CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 09-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7454 |
0.7472 |
0.0018 |
0.2% |
0.7255 |
| High |
0.7487 |
0.7486 |
-0.0001 |
0.0% |
0.7467 |
| Low |
0.7443 |
0.7415 |
-0.0028 |
-0.4% |
0.7246 |
| Close |
0.7484 |
0.7467 |
-0.0017 |
-0.2% |
0.7444 |
| Range |
0.0044 |
0.0071 |
0.0027 |
60.2% |
0.0222 |
| ATR |
0.0063 |
0.0063 |
0.0001 |
0.9% |
0.0000 |
| Volume |
15,389 |
14,862 |
-527 |
-3.4% |
11,721 |
|
| Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7667 |
0.7637 |
0.7505 |
|
| R3 |
0.7597 |
0.7567 |
0.7486 |
|
| R2 |
0.7526 |
0.7526 |
0.7479 |
|
| R1 |
0.7496 |
0.7496 |
0.7473 |
0.7476 |
| PP |
0.7456 |
0.7456 |
0.7456 |
0.7446 |
| S1 |
0.7426 |
0.7426 |
0.7460 |
0.7406 |
| S2 |
0.7385 |
0.7385 |
0.7454 |
|
| S3 |
0.7315 |
0.7355 |
0.7447 |
|
| S4 |
0.7244 |
0.7285 |
0.7428 |
|
|
| 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 |
0.7487 |
0.7369 |
0.0118 |
1.6% |
0.0054 |
0.7% |
83% |
False |
False |
7,537 |
| 10 |
0.7487 |
0.7230 |
0.0257 |
3.4% |
0.0059 |
0.8% |
92% |
False |
False |
4,493 |
| 20 |
0.7487 |
0.7074 |
0.0413 |
5.5% |
0.0060 |
0.8% |
95% |
False |
False |
2,496 |
| 40 |
0.7487 |
0.7018 |
0.0469 |
6.3% |
0.0062 |
0.8% |
96% |
False |
False |
1,308 |
| 60 |
0.7487 |
0.6827 |
0.0660 |
8.8% |
0.0077 |
1.0% |
97% |
False |
False |
937 |
| 80 |
0.7574 |
0.6827 |
0.0747 |
10.0% |
0.0070 |
0.9% |
86% |
False |
False |
755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7785 |
|
2.618 |
0.7670 |
|
1.618 |
0.7600 |
|
1.000 |
0.7556 |
|
0.618 |
0.7529 |
|
HIGH |
0.7486 |
|
0.618 |
0.7459 |
|
0.500 |
0.7450 |
|
0.382 |
0.7442 |
|
LOW |
0.7415 |
|
0.618 |
0.7371 |
|
1.000 |
0.7345 |
|
1.618 |
0.7301 |
|
2.618 |
0.7230 |
|
4.250 |
0.7115 |
|
|
| Fisher Pivots for day following 09-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7461 |
0.7459 |
| PP |
0.7456 |
0.7451 |
| S1 |
0.7450 |
0.7444 |
|