CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7503 |
0.7538 |
0.0035 |
0.5% |
0.7456 |
| High |
0.7558 |
0.7551 |
-0.0007 |
-0.1% |
0.7502 |
| Low |
0.7503 |
0.7506 |
0.0003 |
0.0% |
0.7431 |
| Close |
0.7530 |
0.7526 |
-0.0004 |
0.0% |
0.7472 |
| Range |
0.0055 |
0.0045 |
-0.0010 |
-18.2% |
0.0072 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
79,321 |
65,972 |
-13,349 |
-16.8% |
331,276 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7662 |
0.7639 |
0.7551 |
|
| R3 |
0.7617 |
0.7594 |
0.7538 |
|
| R2 |
0.7572 |
0.7572 |
0.7534 |
|
| R1 |
0.7549 |
0.7549 |
0.7530 |
0.7538 |
| PP |
0.7527 |
0.7527 |
0.7527 |
0.7522 |
| S1 |
0.7504 |
0.7504 |
0.7522 |
0.7493 |
| S2 |
0.7482 |
0.7482 |
0.7518 |
|
| S3 |
0.7437 |
0.7459 |
0.7514 |
|
| S4 |
0.7392 |
0.7414 |
0.7501 |
|
|
| 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 |
0.7558 |
0.7435 |
0.0123 |
1.6% |
0.0047 |
0.6% |
74% |
False |
False |
67,704 |
| 10 |
0.7558 |
0.7431 |
0.0127 |
1.7% |
0.0046 |
0.6% |
75% |
False |
False |
63,468 |
| 20 |
0.7558 |
0.7330 |
0.0228 |
3.0% |
0.0043 |
0.6% |
86% |
False |
False |
61,706 |
| 40 |
0.7558 |
0.7292 |
0.0266 |
3.5% |
0.0049 |
0.7% |
88% |
False |
False |
61,282 |
| 60 |
0.7558 |
0.7074 |
0.0484 |
6.4% |
0.0053 |
0.7% |
93% |
False |
False |
42,691 |
| 80 |
0.7558 |
0.7018 |
0.0540 |
7.2% |
0.0056 |
0.7% |
94% |
False |
False |
32,047 |
| 100 |
0.7558 |
0.6827 |
0.0731 |
9.7% |
0.0065 |
0.9% |
96% |
False |
False |
25,677 |
| 120 |
0.7574 |
0.6827 |
0.0747 |
9.9% |
0.0063 |
0.8% |
94% |
False |
False |
21,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7742 |
|
2.618 |
0.7668 |
|
1.618 |
0.7623 |
|
1.000 |
0.7596 |
|
0.618 |
0.7578 |
|
HIGH |
0.7551 |
|
0.618 |
0.7533 |
|
0.500 |
0.7528 |
|
0.382 |
0.7523 |
|
LOW |
0.7506 |
|
0.618 |
0.7478 |
|
1.000 |
0.7461 |
|
1.618 |
0.7433 |
|
2.618 |
0.7388 |
|
4.250 |
0.7314 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7528 |
0.7519 |
| PP |
0.7527 |
0.7512 |
| S1 |
0.7527 |
0.7505 |
|