CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 19-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7375 |
0.7353 |
-0.0022 |
-0.3% |
0.7355 |
| High |
0.7397 |
0.7384 |
-0.0014 |
-0.2% |
0.7406 |
| Low |
0.7346 |
0.7345 |
-0.0001 |
0.0% |
0.7308 |
| Close |
0.7353 |
0.7352 |
-0.0001 |
0.0% |
0.7352 |
| Range |
0.0052 |
0.0039 |
-0.0013 |
-25.2% |
0.0098 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
46,310 |
54,511 |
8,201 |
17.7% |
305,658 |
|
| Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7476 |
0.7452 |
0.7373 |
|
| R3 |
0.7437 |
0.7414 |
0.7363 |
|
| R2 |
0.7399 |
0.7399 |
0.7359 |
|
| R1 |
0.7375 |
0.7375 |
0.7356 |
0.7368 |
| PP |
0.7360 |
0.7360 |
0.7360 |
0.7356 |
| S1 |
0.7337 |
0.7337 |
0.7348 |
0.7329 |
| S2 |
0.7322 |
0.7322 |
0.7345 |
|
| S3 |
0.7283 |
0.7298 |
0.7341 |
|
| S4 |
0.7245 |
0.7260 |
0.7331 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7649 |
0.7599 |
0.7406 |
|
| R3 |
0.7551 |
0.7501 |
0.7379 |
|
| R2 |
0.7453 |
0.7453 |
0.7370 |
|
| R1 |
0.7403 |
0.7403 |
0.7361 |
0.7379 |
| PP |
0.7355 |
0.7355 |
0.7355 |
0.7344 |
| S1 |
0.7305 |
0.7305 |
0.7343 |
0.7281 |
| S2 |
0.7257 |
0.7257 |
0.7334 |
|
| S3 |
0.7159 |
0.7207 |
0.7325 |
|
| S4 |
0.7061 |
0.7109 |
0.7298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7406 |
0.7308 |
0.0098 |
1.3% |
0.0055 |
0.7% |
45% |
False |
False |
61,131 |
| 10 |
0.7510 |
0.7308 |
0.0202 |
2.7% |
0.0066 |
0.9% |
22% |
False |
False |
56,297 |
| 20 |
0.7510 |
0.7119 |
0.0391 |
5.3% |
0.0066 |
0.9% |
60% |
False |
False |
29,024 |
| 40 |
0.7510 |
0.7057 |
0.0453 |
6.2% |
0.0062 |
0.8% |
65% |
False |
False |
14,602 |
| 60 |
0.7510 |
0.6980 |
0.0530 |
7.2% |
0.0068 |
0.9% |
70% |
False |
False |
9,777 |
| 80 |
0.7510 |
0.6827 |
0.0683 |
9.3% |
0.0074 |
1.0% |
77% |
False |
False |
7,410 |
| 100 |
0.7603 |
0.6827 |
0.0776 |
10.5% |
0.0063 |
0.9% |
68% |
False |
False |
5,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7547 |
|
2.618 |
0.7484 |
|
1.618 |
0.7446 |
|
1.000 |
0.7422 |
|
0.618 |
0.7407 |
|
HIGH |
0.7384 |
|
0.618 |
0.7369 |
|
0.500 |
0.7364 |
|
0.382 |
0.7360 |
|
LOW |
0.7345 |
|
0.618 |
0.7321 |
|
1.000 |
0.7307 |
|
1.618 |
0.7283 |
|
2.618 |
0.7244 |
|
4.250 |
0.7181 |
|
|
| Fisher Pivots for day following 19-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7364 |
0.7374 |
| PP |
0.7360 |
0.7367 |
| S1 |
0.7356 |
0.7359 |
|