CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7474 |
0.7491 |
0.0017 |
0.2% |
0.7460 |
| High |
0.7500 |
0.7536 |
0.0036 |
0.5% |
0.7558 |
| Low |
0.7466 |
0.7485 |
0.0019 |
0.3% |
0.7435 |
| Close |
0.7491 |
0.7528 |
0.0038 |
0.5% |
0.7472 |
| Range |
0.0034 |
0.0051 |
0.0017 |
48.5% |
0.0123 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.4% |
0.0000 |
| Volume |
38,707 |
56,698 |
17,991 |
46.5% |
314,012 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7668 |
0.7648 |
0.7556 |
|
| R3 |
0.7617 |
0.7598 |
0.7542 |
|
| R2 |
0.7567 |
0.7567 |
0.7537 |
|
| R1 |
0.7547 |
0.7547 |
0.7533 |
0.7557 |
| PP |
0.7516 |
0.7516 |
0.7516 |
0.7521 |
| S1 |
0.7497 |
0.7497 |
0.7523 |
0.7507 |
| S2 |
0.7466 |
0.7466 |
0.7519 |
|
| S3 |
0.7415 |
0.7446 |
0.7514 |
|
| S4 |
0.7365 |
0.7396 |
0.7500 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7856 |
0.7786 |
0.7539 |
|
| R3 |
0.7733 |
0.7664 |
0.7505 |
|
| R2 |
0.7611 |
0.7611 |
0.7494 |
|
| R1 |
0.7541 |
0.7541 |
0.7483 |
0.7576 |
| PP |
0.7488 |
0.7488 |
0.7488 |
0.7505 |
| S1 |
0.7419 |
0.7419 |
0.7460 |
0.7453 |
| S2 |
0.7366 |
0.7366 |
0.7449 |
|
| S3 |
0.7243 |
0.7296 |
0.7438 |
|
| S4 |
0.7121 |
0.7174 |
0.7404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7558 |
0.7464 |
0.0094 |
1.2% |
0.0048 |
0.6% |
69% |
False |
False |
60,601 |
| 10 |
0.7558 |
0.7431 |
0.0127 |
1.7% |
0.0047 |
0.6% |
77% |
False |
False |
62,273 |
| 20 |
0.7558 |
0.7348 |
0.0210 |
2.8% |
0.0045 |
0.6% |
86% |
False |
False |
60,123 |
| 40 |
0.7558 |
0.7292 |
0.0266 |
3.5% |
0.0046 |
0.6% |
89% |
False |
False |
59,026 |
| 60 |
0.7558 |
0.7090 |
0.0468 |
6.2% |
0.0053 |
0.7% |
94% |
False |
False |
45,310 |
| 80 |
0.7558 |
0.7018 |
0.0540 |
7.2% |
0.0055 |
0.7% |
95% |
False |
False |
34,013 |
| 100 |
0.7558 |
0.6878 |
0.0680 |
9.0% |
0.0062 |
0.8% |
96% |
False |
False |
27,244 |
| 120 |
0.7574 |
0.6827 |
0.0747 |
9.9% |
0.0064 |
0.8% |
94% |
False |
False |
22,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7750 |
|
2.618 |
0.7668 |
|
1.618 |
0.7617 |
|
1.000 |
0.7586 |
|
0.618 |
0.7567 |
|
HIGH |
0.7536 |
|
0.618 |
0.7516 |
|
0.500 |
0.7510 |
|
0.382 |
0.7504 |
|
LOW |
0.7485 |
|
0.618 |
0.7454 |
|
1.000 |
0.7435 |
|
1.618 |
0.7403 |
|
2.618 |
0.7353 |
|
4.250 |
0.7270 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7522 |
0.7519 |
| PP |
0.7516 |
0.7509 |
| S1 |
0.7510 |
0.7500 |
|