CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7548 |
0.7560 |
0.0013 |
0.2% |
0.7474 |
| High |
0.7581 |
0.7573 |
-0.0008 |
-0.1% |
0.7581 |
| Low |
0.7546 |
0.7535 |
-0.0011 |
-0.1% |
0.7466 |
| Close |
0.7563 |
0.7544 |
-0.0019 |
-0.2% |
0.7544 |
| Range |
0.0035 |
0.0038 |
0.0003 |
7.1% |
0.0115 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
58,258 |
49,215 |
-9,043 |
-15.5% |
263,867 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7663 |
0.7641 |
0.7565 |
|
| R3 |
0.7626 |
0.7604 |
0.7554 |
|
| R2 |
0.7588 |
0.7588 |
0.7551 |
|
| R1 |
0.7566 |
0.7566 |
0.7547 |
0.7558 |
| PP |
0.7551 |
0.7551 |
0.7551 |
0.7547 |
| S1 |
0.7529 |
0.7529 |
0.7541 |
0.7521 |
| S2 |
0.7513 |
0.7513 |
0.7537 |
|
| S3 |
0.7476 |
0.7491 |
0.7534 |
|
| S4 |
0.7438 |
0.7454 |
0.7523 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7874 |
0.7823 |
0.7607 |
|
| R3 |
0.7759 |
0.7709 |
0.7575 |
|
| R2 |
0.7645 |
0.7645 |
0.7565 |
|
| R1 |
0.7594 |
0.7594 |
0.7554 |
0.7620 |
| PP |
0.7530 |
0.7530 |
0.7530 |
0.7543 |
| S1 |
0.7480 |
0.7480 |
0.7534 |
0.7505 |
| S2 |
0.7416 |
0.7416 |
0.7523 |
|
| S3 |
0.7301 |
0.7365 |
0.7513 |
|
| S4 |
0.7187 |
0.7251 |
0.7481 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7581 |
0.7466 |
0.0115 |
1.5% |
0.0045 |
0.6% |
68% |
False |
False |
52,773 |
| 10 |
0.7581 |
0.7435 |
0.0146 |
1.9% |
0.0047 |
0.6% |
75% |
False |
False |
57,787 |
| 20 |
0.7581 |
0.7354 |
0.0227 |
3.0% |
0.0046 |
0.6% |
84% |
False |
False |
60,475 |
| 40 |
0.7581 |
0.7292 |
0.0289 |
3.8% |
0.0045 |
0.6% |
87% |
False |
False |
58,989 |
| 60 |
0.7581 |
0.7119 |
0.0462 |
6.1% |
0.0052 |
0.7% |
92% |
False |
False |
48,102 |
| 80 |
0.7581 |
0.7050 |
0.0531 |
7.0% |
0.0054 |
0.7% |
93% |
False |
False |
36,116 |
| 100 |
0.7581 |
0.6943 |
0.0638 |
8.5% |
0.0060 |
0.8% |
94% |
False |
False |
28,919 |
| 120 |
0.7581 |
0.6827 |
0.0754 |
10.0% |
0.0064 |
0.9% |
95% |
False |
False |
24,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7732 |
|
2.618 |
0.7671 |
|
1.618 |
0.7633 |
|
1.000 |
0.7610 |
|
0.618 |
0.7596 |
|
HIGH |
0.7573 |
|
0.618 |
0.7558 |
|
0.500 |
0.7554 |
|
0.382 |
0.7549 |
|
LOW |
0.7535 |
|
0.618 |
0.7512 |
|
1.000 |
0.7498 |
|
1.618 |
0.7474 |
|
2.618 |
0.7437 |
|
4.250 |
0.7376 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7554 |
0.7542 |
| PP |
0.7551 |
0.7539 |
| S1 |
0.7547 |
0.7537 |
|