CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7460 |
0.7465 |
0.0005 |
0.1% |
0.7456 |
| High |
0.7474 |
0.7509 |
0.0035 |
0.5% |
0.7502 |
| Low |
0.7435 |
0.7452 |
0.0017 |
0.2% |
0.7431 |
| Close |
0.7470 |
0.7494 |
0.0024 |
0.3% |
0.7472 |
| Range |
0.0039 |
0.0058 |
0.0019 |
47.4% |
0.0072 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
1.7% |
0.0000 |
| Volume |
51,972 |
54,437 |
2,465 |
4.7% |
331,276 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7657 |
0.7633 |
0.7526 |
|
| R3 |
0.7600 |
0.7576 |
0.7510 |
|
| R2 |
0.7542 |
0.7542 |
0.7505 |
|
| R1 |
0.7518 |
0.7518 |
0.7499 |
0.7530 |
| PP |
0.7485 |
0.7485 |
0.7485 |
0.7491 |
| S1 |
0.7461 |
0.7461 |
0.7489 |
0.7473 |
| S2 |
0.7427 |
0.7427 |
0.7483 |
|
| S3 |
0.7370 |
0.7403 |
0.7478 |
|
| S4 |
0.7312 |
0.7346 |
0.7462 |
|
|
| 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 |
0.7509 |
0.7431 |
0.0079 |
1.0% |
0.0047 |
0.6% |
81% |
True |
False |
63,945 |
| 10 |
0.7509 |
0.7418 |
0.0092 |
1.2% |
0.0045 |
0.6% |
84% |
True |
False |
61,752 |
| 20 |
0.7509 |
0.7330 |
0.0179 |
2.4% |
0.0045 |
0.6% |
92% |
True |
False |
60,906 |
| 40 |
0.7510 |
0.7292 |
0.0218 |
2.9% |
0.0050 |
0.7% |
93% |
False |
False |
59,529 |
| 60 |
0.7510 |
0.7074 |
0.0436 |
5.8% |
0.0054 |
0.7% |
96% |
False |
False |
40,272 |
| 80 |
0.7510 |
0.7018 |
0.0492 |
6.6% |
0.0056 |
0.8% |
97% |
False |
False |
30,234 |
| 100 |
0.7510 |
0.6827 |
0.0683 |
9.1% |
0.0067 |
0.9% |
98% |
False |
False |
24,228 |
| 120 |
0.7574 |
0.6827 |
0.0747 |
10.0% |
0.0063 |
0.8% |
89% |
False |
False |
20,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7753 |
|
2.618 |
0.7660 |
|
1.618 |
0.7602 |
|
1.000 |
0.7567 |
|
0.618 |
0.7545 |
|
HIGH |
0.7509 |
|
0.618 |
0.7487 |
|
0.500 |
0.7480 |
|
0.382 |
0.7473 |
|
LOW |
0.7452 |
|
0.618 |
0.7416 |
|
1.000 |
0.7394 |
|
1.618 |
0.7358 |
|
2.618 |
0.7301 |
|
4.250 |
0.7207 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7489 |
0.7487 |
| PP |
0.7485 |
0.7479 |
| S1 |
0.7480 |
0.7472 |
|