CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 03-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7371 |
0.7396 |
0.0025 |
0.3% |
0.7145 |
| High |
0.7416 |
0.7419 |
0.0003 |
0.0% |
0.7291 |
| Low |
0.7362 |
0.7369 |
0.0007 |
0.1% |
0.7140 |
| Close |
0.7399 |
0.7416 |
0.0018 |
0.2% |
0.7256 |
| Range |
0.0055 |
0.0050 |
-0.0005 |
-8.3% |
0.0151 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
3,163 |
1,550 |
-1,613 |
-51.0% |
5,493 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7551 |
0.7534 |
0.7444 |
|
| R3 |
0.7501 |
0.7484 |
0.7430 |
|
| R2 |
0.7451 |
0.7451 |
0.7425 |
|
| R1 |
0.7434 |
0.7434 |
0.7421 |
0.7442 |
| PP |
0.7401 |
0.7401 |
0.7401 |
0.7405 |
| S1 |
0.7384 |
0.7384 |
0.7411 |
0.7392 |
| S2 |
0.7351 |
0.7351 |
0.7407 |
|
| S3 |
0.7301 |
0.7334 |
0.7402 |
|
| S4 |
0.7251 |
0.7284 |
0.7389 |
|
|
| 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 |
0.7419 |
0.7230 |
0.0189 |
2.5% |
0.0065 |
0.9% |
99% |
True |
False |
1,514 |
| 10 |
0.7419 |
0.7119 |
0.0300 |
4.0% |
0.0064 |
0.9% |
99% |
True |
False |
1,274 |
| 20 |
0.7419 |
0.7057 |
0.0362 |
4.9% |
0.0063 |
0.9% |
99% |
True |
False |
717 |
| 40 |
0.7419 |
0.7018 |
0.0401 |
5.4% |
0.0064 |
0.9% |
99% |
True |
False |
415 |
| 60 |
0.7419 |
0.6827 |
0.0592 |
8.0% |
0.0080 |
1.1% |
100% |
True |
False |
361 |
| 80 |
0.7574 |
0.6827 |
0.0747 |
10.1% |
0.0068 |
0.9% |
79% |
False |
False |
305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7631 |
|
2.618 |
0.7549 |
|
1.618 |
0.7499 |
|
1.000 |
0.7469 |
|
0.618 |
0.7449 |
|
HIGH |
0.7419 |
|
0.618 |
0.7399 |
|
0.500 |
0.7394 |
|
0.382 |
0.7388 |
|
LOW |
0.7369 |
|
0.618 |
0.7338 |
|
1.000 |
0.7319 |
|
1.618 |
0.7288 |
|
2.618 |
0.7238 |
|
4.250 |
0.7156 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7409 |
0.7388 |
| PP |
0.7401 |
0.7360 |
| S1 |
0.7394 |
0.7332 |
|