CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 10-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7399 |
0.7365 |
-0.0034 |
-0.5% |
0.7374 |
| High |
0.7413 |
0.7368 |
-0.0045 |
-0.6% |
0.7413 |
| Low |
0.7357 |
0.7337 |
-0.0021 |
-0.3% |
0.7337 |
| Close |
0.7365 |
0.7360 |
-0.0005 |
-0.1% |
0.7360 |
| Range |
0.0056 |
0.0032 |
-0.0025 |
-43.8% |
0.0077 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
66,623 |
63,118 |
-3,505 |
-5.3% |
297,779 |
|
| Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7449 |
0.7436 |
0.7377 |
|
| R3 |
0.7418 |
0.7405 |
0.7369 |
|
| R2 |
0.7386 |
0.7386 |
0.7366 |
|
| R1 |
0.7373 |
0.7373 |
0.7363 |
0.7364 |
| PP |
0.7355 |
0.7355 |
0.7355 |
0.7350 |
| S1 |
0.7342 |
0.7342 |
0.7357 |
0.7333 |
| S2 |
0.7323 |
0.7323 |
0.7354 |
|
| S3 |
0.7292 |
0.7310 |
0.7351 |
|
| S4 |
0.7260 |
0.7279 |
0.7343 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7599 |
0.7556 |
0.7402 |
|
| R3 |
0.7523 |
0.7480 |
0.7381 |
|
| R2 |
0.7446 |
0.7446 |
0.7374 |
|
| R1 |
0.7403 |
0.7403 |
0.7367 |
0.7387 |
| PP |
0.7370 |
0.7370 |
0.7370 |
0.7362 |
| S1 |
0.7327 |
0.7327 |
0.7353 |
0.7310 |
| S2 |
0.7293 |
0.7293 |
0.7346 |
|
| S3 |
0.7217 |
0.7250 |
0.7339 |
|
| S4 |
0.7140 |
0.7174 |
0.7318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7413 |
0.7337 |
0.0077 |
1.0% |
0.0048 |
0.7% |
31% |
False |
True |
59,555 |
| 10 |
0.7413 |
0.7292 |
0.0121 |
1.6% |
0.0045 |
0.6% |
56% |
False |
False |
59,372 |
| 20 |
0.7417 |
0.7292 |
0.0125 |
1.7% |
0.0050 |
0.7% |
55% |
False |
False |
60,664 |
| 40 |
0.7510 |
0.7074 |
0.0436 |
5.9% |
0.0058 |
0.8% |
66% |
False |
False |
34,756 |
| 60 |
0.7510 |
0.7018 |
0.0492 |
6.7% |
0.0059 |
0.8% |
70% |
False |
False |
23,211 |
| 80 |
0.7510 |
0.6827 |
0.0683 |
9.3% |
0.0070 |
0.9% |
78% |
False |
False |
17,455 |
| 100 |
0.7574 |
0.6827 |
0.0747 |
10.1% |
0.0067 |
0.9% |
71% |
False |
False |
14,010 |
| 120 |
0.7666 |
0.6827 |
0.0839 |
11.4% |
0.0060 |
0.8% |
64% |
False |
False |
11,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7502 |
|
2.618 |
0.7450 |
|
1.618 |
0.7419 |
|
1.000 |
0.7400 |
|
0.618 |
0.7387 |
|
HIGH |
0.7368 |
|
0.618 |
0.7356 |
|
0.500 |
0.7352 |
|
0.382 |
0.7349 |
|
LOW |
0.7337 |
|
0.618 |
0.7317 |
|
1.000 |
0.7305 |
|
1.618 |
0.7286 |
|
2.618 |
0.7254 |
|
4.250 |
0.7203 |
|
|
| Fisher Pivots for day following 10-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7357 |
0.7375 |
| PP |
0.7355 |
0.7370 |
| S1 |
0.7352 |
0.7365 |
|