CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7460 |
0.7456 |
-0.0004 |
-0.1% |
0.7361 |
| High |
0.7476 |
0.7490 |
0.0014 |
0.2% |
0.7491 |
| Low |
0.7439 |
0.7447 |
0.0009 |
0.1% |
0.7354 |
| Close |
0.7451 |
0.7486 |
0.0035 |
0.5% |
0.7451 |
| Range |
0.0038 |
0.0043 |
0.0005 |
13.3% |
0.0138 |
| ATR |
0.0048 |
0.0047 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
51,704 |
55,364 |
3,660 |
7.1% |
300,355 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7602 |
0.7586 |
0.7509 |
|
| R3 |
0.7559 |
0.7544 |
0.7497 |
|
| R2 |
0.7517 |
0.7517 |
0.7493 |
|
| R1 |
0.7501 |
0.7501 |
0.7489 |
0.7509 |
| PP |
0.7474 |
0.7474 |
0.7474 |
0.7478 |
| S1 |
0.7459 |
0.7459 |
0.7482 |
0.7466 |
| S2 |
0.7432 |
0.7432 |
0.7478 |
|
| S3 |
0.7389 |
0.7416 |
0.7474 |
|
| S4 |
0.7347 |
0.7374 |
0.7462 |
|
|
| 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 |
0.7388 |
0.0104 |
1.4% |
0.0046 |
0.6% |
95% |
False |
False |
62,225 |
| 10 |
0.7491 |
0.7330 |
0.0161 |
2.2% |
0.0042 |
0.6% |
97% |
False |
False |
58,817 |
| 20 |
0.7491 |
0.7298 |
0.0194 |
2.6% |
0.0043 |
0.6% |
97% |
False |
False |
59,123 |
| 40 |
0.7510 |
0.7246 |
0.0265 |
3.5% |
0.0053 |
0.7% |
91% |
False |
False |
50,649 |
| 60 |
0.7510 |
0.7057 |
0.0453 |
6.1% |
0.0055 |
0.7% |
95% |
False |
False |
33,913 |
| 80 |
0.7510 |
0.7006 |
0.0504 |
6.7% |
0.0058 |
0.8% |
95% |
False |
False |
25,467 |
| 100 |
0.7510 |
0.6827 |
0.0683 |
9.1% |
0.0069 |
0.9% |
96% |
False |
False |
20,424 |
| 120 |
0.7574 |
0.6827 |
0.0747 |
10.0% |
0.0061 |
0.8% |
88% |
False |
False |
17,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7670 |
|
2.618 |
0.7601 |
|
1.618 |
0.7558 |
|
1.000 |
0.7532 |
|
0.618 |
0.7516 |
|
HIGH |
0.7490 |
|
0.618 |
0.7473 |
|
0.500 |
0.7468 |
|
0.382 |
0.7463 |
|
LOW |
0.7447 |
|
0.618 |
0.7421 |
|
1.000 |
0.7405 |
|
1.618 |
0.7378 |
|
2.618 |
0.7336 |
|
4.250 |
0.7266 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7480 |
0.7479 |
| PP |
0.7474 |
0.7472 |
| S1 |
0.7468 |
0.7465 |
|