CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 05-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7405 |
0.7408 |
0.0003 |
0.0% |
0.7255 |
| High |
0.7425 |
0.7467 |
0.0042 |
0.6% |
0.7467 |
| Low |
0.7386 |
0.7401 |
0.0016 |
0.2% |
0.7246 |
| Close |
0.7405 |
0.7444 |
0.0039 |
0.5% |
0.7444 |
| Range |
0.0040 |
0.0066 |
0.0027 |
67.1% |
0.0222 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.2% |
0.0000 |
| Volume |
2,054 |
3,832 |
1,778 |
86.6% |
11,721 |
|
| Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7635 |
0.7605 |
0.7480 |
|
| R3 |
0.7569 |
0.7539 |
0.7462 |
|
| R2 |
0.7503 |
0.7503 |
0.7456 |
|
| R1 |
0.7473 |
0.7473 |
0.7450 |
0.7488 |
| PP |
0.7437 |
0.7437 |
0.7437 |
0.7445 |
| S1 |
0.7407 |
0.7407 |
0.7437 |
0.7422 |
| S2 |
0.7371 |
0.7371 |
0.7431 |
|
| S3 |
0.7305 |
0.7341 |
0.7425 |
|
| S4 |
0.7239 |
0.7275 |
0.7407 |
|
|
| Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8050 |
0.7968 |
0.7565 |
|
| R3 |
0.7828 |
0.7747 |
0.7504 |
|
| R2 |
0.7607 |
0.7607 |
0.7484 |
|
| R1 |
0.7525 |
0.7525 |
0.7464 |
0.7566 |
| PP |
0.7385 |
0.7385 |
0.7385 |
0.7406 |
| S1 |
0.7304 |
0.7304 |
0.7423 |
0.7345 |
| S2 |
0.7164 |
0.7164 |
0.7403 |
|
| S3 |
0.6942 |
0.7082 |
0.7383 |
|
| S4 |
0.6721 |
0.6861 |
0.7322 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7467 |
0.7246 |
0.0222 |
3.0% |
0.0068 |
0.9% |
89% |
True |
False |
2,344 |
| 10 |
0.7467 |
0.7119 |
0.0348 |
4.7% |
0.0066 |
0.9% |
93% |
True |
False |
1,752 |
| 20 |
0.7467 |
0.7074 |
0.0393 |
5.3% |
0.0060 |
0.8% |
94% |
True |
False |
994 |
| 40 |
0.7467 |
0.7018 |
0.0449 |
6.0% |
0.0063 |
0.8% |
95% |
True |
False |
559 |
| 60 |
0.7467 |
0.6827 |
0.0640 |
8.6% |
0.0079 |
1.1% |
96% |
True |
False |
443 |
| 80 |
0.7574 |
0.6827 |
0.0747 |
10.0% |
0.0069 |
0.9% |
83% |
False |
False |
377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7748 |
|
2.618 |
0.7640 |
|
1.618 |
0.7574 |
|
1.000 |
0.7533 |
|
0.618 |
0.7508 |
|
HIGH |
0.7467 |
|
0.618 |
0.7442 |
|
0.500 |
0.7434 |
|
0.382 |
0.7426 |
|
LOW |
0.7401 |
|
0.618 |
0.7360 |
|
1.000 |
0.7335 |
|
1.618 |
0.7294 |
|
2.618 |
0.7228 |
|
4.250 |
0.7121 |
|
|
| Fisher Pivots for day following 05-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7440 |
0.7435 |
| PP |
0.7437 |
0.7426 |
| S1 |
0.7434 |
0.7418 |
|