CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7519 |
0.7548 |
0.0029 |
0.4% |
0.7460 |
| High |
0.7560 |
0.7581 |
0.0021 |
0.3% |
0.7558 |
| Low |
0.7493 |
0.7546 |
0.0053 |
0.7% |
0.7435 |
| Close |
0.7546 |
0.7563 |
0.0017 |
0.2% |
0.7472 |
| Range |
0.0067 |
0.0035 |
-0.0032 |
-47.8% |
0.0123 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
60,989 |
58,258 |
-2,731 |
-4.5% |
314,012 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7668 |
0.7650 |
0.7582 |
|
| R3 |
0.7633 |
0.7615 |
0.7572 |
|
| R2 |
0.7598 |
0.7598 |
0.7569 |
|
| R1 |
0.7580 |
0.7580 |
0.7566 |
0.7589 |
| PP |
0.7563 |
0.7563 |
0.7563 |
0.7567 |
| S1 |
0.7545 |
0.7545 |
0.7559 |
0.7554 |
| S2 |
0.7528 |
0.7528 |
0.7556 |
|
| S3 |
0.7493 |
0.7510 |
0.7553 |
|
| S4 |
0.7458 |
0.7475 |
0.7543 |
|
|
| 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 |
0.7581 |
0.7464 |
0.0117 |
1.5% |
0.0048 |
0.6% |
85% |
True |
False |
55,392 |
| 10 |
0.7581 |
0.7435 |
0.0146 |
1.9% |
0.0047 |
0.6% |
88% |
True |
False |
61,548 |
| 20 |
0.7581 |
0.7354 |
0.0227 |
3.0% |
0.0045 |
0.6% |
92% |
True |
False |
59,881 |
| 40 |
0.7581 |
0.7292 |
0.0289 |
3.8% |
0.0045 |
0.6% |
94% |
True |
False |
58,917 |
| 60 |
0.7581 |
0.7119 |
0.0462 |
6.1% |
0.0052 |
0.7% |
96% |
True |
False |
47,291 |
| 80 |
0.7581 |
0.7032 |
0.0549 |
7.3% |
0.0054 |
0.7% |
97% |
True |
False |
35,501 |
| 100 |
0.7581 |
0.6893 |
0.0688 |
9.1% |
0.0060 |
0.8% |
97% |
True |
False |
28,429 |
| 120 |
0.7581 |
0.6827 |
0.0754 |
10.0% |
0.0064 |
0.9% |
98% |
True |
False |
23,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7729 |
|
2.618 |
0.7672 |
|
1.618 |
0.7637 |
|
1.000 |
0.7616 |
|
0.618 |
0.7602 |
|
HIGH |
0.7581 |
|
0.618 |
0.7567 |
|
0.500 |
0.7563 |
|
0.382 |
0.7559 |
|
LOW |
0.7546 |
|
0.618 |
0.7524 |
|
1.000 |
0.7511 |
|
1.618 |
0.7489 |
|
2.618 |
0.7454 |
|
4.250 |
0.7397 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7563 |
0.7553 |
| PP |
0.7563 |
0.7543 |
| S1 |
0.7563 |
0.7533 |
|