CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 12-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7459 |
0.7342 |
-0.0117 |
-1.6% |
0.7454 |
| High |
0.7463 |
0.7394 |
-0.0070 |
-0.9% |
0.7510 |
| Low |
0.7337 |
0.7318 |
-0.0019 |
-0.3% |
0.7318 |
| Close |
0.7350 |
0.7345 |
-0.0005 |
-0.1% |
0.7345 |
| Range |
0.0127 |
0.0076 |
-0.0051 |
-39.9% |
0.0193 |
| ATR |
0.0069 |
0.0069 |
0.0001 |
0.7% |
0.0000 |
| Volume |
67,000 |
99,743 |
32,743 |
48.9% |
257,313 |
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7580 |
0.7539 |
0.7387 |
|
| R3 |
0.7504 |
0.7463 |
0.7366 |
|
| R2 |
0.7428 |
0.7428 |
0.7359 |
|
| R1 |
0.7387 |
0.7387 |
0.7352 |
0.7407 |
| PP |
0.7352 |
0.7352 |
0.7352 |
0.7362 |
| S1 |
0.7311 |
0.7311 |
0.7338 |
0.7331 |
| S2 |
0.7276 |
0.7276 |
0.7331 |
|
| S3 |
0.7200 |
0.7235 |
0.7324 |
|
| S4 |
0.7124 |
0.7159 |
0.7303 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7968 |
0.7849 |
0.7451 |
|
| R3 |
0.7776 |
0.7657 |
0.7398 |
|
| R2 |
0.7583 |
0.7583 |
0.7380 |
|
| R1 |
0.7464 |
0.7464 |
0.7363 |
0.7428 |
| PP |
0.7391 |
0.7391 |
0.7391 |
0.7373 |
| S1 |
0.7272 |
0.7272 |
0.7327 |
0.7235 |
| S2 |
0.7198 |
0.7198 |
0.7310 |
|
| S3 |
0.7006 |
0.7079 |
0.7292 |
|
| S4 |
0.6813 |
0.6887 |
0.7239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7510 |
0.7318 |
0.0193 |
2.6% |
0.0077 |
1.0% |
14% |
False |
True |
51,462 |
| 10 |
0.7510 |
0.7246 |
0.0265 |
3.6% |
0.0072 |
1.0% |
38% |
False |
False |
26,903 |
| 20 |
0.7510 |
0.7086 |
0.0424 |
5.8% |
0.0066 |
0.9% |
61% |
False |
False |
13,829 |
| 40 |
0.7510 |
0.7018 |
0.0492 |
6.7% |
0.0064 |
0.9% |
66% |
False |
False |
6,970 |
| 60 |
0.7510 |
0.6827 |
0.0683 |
9.3% |
0.0073 |
1.0% |
76% |
False |
False |
4,706 |
| 80 |
0.7574 |
0.6827 |
0.0747 |
10.2% |
0.0072 |
1.0% |
69% |
False |
False |
3,593 |
| 100 |
0.7666 |
0.6827 |
0.0839 |
11.4% |
0.0062 |
0.8% |
62% |
False |
False |
2,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7717 |
|
2.618 |
0.7592 |
|
1.618 |
0.7516 |
|
1.000 |
0.7470 |
|
0.618 |
0.7440 |
|
HIGH |
0.7394 |
|
0.618 |
0.7364 |
|
0.500 |
0.7356 |
|
0.382 |
0.7347 |
|
LOW |
0.7318 |
|
0.618 |
0.7271 |
|
1.000 |
0.7242 |
|
1.618 |
0.7195 |
|
2.618 |
0.7119 |
|
4.250 |
0.6995 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7356 |
0.7414 |
| PP |
0.7352 |
0.7391 |
| S1 |
0.7349 |
0.7368 |
|