CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7348 |
0.7398 |
0.0050 |
0.7% |
0.7355 |
| High |
0.7399 |
0.7417 |
0.0018 |
0.2% |
0.7406 |
| Low |
0.7338 |
0.7371 |
0.0033 |
0.4% |
0.7308 |
| Close |
0.7395 |
0.7387 |
-0.0009 |
-0.1% |
0.7352 |
| Range |
0.0061 |
0.0046 |
-0.0015 |
-24.6% |
0.0098 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
39,459 |
57,889 |
18,430 |
46.7% |
305,658 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7529 |
0.7504 |
0.7412 |
|
| R3 |
0.7483 |
0.7458 |
0.7399 |
|
| R2 |
0.7437 |
0.7437 |
0.7395 |
|
| R1 |
0.7412 |
0.7412 |
0.7391 |
0.7402 |
| PP |
0.7391 |
0.7391 |
0.7391 |
0.7386 |
| S1 |
0.7366 |
0.7366 |
0.7382 |
0.7356 |
| S2 |
0.7345 |
0.7345 |
0.7378 |
|
| S3 |
0.7299 |
0.7320 |
0.7374 |
|
| S4 |
0.7253 |
0.7274 |
0.7361 |
|
|
| 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 |
0.7417 |
0.7338 |
0.0079 |
1.1% |
0.0048 |
0.7% |
62% |
True |
False |
49,242 |
| 10 |
0.7510 |
0.7308 |
0.0202 |
2.7% |
0.0065 |
0.9% |
39% |
False |
False |
63,006 |
| 20 |
0.7510 |
0.7230 |
0.0281 |
3.8% |
0.0062 |
0.8% |
56% |
False |
False |
33,750 |
| 40 |
0.7510 |
0.7057 |
0.0453 |
6.1% |
0.0062 |
0.8% |
73% |
False |
False |
17,034 |
| 60 |
0.7510 |
0.6980 |
0.0530 |
7.2% |
0.0066 |
0.9% |
77% |
False |
False |
11,394 |
| 80 |
0.7510 |
0.6827 |
0.0683 |
9.2% |
0.0075 |
1.0% |
82% |
False |
False |
8,619 |
| 100 |
0.7576 |
0.6827 |
0.0749 |
10.1% |
0.0064 |
0.9% |
75% |
False |
False |
6,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7612 |
|
2.618 |
0.7537 |
|
1.618 |
0.7491 |
|
1.000 |
0.7463 |
|
0.618 |
0.7445 |
|
HIGH |
0.7417 |
|
0.618 |
0.7399 |
|
0.500 |
0.7394 |
|
0.382 |
0.7388 |
|
LOW |
0.7371 |
|
0.618 |
0.7342 |
|
1.000 |
0.7325 |
|
1.618 |
0.7296 |
|
2.618 |
0.7250 |
|
4.250 |
0.7175 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7394 |
0.7383 |
| PP |
0.7391 |
0.7380 |
| S1 |
0.7389 |
0.7377 |
|