CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 02-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7255 |
0.7371 |
0.0116 |
1.6% |
0.7145 |
| High |
0.7375 |
0.7416 |
0.0041 |
0.6% |
0.7291 |
| Low |
0.7246 |
0.7362 |
0.0116 |
1.6% |
0.7140 |
| Close |
0.7365 |
0.7399 |
0.0034 |
0.5% |
0.7256 |
| Range |
0.0130 |
0.0055 |
-0.0075 |
-57.9% |
0.0151 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,122 |
3,163 |
2,041 |
181.9% |
5,493 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7556 |
0.7532 |
0.7428 |
|
| R3 |
0.7501 |
0.7477 |
0.7413 |
|
| R2 |
0.7447 |
0.7447 |
0.7408 |
|
| R1 |
0.7423 |
0.7423 |
0.7403 |
0.7435 |
| PP |
0.7392 |
0.7392 |
0.7392 |
0.7398 |
| S1 |
0.7368 |
0.7368 |
0.7394 |
0.7380 |
| S2 |
0.7338 |
0.7338 |
0.7389 |
|
| S3 |
0.7283 |
0.7314 |
0.7384 |
|
| S4 |
0.7229 |
0.7259 |
0.7369 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7682 |
0.7620 |
0.7339 |
|
| R3 |
0.7531 |
0.7469 |
0.7298 |
|
| R2 |
0.7380 |
0.7380 |
0.7284 |
|
| R1 |
0.7318 |
0.7318 |
0.7270 |
0.7349 |
| PP |
0.7229 |
0.7229 |
0.7229 |
0.7245 |
| S1 |
0.7167 |
0.7167 |
0.7242 |
0.7198 |
| S2 |
0.7078 |
0.7078 |
0.7228 |
|
| S3 |
0.6927 |
0.7016 |
0.7214 |
|
| S4 |
0.6776 |
0.6865 |
0.7173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7416 |
0.7230 |
0.0187 |
2.5% |
0.0065 |
0.9% |
91% |
True |
False |
1,449 |
| 10 |
0.7416 |
0.7119 |
0.0297 |
4.0% |
0.0064 |
0.9% |
94% |
True |
False |
1,148 |
| 20 |
0.7416 |
0.7057 |
0.0359 |
4.9% |
0.0063 |
0.8% |
95% |
True |
False |
643 |
| 40 |
0.7416 |
0.7018 |
0.0398 |
5.4% |
0.0065 |
0.9% |
96% |
True |
False |
390 |
| 60 |
0.7416 |
0.6827 |
0.0589 |
8.0% |
0.0081 |
1.1% |
97% |
True |
False |
337 |
| 80 |
0.7574 |
0.6827 |
0.0747 |
10.1% |
0.0067 |
0.9% |
77% |
False |
False |
287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7648 |
|
2.618 |
0.7559 |
|
1.618 |
0.7504 |
|
1.000 |
0.7471 |
|
0.618 |
0.7450 |
|
HIGH |
0.7416 |
|
0.618 |
0.7395 |
|
0.500 |
0.7389 |
|
0.382 |
0.7382 |
|
LOW |
0.7362 |
|
0.618 |
0.7328 |
|
1.000 |
0.7307 |
|
1.618 |
0.7273 |
|
2.618 |
0.7219 |
|
4.250 |
0.7130 |
|
|
| Fisher Pivots for day following 02-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7395 |
0.7373 |
| PP |
0.7392 |
0.7348 |
| S1 |
0.7389 |
0.7323 |
|