CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7455 |
0.7460 |
0.0005 |
0.1% |
0.7361 |
| High |
0.7491 |
0.7476 |
-0.0015 |
-0.2% |
0.7491 |
| Low |
0.7449 |
0.7439 |
-0.0010 |
-0.1% |
0.7354 |
| Close |
0.7470 |
0.7451 |
-0.0019 |
-0.3% |
0.7451 |
| Range |
0.0043 |
0.0038 |
-0.0005 |
-11.8% |
0.0138 |
| ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
63,542 |
51,704 |
-11,838 |
-18.6% |
300,355 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7568 |
0.7547 |
0.7471 |
|
| R3 |
0.7530 |
0.7509 |
0.7461 |
|
| R2 |
0.7493 |
0.7493 |
0.7457 |
|
| R1 |
0.7472 |
0.7472 |
0.7454 |
0.7463 |
| PP |
0.7455 |
0.7455 |
0.7455 |
0.7451 |
| S1 |
0.7434 |
0.7434 |
0.7447 |
0.7426 |
| S2 |
0.7418 |
0.7418 |
0.7444 |
|
| S3 |
0.7380 |
0.7397 |
0.7440 |
|
| S4 |
0.7343 |
0.7359 |
0.7430 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7844 |
0.7785 |
0.7526 |
|
| R3 |
0.7707 |
0.7647 |
0.7488 |
|
| R2 |
0.7569 |
0.7569 |
0.7476 |
|
| R1 |
0.7510 |
0.7510 |
0.7463 |
0.7540 |
| PP |
0.7432 |
0.7432 |
0.7432 |
0.7447 |
| S1 |
0.7372 |
0.7372 |
0.7438 |
0.7402 |
| S2 |
0.7294 |
0.7294 |
0.7425 |
|
| S3 |
0.7157 |
0.7235 |
0.7413 |
|
| S4 |
0.7019 |
0.7097 |
0.7375 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7491 |
0.7354 |
0.0138 |
1.8% |
0.0046 |
0.6% |
71% |
False |
False |
60,071 |
| 10 |
0.7491 |
0.7330 |
0.0161 |
2.2% |
0.0042 |
0.6% |
75% |
False |
False |
58,803 |
| 20 |
0.7491 |
0.7292 |
0.0199 |
2.7% |
0.0043 |
0.6% |
80% |
False |
False |
59,087 |
| 40 |
0.7510 |
0.7230 |
0.0281 |
3.8% |
0.0053 |
0.7% |
79% |
False |
False |
49,288 |
| 60 |
0.7510 |
0.7057 |
0.0453 |
6.1% |
0.0055 |
0.7% |
87% |
False |
False |
32,994 |
| 80 |
0.7510 |
0.7006 |
0.0504 |
6.8% |
0.0059 |
0.8% |
88% |
False |
False |
24,776 |
| 100 |
0.7510 |
0.6827 |
0.0683 |
9.2% |
0.0069 |
0.9% |
91% |
False |
False |
19,873 |
| 120 |
0.7574 |
0.6827 |
0.0747 |
10.0% |
0.0061 |
0.8% |
83% |
False |
False |
16,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7635 |
|
2.618 |
0.7574 |
|
1.618 |
0.7537 |
|
1.000 |
0.7514 |
|
0.618 |
0.7499 |
|
HIGH |
0.7476 |
|
0.618 |
0.7462 |
|
0.500 |
0.7457 |
|
0.382 |
0.7453 |
|
LOW |
0.7439 |
|
0.618 |
0.7415 |
|
1.000 |
0.7401 |
|
1.618 |
0.7378 |
|
2.618 |
0.7340 |
|
4.250 |
0.7279 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7457 |
0.7454 |
| PP |
0.7455 |
0.7453 |
| S1 |
0.7453 |
0.7452 |
|