CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7348 |
0.7404 |
0.0056 |
0.8% |
0.7374 |
| High |
0.7407 |
0.7408 |
0.0002 |
0.0% |
0.7413 |
| Low |
0.7348 |
0.7364 |
0.0016 |
0.2% |
0.7337 |
| Close |
0.7405 |
0.7368 |
-0.0037 |
-0.5% |
0.7360 |
| Range |
0.0059 |
0.0045 |
-0.0015 |
-24.6% |
0.0077 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
69,330 |
54,761 |
-14,569 |
-21.0% |
297,779 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7513 |
0.7485 |
0.7392 |
|
| R3 |
0.7469 |
0.7441 |
0.7380 |
|
| R2 |
0.7424 |
0.7424 |
0.7376 |
|
| R1 |
0.7396 |
0.7396 |
0.7372 |
0.7388 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7376 |
| S1 |
0.7352 |
0.7352 |
0.7364 |
0.7344 |
| S2 |
0.7335 |
0.7335 |
0.7360 |
|
| S3 |
0.7291 |
0.7307 |
0.7356 |
|
| S4 |
0.7246 |
0.7263 |
0.7344 |
|
|
| 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 |
0.7408 |
0.7330 |
0.0078 |
1.1% |
0.0040 |
0.5% |
49% |
True |
False |
62,693 |
| 10 |
0.7413 |
0.7330 |
0.0083 |
1.1% |
0.0045 |
0.6% |
46% |
False |
False |
60,720 |
| 20 |
0.7417 |
0.7292 |
0.0125 |
1.7% |
0.0046 |
0.6% |
61% |
False |
False |
57,952 |
| 40 |
0.7510 |
0.7119 |
0.0391 |
5.3% |
0.0056 |
0.8% |
64% |
False |
False |
40,995 |
| 60 |
0.7510 |
0.7032 |
0.0478 |
6.5% |
0.0057 |
0.8% |
70% |
False |
False |
27,375 |
| 80 |
0.7510 |
0.6893 |
0.0618 |
8.4% |
0.0064 |
0.9% |
77% |
False |
False |
20,566 |
| 100 |
0.7533 |
0.6827 |
0.0706 |
9.6% |
0.0068 |
0.9% |
77% |
False |
False |
16,511 |
| 120 |
0.7603 |
0.6827 |
0.0776 |
10.5% |
0.0060 |
0.8% |
70% |
False |
False |
13,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7597 |
|
2.618 |
0.7525 |
|
1.618 |
0.7480 |
|
1.000 |
0.7453 |
|
0.618 |
0.7436 |
|
HIGH |
0.7408 |
|
0.618 |
0.7391 |
|
0.500 |
0.7386 |
|
0.382 |
0.7380 |
|
LOW |
0.7364 |
|
0.618 |
0.7336 |
|
1.000 |
0.7319 |
|
1.618 |
0.7291 |
|
2.618 |
0.7247 |
|
4.250 |
0.7174 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7386 |
0.7369 |
| PP |
0.7380 |
0.7369 |
| S1 |
0.7374 |
0.7368 |
|