CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7486 |
0.7476 |
-0.0010 |
-0.1% |
0.7361 |
| High |
0.7502 |
0.7501 |
-0.0001 |
0.0% |
0.7491 |
| Low |
0.7460 |
0.7471 |
0.0011 |
0.1% |
0.7354 |
| Close |
0.7485 |
0.7484 |
-0.0002 |
0.0% |
0.7451 |
| Range |
0.0042 |
0.0030 |
-0.0012 |
-28.6% |
0.0138 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
62,595 |
47,981 |
-14,614 |
-23.3% |
300,355 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7575 |
0.7559 |
0.7500 |
|
| R3 |
0.7545 |
0.7529 |
0.7492 |
|
| R2 |
0.7515 |
0.7515 |
0.7489 |
|
| R1 |
0.7499 |
0.7499 |
0.7486 |
0.7507 |
| PP |
0.7485 |
0.7485 |
0.7485 |
0.7489 |
| S1 |
0.7469 |
0.7469 |
0.7481 |
0.7477 |
| S2 |
0.7455 |
0.7455 |
0.7478 |
|
| S3 |
0.7425 |
0.7439 |
0.7475 |
|
| S4 |
0.7395 |
0.7409 |
0.7467 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7844 |
0.7785 |
0.7526 |
|
| R3 |
0.7707 |
0.7647 |
0.7488 |
|
| R2 |
0.7569 |
0.7569 |
0.7476 |
|
| R1 |
0.7510 |
0.7510 |
0.7463 |
0.7540 |
| PP |
0.7432 |
0.7432 |
0.7432 |
0.7447 |
| S1 |
0.7372 |
0.7372 |
0.7438 |
0.7402 |
| S2 |
0.7294 |
0.7294 |
0.7425 |
|
| S3 |
0.7157 |
0.7235 |
0.7413 |
|
| S4 |
0.7019 |
0.7097 |
0.7375 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7502 |
0.7439 |
0.0064 |
0.8% |
0.0039 |
0.5% |
71% |
False |
False |
56,237 |
| 10 |
0.7502 |
0.7354 |
0.0149 |
2.0% |
0.0040 |
0.5% |
88% |
False |
False |
55,838 |
| 20 |
0.7502 |
0.7330 |
0.0172 |
2.3% |
0.0042 |
0.6% |
89% |
False |
False |
58,176 |
| 40 |
0.7510 |
0.7292 |
0.0218 |
2.9% |
0.0050 |
0.7% |
88% |
False |
False |
53,306 |
| 60 |
0.7510 |
0.7057 |
0.0453 |
6.1% |
0.0054 |
0.7% |
94% |
False |
False |
35,752 |
| 80 |
0.7510 |
0.7018 |
0.0492 |
6.6% |
0.0057 |
0.8% |
95% |
False |
False |
26,848 |
| 100 |
0.7510 |
0.6827 |
0.0683 |
9.1% |
0.0069 |
0.9% |
96% |
False |
False |
21,525 |
| 120 |
0.7574 |
0.6827 |
0.0747 |
10.0% |
0.0062 |
0.8% |
88% |
False |
False |
17,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7629 |
|
2.618 |
0.7580 |
|
1.618 |
0.7550 |
|
1.000 |
0.7531 |
|
0.618 |
0.7520 |
|
HIGH |
0.7501 |
|
0.618 |
0.7490 |
|
0.500 |
0.7486 |
|
0.382 |
0.7482 |
|
LOW |
0.7471 |
|
0.618 |
0.7452 |
|
1.000 |
0.7441 |
|
1.618 |
0.7422 |
|
2.618 |
0.7392 |
|
4.250 |
0.7344 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7486 |
0.7481 |
| PP |
0.7485 |
0.7478 |
| S1 |
0.7484 |
0.7475 |
|