7232 |
0.7334 |
|
|
| 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 |
0.7413 |
0.7341 |
0.0072 |
1.0% |
0.0049 |
0.7% |
33% |
True |
False |
58,746 |
| 10 |
0.7413 |
0.7292 |
0.0121 |
1.6% |
0.0046 |
0.6% |
60% |
True |
False |
58,784 |
| 20 |
0.7463 |
0.7292 |
0.0171 |
2.3% |
0.0055 |
0.7% |
43% |
False |
False |
60,858 |
| 40 |
0.7510 |
0.7074 |
0.0436 |
5.9% |
0.0058 |
0.8% |
67% |
False |
False |
33,184 |
| 60 |
0.7510 |
0.7018 |
0.0492 |
6.7% |
0.0061 |
0.8% |
71% |
False |
False |
22,161 |
| 80 |
0.7510 |
0.6827 |
0.0683 |
9.3% |
0.0071 |
1.0% |
79% |
False |
False |
16,670 |
| 100 |
0.7574 |
0.6827 |
0.0747 |
10.1% |
0.0067 |
0.9% |
72% |
False |
False |
13,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7651 |
|
2.618 |
0.7560 |
|
1.618 |
0.7504 |
|
1.000 |
0.7469 |
|
0.618 |
0.7448 |
|
HIGH |
0.7413 |
|
0.618 |
0.7392 |
|
0.500 |
0.7385 |
|
0.382 |
0.7378 |
|
LOW |
0.7357 |
|
0.618 |
0.7322 |
|
1.000 |
0.7301 |
|
1.618 |
0.7266 |
|
2.618 |
0.7210 |
|
4.250 |
0.7119 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7385 |
0.7377 |
| PP |
0.7378 |
0.7373 |
| S1 |
0.7372 |
0.7369 |
|