CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7476 |
0.7502 |
0.0027 |
0.4% |
0.7361 |
| High |
0.7501 |
0.7502 |
0.0001 |
0.0% |
0.7491 |
| Low |
0.7471 |
0.7431 |
-0.0041 |
-0.5% |
0.7354 |
| Close |
0.7484 |
0.7441 |
-0.0043 |
-0.6% |
0.7451 |
| Range |
0.0030 |
0.0072 |
0.0042 |
138.3% |
0.0138 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.0% |
0.0000 |
| Volume |
47,981 |
78,514 |
30,533 |
63.6% |
300,355 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7672 |
0.7628 |
0.7480 |
|
| R3 |
0.7601 |
0.7556 |
0.7460 |
|
| R2 |
0.7529 |
0.7529 |
0.7454 |
|
| R1 |
0.7485 |
0.7485 |
0.7447 |
0.7471 |
| PP |
0.7458 |
0.7458 |
0.7458 |
0.7451 |
| S1 |
0.7413 |
0.7413 |
0.7434 |
0.7400 |
| S2 |
0.7386 |
0.7386 |
0.7427 |
|
| S3 |
0.7315 |
0.7342 |
0.7421 |
|
| S4 |
0.7243 |
0.7270 |
0.7401 |
|
|
| 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 |
0.7431 |
0.0072 |
1.0% |
0.0045 |
0.6% |
14% |
True |
True |
59,231 |
| 10 |
0.7502 |
0.7354 |
0.0149 |
2.0% |
0.0043 |
0.6% |
59% |
True |
False |
58,213 |
| 20 |
0.7502 |
0.7330 |
0.0172 |
2.3% |
0.0044 |
0.6% |
64% |
True |
False |
59,466 |
| 40 |
0.7510 |
0.7292 |
0.0218 |
2.9% |
0.0051 |
0.7% |
68% |
False |
False |
55,230 |
| 60 |
0.7510 |
0.7057 |
0.0453 |
6.1% |
0.0055 |
0.7% |
85% |
False |
False |
37,059 |
| 80 |
0.7510 |
0.7018 |
0.0492 |
6.6% |
0.0057 |
0.8% |
86% |
False |
False |
27,822 |
| 100 |
0.7510 |
0.6827 |
0.0683 |
9.2% |
0.0068 |
0.9% |
90% |
False |
False |
22,309 |
| 120 |
0.7574 |
0.6827 |
0.0747 |
10.0% |
0.0062 |
0.8% |
82% |
False |
False |
18,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7806 |
|
2.618 |
0.7689 |
|
1.618 |
0.7618 |
|
1.000 |
0.7574 |
|
0.618 |
0.7546 |
|
HIGH |
0.7502 |
|
0.618 |
0.7475 |
|
0.500 |
0.7466 |
|
0.382 |
0.7458 |
|
LOW |
0.7431 |
|
0.618 |
0.7386 |
|
1.000 |
0.7359 |
|
1.618 |
0.7315 |
|
2.618 |
0.7243 |
|
4.250 |
0.7127 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7466 |
0.7466 |
| PP |
0.7458 |
0.7458 |
| S1 |
0.7449 |
0.7449 |
|