CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7565 |
0.7598 |
0.0033 |
0.4% |
0.7474 |
| High |
0.7604 |
0.7615 |
0.0011 |
0.1% |
0.7581 |
| Low |
0.7559 |
0.7561 |
0.0002 |
0.0% |
0.7466 |
| Close |
0.7602 |
0.7581 |
-0.0021 |
-0.3% |
0.7544 |
| Range |
0.0046 |
0.0054 |
0.0009 |
18.7% |
0.0115 |
| ATR |
0.0047 |
0.0048 |
0.0000 |
1.0% |
0.0000 |
| Volume |
58,948 |
53,955 |
-4,993 |
-8.5% |
263,867 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7747 |
0.7718 |
0.7611 |
|
| R3 |
0.7693 |
0.7664 |
0.7596 |
|
| R2 |
0.7639 |
0.7639 |
0.7591 |
|
| R1 |
0.7610 |
0.7610 |
0.7586 |
0.7598 |
| PP |
0.7585 |
0.7585 |
0.7585 |
0.7579 |
| S1 |
0.7556 |
0.7556 |
0.7576 |
0.7544 |
| S2 |
0.7531 |
0.7531 |
0.7571 |
|
| S3 |
0.7477 |
0.7502 |
0.7566 |
|
| S4 |
0.7423 |
0.7448 |
0.7551 |
|
|
| 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 |
0.7615 |
0.7535 |
0.0080 |
1.0% |
0.0043 |
0.6% |
58% |
True |
False |
52,217 |
| 10 |
0.7615 |
0.7464 |
0.0151 |
2.0% |
0.0046 |
0.6% |
78% |
True |
False |
54,576 |
| 20 |
0.7615 |
0.7431 |
0.0184 |
2.4% |
0.0046 |
0.6% |
82% |
True |
False |
58,900 |
| 40 |
0.7615 |
0.7292 |
0.0323 |
4.3% |
0.0045 |
0.6% |
90% |
True |
False |
59,033 |
| 60 |
0.7615 |
0.7230 |
0.0385 |
5.1% |
0.0051 |
0.7% |
91% |
True |
False |
50,605 |
| 80 |
0.7615 |
0.7057 |
0.0558 |
7.4% |
0.0054 |
0.7% |
94% |
True |
False |
38,034 |
| 100 |
0.7615 |
0.6980 |
0.0635 |
8.4% |
0.0058 |
0.8% |
95% |
True |
False |
30,450 |
| 120 |
0.7615 |
0.6827 |
0.0788 |
10.4% |
0.0065 |
0.9% |
96% |
True |
False |
25,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7844 |
|
2.618 |
0.7756 |
|
1.618 |
0.7702 |
|
1.000 |
0.7669 |
|
0.618 |
0.7648 |
|
HIGH |
0.7615 |
|
0.618 |
0.7594 |
|
0.500 |
0.7588 |
|
0.382 |
0.7581 |
|
LOW |
0.7561 |
|
0.618 |
0.7527 |
|
1.000 |
0.7507 |
|
1.618 |
0.7473 |
|
2.618 |
0.7419 |
|
4.250 |
0.7331 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7588 |
0.7580 |
| PP |
0.7585 |
0.7579 |
| S1 |
0.7583 |
0.7577 |
|