CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7491 |
0.7519 |
0.0028 |
0.4% |
0.7460 |
| High |
0.7536 |
0.7560 |
0.0024 |
0.3% |
0.7558 |
| Low |
0.7485 |
0.7493 |
0.0008 |
0.1% |
0.7435 |
| Close |
0.7528 |
0.7546 |
0.0018 |
0.2% |
0.7472 |
| Range |
0.0051 |
0.0067 |
0.0017 |
32.7% |
0.0123 |
| ATR |
0.0048 |
0.0050 |
0.0001 |
2.8% |
0.0000 |
| Volume |
56,698 |
60,989 |
4,291 |
7.6% |
314,012 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7734 |
0.7707 |
0.7582 |
|
| R3 |
0.7667 |
0.7640 |
0.7564 |
|
| R2 |
0.7600 |
0.7600 |
0.7558 |
|
| R1 |
0.7573 |
0.7573 |
0.7552 |
0.7586 |
| PP |
0.7533 |
0.7533 |
0.7533 |
0.7539 |
| S1 |
0.7506 |
0.7506 |
0.7539 |
0.7519 |
| S2 |
0.7466 |
0.7466 |
0.7533 |
|
| S3 |
0.7399 |
0.7439 |
0.7527 |
|
| S4 |
0.7332 |
0.7372 |
0.7509 |
|
|
| 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 |
0.7560 |
0.7464 |
0.0096 |
1.3% |
0.0050 |
0.7% |
85% |
True |
False |
56,935 |
| 10 |
0.7560 |
0.7431 |
0.0129 |
1.7% |
0.0051 |
0.7% |
89% |
True |
False |
63,574 |
| 20 |
0.7560 |
0.7354 |
0.0206 |
2.7% |
0.0046 |
0.6% |
93% |
True |
False |
59,706 |
| 40 |
0.7560 |
0.7292 |
0.0268 |
3.5% |
0.0046 |
0.6% |
95% |
True |
False |
58,661 |
| 60 |
0.7560 |
0.7119 |
0.0441 |
5.8% |
0.0053 |
0.7% |
97% |
True |
False |
46,324 |
| 80 |
0.7560 |
0.7018 |
0.0542 |
7.2% |
0.0055 |
0.7% |
97% |
True |
False |
34,774 |
| 100 |
0.7560 |
0.6878 |
0.0682 |
9.0% |
0.0061 |
0.8% |
98% |
True |
False |
27,849 |
| 120 |
0.7560 |
0.6827 |
0.0733 |
9.7% |
0.0064 |
0.9% |
98% |
True |
False |
23,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7844 |
|
2.618 |
0.7735 |
|
1.618 |
0.7668 |
|
1.000 |
0.7627 |
|
0.618 |
0.7601 |
|
HIGH |
0.7560 |
|
0.618 |
0.7534 |
|
0.500 |
0.7526 |
|
0.382 |
0.7518 |
|
LOW |
0.7493 |
|
0.618 |
0.7451 |
|
1.000 |
0.7426 |
|
1.618 |
0.7384 |
|
2.618 |
0.7317 |
|
4.250 |
0.7208 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7539 |
0.7535 |
| PP |
0.7533 |
0.7524 |
| S1 |
0.7526 |
0.7513 |
|