CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7361 |
0.7388 |
0.0028 |
0.4% |
0.7357 |
| High |
0.7395 |
0.7450 |
0.0055 |
0.7% |
0.7408 |
| Low |
0.7354 |
0.7388 |
0.0034 |
0.5% |
0.7330 |
| Close |
0.7390 |
0.7443 |
0.0053 |
0.7% |
0.7367 |
| Range |
0.0042 |
0.0063 |
0.0021 |
50.6% |
0.0078 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.1% |
0.0000 |
| Volume |
44,591 |
75,929 |
31,338 |
70.3% |
287,680 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7614 |
0.7591 |
0.7477 |
|
| R3 |
0.7552 |
0.7529 |
0.7460 |
|
| R2 |
0.7489 |
0.7489 |
0.7454 |
|
| R1 |
0.7466 |
0.7466 |
0.7449 |
0.7478 |
| PP |
0.7427 |
0.7427 |
0.7427 |
0.7433 |
| S1 |
0.7404 |
0.7404 |
0.7437 |
0.7415 |
| S2 |
0.7364 |
0.7364 |
0.7432 |
|
| S3 |
0.7302 |
0.7341 |
0.7426 |
|
| S4 |
0.7239 |
0.7279 |
0.7409 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7602 |
0.7563 |
0.7410 |
|
| R3 |
0.7524 |
0.7485 |
0.7388 |
|
| R2 |
0.7446 |
0.7446 |
0.7381 |
|
| R1 |
0.7407 |
0.7407 |
0.7374 |
0.7427 |
| PP |
0.7368 |
0.7368 |
0.7368 |
0.7378 |
| S1 |
0.7329 |
0.7329 |
0.7360 |
0.7349 |
| S2 |
0.7290 |
0.7290 |
0.7353 |
|
| S3 |
0.7212 |
0.7251 |
0.7346 |
|
| S4 |
0.7134 |
0.7173 |
0.7324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7450 |
0.7348 |
0.0103 |
1.4% |
0.0044 |
0.6% |
93% |
True |
False |
56,388 |
| 10 |
0.7450 |
0.7330 |
0.0120 |
1.6% |
0.0045 |
0.6% |
94% |
True |
False |
60,061 |
| 20 |
0.7450 |
0.7292 |
0.0158 |
2.1% |
0.0044 |
0.6% |
96% |
True |
False |
58,831 |
| 40 |
0.7510 |
0.7140 |
0.0370 |
5.0% |
0.0055 |
0.7% |
82% |
False |
False |
44,906 |
| 60 |
0.7510 |
0.7057 |
0.0453 |
6.1% |
0.0056 |
0.8% |
85% |
False |
False |
30,002 |
| 80 |
0.7510 |
0.6980 |
0.0530 |
7.1% |
0.0061 |
0.8% |
87% |
False |
False |
22,531 |
| 100 |
0.7510 |
0.6827 |
0.0683 |
9.2% |
0.0069 |
0.9% |
90% |
False |
False |
18,084 |
| 120 |
0.7579 |
0.6827 |
0.0752 |
10.1% |
0.0060 |
0.8% |
82% |
False |
False |
15,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7716 |
|
2.618 |
0.7614 |
|
1.618 |
0.7551 |
|
1.000 |
0.7513 |
|
0.618 |
0.7489 |
|
HIGH |
0.7450 |
|
0.618 |
0.7426 |
|
0.500 |
0.7419 |
|
0.382 |
0.7411 |
|
LOW |
0.7388 |
|
0.618 |
0.7349 |
|
1.000 |
0.7325 |
|
1.618 |
0.7286 |
|
2.618 |
0.7224 |
|
4.250 |
0.7122 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7435 |
0.7429 |
| PP |
0.7427 |
0.7416 |
| S1 |
0.7419 |
0.7402 |
|