CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 13-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7365 |
0.7357 |
-0.0008 |
-0.1% |
0.7374 |
| High |
0.7368 |
0.7390 |
0.0022 |
0.3% |
0.7413 |
| Low |
0.7337 |
0.7349 |
0.0012 |
0.2% |
0.7337 |
| Close |
0.7360 |
0.7361 |
0.0001 |
0.0% |
0.7360 |
| Range |
0.0032 |
0.0041 |
0.0010 |
30.2% |
0.0077 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
63,118 |
55,225 |
-7,893 |
-12.5% |
297,779 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7489 |
0.7466 |
0.7384 |
|
| R3 |
0.7448 |
0.7425 |
0.7372 |
|
| R2 |
0.7407 |
0.7407 |
0.7369 |
|
| R1 |
0.7384 |
0.7384 |
0.7365 |
0.7396 |
| PP |
0.7366 |
0.7366 |
0.7366 |
0.7372 |
| S1 |
0.7343 |
0.7343 |
0.7357 |
0.7355 |
| S2 |
0.7325 |
0.7325 |
0.7353 |
|
| S3 |
0.7284 |
0.7302 |
0.7350 |
|
| S4 |
0.7243 |
0.7261 |
0.7338 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7599 |
0.7556 |
0.7402 |
|
| R3 |
0.7523 |
0.7480 |
0.7381 |
|
| R2 |
0.7446 |
0.7446 |
0.7374 |
|
| R1 |
0.7403 |
0.7403 |
0.7367 |
0.7387 |
| PP |
0.7370 |
0.7370 |
0.7370 |
0.7362 |
| S1 |
0.7327 |
0.7327 |
0.7353 |
0.7310 |
| S2 |
0.7293 |
0.7293 |
0.7346 |
|
| S3 |
0.7217 |
0.7250 |
0.7339 |
|
| S4 |
0.7140 |
0.7174 |
0.7318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7413 |
0.7337 |
0.0077 |
1.0% |
0.0050 |
0.7% |
32% |
False |
False |
59,951 |
| 10 |
0.7413 |
0.7298 |
0.0116 |
1.6% |
0.0045 |
0.6% |
55% |
False |
False |
59,429 |
| 20 |
0.7417 |
0.7292 |
0.0125 |
1.7% |
0.0049 |
0.7% |
55% |
False |
False |
58,438 |
| 40 |
0.7510 |
0.7086 |
0.0424 |
5.8% |
0.0057 |
0.8% |
65% |
False |
False |
36,133 |
| 60 |
0.7510 |
0.7018 |
0.0492 |
6.7% |
0.0059 |
0.8% |
70% |
False |
False |
24,126 |
| 80 |
0.7510 |
0.6827 |
0.0683 |
9.3% |
0.0067 |
0.9% |
78% |
False |
False |
18,139 |
| 100 |
0.7574 |
0.6827 |
0.0747 |
10.1% |
0.0068 |
0.9% |
71% |
False |
False |
14,562 |
| 120 |
0.7666 |
0.6827 |
0.0839 |
11.4% |
0.0060 |
0.8% |
64% |
False |
False |
12,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7564 |
|
2.618 |
0.7497 |
|
1.618 |
0.7456 |
|
1.000 |
0.7431 |
|
0.618 |
0.7415 |
|
HIGH |
0.7390 |
|
0.618 |
0.7374 |
|
0.500 |
0.7369 |
|
0.382 |
0.7364 |
|
LOW |
0.7349 |
|
0.618 |
0.7323 |
|
1.000 |
0.7308 |
|
1.618 |
0.7282 |
|
2.618 |
0.7241 |
|
4.250 |
0.7174 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7369 |
0.7375 |
| PP |
0.7366 |
0.7370 |
| S1 |
0.7364 |
0.7366 |
|