CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7357 |
0.7352 |
-0.0005 |
-0.1% |
0.7374 |
| High |
0.7390 |
0.7356 |
-0.0034 |
-0.5% |
0.7413 |
| Low |
0.7349 |
0.7330 |
-0.0019 |
-0.3% |
0.7337 |
| Close |
0.7361 |
0.7343 |
-0.0019 |
-0.3% |
0.7360 |
| Range |
0.0041 |
0.0026 |
-0.0015 |
-36.6% |
0.0077 |
| ATR |
0.0052 |
0.0051 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
55,225 |
71,035 |
15,810 |
28.6% |
297,779 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7421 |
0.7408 |
0.7357 |
|
| R3 |
0.7395 |
0.7382 |
0.7350 |
|
| R2 |
0.7369 |
0.7369 |
0.7347 |
|
| R1 |
0.7356 |
0.7356 |
0.7345 |
0.7349 |
| PP |
0.7343 |
0.7343 |
0.7343 |
0.7340 |
| S1 |
0.7330 |
0.7330 |
0.7340 |
0.7323 |
| S2 |
0.7317 |
0.7317 |
0.7338 |
|
| S3 |
0.7291 |
0.7304 |
0.7335 |
|
| S4 |
0.7265 |
0.7278 |
0.7328 |
|
|
| 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 |
0.7330 |
0.0083 |
1.1% |
0.0045 |
0.6% |
15% |
False |
True |
63,734 |
| 10 |
0.7413 |
0.7301 |
0.0112 |
1.5% |
0.0044 |
0.6% |
37% |
False |
False |
60,864 |
| 20 |
0.7417 |
0.7292 |
0.0125 |
1.7% |
0.0046 |
0.6% |
41% |
False |
False |
57,930 |
| 40 |
0.7510 |
0.7090 |
0.0421 |
5.7% |
0.0057 |
0.8% |
60% |
False |
False |
37,904 |
| 60 |
0.7510 |
0.7018 |
0.0492 |
6.7% |
0.0058 |
0.8% |
66% |
False |
False |
25,309 |
| 80 |
0.7510 |
0.6878 |
0.0633 |
8.6% |
0.0066 |
0.9% |
74% |
False |
False |
19,024 |
| 100 |
0.7574 |
0.6827 |
0.0747 |
10.2% |
0.0068 |
0.9% |
69% |
False |
False |
15,272 |
| 120 |
0.7624 |
0.6827 |
0.0797 |
10.8% |
0.0059 |
0.8% |
65% |
False |
False |
12,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7467 |
|
2.618 |
0.7424 |
|
1.618 |
0.7398 |
|
1.000 |
0.7382 |
|
0.618 |
0.7372 |
|
HIGH |
0.7356 |
|
0.618 |
0.7346 |
|
0.500 |
0.7343 |
|
0.382 |
0.7340 |
|
LOW |
0.7330 |
|
0.618 |
0.7314 |
|
1.000 |
0.7304 |
|
1.618 |
0.7288 |
|
2.618 |
0.7262 |
|
4.250 |
0.7220 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7343 |
0.7360 |
| PP |
0.7343 |
0.7354 |
| S1 |
0.7343 |
0.7348 |
|