CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 03-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7449 |
0.7460 |
0.0011 |
0.1% |
0.7456 |
| High |
0.7479 |
0.7474 |
-0.0005 |
-0.1% |
0.7502 |
| Low |
0.7443 |
0.7435 |
-0.0008 |
-0.1% |
0.7431 |
| Close |
0.7472 |
0.7470 |
-0.0002 |
0.0% |
0.7472 |
| Range |
0.0036 |
0.0039 |
0.0003 |
8.3% |
0.0072 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
86,822 |
51,972 |
-34,850 |
-40.1% |
331,276 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7577 |
0.7562 |
0.7491 |
|
| R3 |
0.7538 |
0.7523 |
0.7481 |
|
| R2 |
0.7499 |
0.7499 |
0.7477 |
|
| R1 |
0.7484 |
0.7484 |
0.7474 |
0.7492 |
| PP |
0.7460 |
0.7460 |
0.7460 |
0.7463 |
| S1 |
0.7445 |
0.7445 |
0.7466 |
0.7453 |
| S2 |
0.7421 |
0.7421 |
0.7463 |
|
| S3 |
0.7382 |
0.7406 |
0.7459 |
|
| S4 |
0.7343 |
0.7367 |
0.7449 |
|
|
| 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% |
55% |
False |
False |
65,576 |
| 10 |
0.7502 |
0.7388 |
0.0115 |
1.5% |
0.0045 |
0.6% |
72% |
False |
False |
63,901 |
| 20 |
0.7502 |
0.7330 |
0.0172 |
2.3% |
0.0044 |
0.6% |
81% |
False |
False |
60,790 |
| 40 |
0.7510 |
0.7292 |
0.0218 |
2.9% |
0.0050 |
0.7% |
82% |
False |
False |
58,553 |
| 60 |
0.7510 |
0.7074 |
0.0436 |
5.8% |
0.0053 |
0.7% |
91% |
False |
False |
39,367 |
| 80 |
0.7510 |
0.7018 |
0.0492 |
6.6% |
0.0056 |
0.8% |
92% |
False |
False |
29,556 |
| 100 |
0.7510 |
0.6827 |
0.0683 |
9.1% |
0.0067 |
0.9% |
94% |
False |
False |
23,687 |
| 120 |
0.7574 |
0.6827 |
0.0747 |
10.0% |
0.0062 |
0.8% |
86% |
False |
False |
19,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7640 |
|
2.618 |
0.7576 |
|
1.618 |
0.7537 |
|
1.000 |
0.7513 |
|
0.618 |
0.7498 |
|
HIGH |
0.7474 |
|
0.618 |
0.7459 |
|
0.500 |
0.7455 |
|
0.382 |
0.7450 |
|
LOW |
0.7435 |
|
0.618 |
0.7411 |
|
1.000 |
0.7396 |
|
1.618 |
0.7372 |
|
2.618 |
0.7333 |
|
4.250 |
0.7269 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7465 |
0.7469 |
| PP |
0.7460 |
0.7468 |
| S1 |
0.7455 |
0.7466 |
|