CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7369 |
0.7361 |
-0.0008 |
-0.1% |
0.7357 |
| High |
0.7374 |
0.7395 |
0.0022 |
0.3% |
0.7408 |
| Low |
0.7360 |
0.7354 |
-0.0006 |
-0.1% |
0.7330 |
| Close |
0.7367 |
0.7390 |
0.0023 |
0.3% |
0.7367 |
| Range |
0.0014 |
0.0042 |
0.0028 |
196.4% |
0.0078 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
37,329 |
44,591 |
7,262 |
19.5% |
287,680 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7504 |
0.7489 |
0.7413 |
|
| R3 |
0.7463 |
0.7447 |
0.7401 |
|
| R2 |
0.7421 |
0.7421 |
0.7398 |
|
| R1 |
0.7406 |
0.7406 |
0.7394 |
0.7413 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7383 |
| S1 |
0.7364 |
0.7364 |
0.7386 |
0.7372 |
| S2 |
0.7338 |
0.7338 |
0.7382 |
|
| S3 |
0.7297 |
0.7323 |
0.7379 |
|
| S4 |
0.7255 |
0.7281 |
0.7367 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7602 |
0.7563 |
0.7410 |
|
| R3 |
0.7524 |
0.7485 |
0.7388 |
|
| R2 |
0.7446 |
0.7446 |
0.7381 |
|
| R1 |
0.7407 |
0.7407 |
0.7374 |
0.7427 |
| PP |
0.7368 |
0.7368 |
0.7368 |
0.7378 |
| S1 |
0.7329 |
0.7329 |
0.7360 |
0.7349 |
| S2 |
0.7290 |
0.7290 |
0.7353 |
|
| S3 |
0.7212 |
0.7251 |
0.7346 |
|
| S4 |
0.7134 |
0.7173 |
0.7324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7408 |
0.7330 |
0.0078 |
1.1% |
0.0037 |
0.5% |
77% |
False |
False |
55,409 |
| 10 |
0.7413 |
0.7330 |
0.0083 |
1.1% |
0.0043 |
0.6% |
72% |
False |
False |
57,680 |
| 20 |
0.7417 |
0.7292 |
0.0125 |
1.7% |
0.0044 |
0.6% |
79% |
False |
False |
57,007 |
| 40 |
0.7510 |
0.7119 |
0.0391 |
5.3% |
0.0055 |
0.7% |
69% |
False |
False |
43,016 |
| 60 |
0.7510 |
0.7057 |
0.0453 |
6.1% |
0.0056 |
0.8% |
74% |
False |
False |
28,737 |
| 80 |
0.7510 |
0.6980 |
0.0530 |
7.2% |
0.0062 |
0.8% |
77% |
False |
False |
21,584 |
| 100 |
0.7510 |
0.6827 |
0.0683 |
9.2% |
0.0068 |
0.9% |
82% |
False |
False |
17,330 |
| 120 |
0.7603 |
0.6827 |
0.0776 |
10.5% |
0.0060 |
0.8% |
73% |
False |
False |
14,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7571 |
|
2.618 |
0.7504 |
|
1.618 |
0.7462 |
|
1.000 |
0.7437 |
|
0.618 |
0.7421 |
|
HIGH |
0.7395 |
|
0.618 |
0.7379 |
|
0.500 |
0.7374 |
|
0.382 |
0.7369 |
|
LOW |
0.7354 |
|
0.618 |
0.7328 |
|
1.000 |
0.7312 |
|
1.618 |
0.7286 |
|
2.618 |
0.7245 |
|
4.250 |
0.7177 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7385 |
0.7387 |
| PP |
0.7380 |
0.7384 |
| S1 |
0.7374 |
0.7381 |
|