CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7502 |
0.7449 |
-0.0053 |
-0.7% |
0.7456 |
| High |
0.7502 |
0.7479 |
-0.0023 |
-0.3% |
0.7502 |
| Low |
0.7431 |
0.7443 |
0.0013 |
0.2% |
0.7431 |
| Close |
0.7441 |
0.7472 |
0.0032 |
0.4% |
0.7472 |
| Range |
0.0072 |
0.0036 |
-0.0036 |
-49.7% |
0.0072 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
78,514 |
86,822 |
8,308 |
10.6% |
331,276 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7573 |
0.7558 |
0.7492 |
|
| R3 |
0.7537 |
0.7522 |
0.7482 |
|
| R2 |
0.7501 |
0.7501 |
0.7479 |
|
| R1 |
0.7486 |
0.7486 |
0.7475 |
0.7494 |
| PP |
0.7465 |
0.7465 |
0.7465 |
0.7468 |
| S1 |
0.7450 |
0.7450 |
0.7469 |
0.7458 |
| S2 |
0.7429 |
0.7429 |
0.7465 |
|
| S3 |
0.7393 |
0.7414 |
0.7462 |
|
| S4 |
0.7357 |
0.7378 |
0.7452 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7683 |
0.7649 |
0.7511 |
|
| R3 |
0.7611 |
0.7577 |
0.7492 |
|
| R2 |
0.7540 |
0.7540 |
0.7485 |
|
| R1 |
0.7506 |
0.7506 |
0.7479 |
0.7523 |
| PP |
0.7468 |
0.7468 |
0.7468 |
0.7477 |
| S1 |
0.7434 |
0.7434 |
0.7465 |
0.7451 |
| S2 |
0.7397 |
0.7397 |
0.7459 |
|
| S3 |
0.7325 |
0.7363 |
0.7452 |
|
| S4 |
0.7254 |
0.7291 |
0.7433 |
|
|
| 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% |
0.0044 |
0.6% |
58% |
False |
False |
66,255 |
| 10 |
0.7502 |
0.7354 |
0.0149 |
2.0% |
0.0045 |
0.6% |
80% |
False |
False |
63,163 |
| 20 |
0.7502 |
0.7330 |
0.0172 |
2.3% |
0.0044 |
0.6% |
83% |
False |
False |
60,854 |
| 40 |
0.7510 |
0.7292 |
0.0218 |
2.9% |
0.0050 |
0.7% |
83% |
False |
False |
57,350 |
| 60 |
0.7510 |
0.7057 |
0.0453 |
6.1% |
0.0054 |
0.7% |
92% |
False |
False |
38,504 |
| 80 |
0.7510 |
0.7018 |
0.0492 |
6.6% |
0.0056 |
0.8% |
92% |
False |
False |
28,907 |
| 100 |
0.7510 |
0.6827 |
0.0683 |
9.1% |
0.0068 |
0.9% |
94% |
False |
False |
23,175 |
| 120 |
0.7574 |
0.6827 |
0.0747 |
10.0% |
0.0062 |
0.8% |
86% |
False |
False |
19,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7632 |
|
2.618 |
0.7573 |
|
1.618 |
0.7537 |
|
1.000 |
0.7515 |
|
0.618 |
0.7501 |
|
HIGH |
0.7479 |
|
0.618 |
0.7465 |
|
0.500 |
0.7461 |
|
0.382 |
0.7457 |
|
LOW |
0.7443 |
|
0.618 |
0.7421 |
|
1.000 |
0.7407 |
|
1.618 |
0.7385 |
|
2.618 |
0.7349 |
|
4.250 |
0.7290 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7468 |
0.7470 |
| PP |
0.7465 |
0.7468 |
| S1 |
0.7461 |
0.7466 |
|