CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 26-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
0.7565 |
0.7592 |
0.0027 |
0.4% |
0.7545 |
High |
0.7595 |
0.7616 |
0.0021 |
0.3% |
0.7615 |
Low |
0.7554 |
0.7573 |
0.0020 |
0.3% |
0.7540 |
Close |
0.7585 |
0.7601 |
0.0016 |
0.2% |
0.7582 |
Range |
0.0042 |
0.0043 |
0.0001 |
2.4% |
0.0075 |
ATR |
0.0048 |
0.0047 |
0.0000 |
-0.8% |
0.0000 |
Volume |
59,138 |
52,547 |
-6,591 |
-11.1% |
261,522 |
|
Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7724 |
0.7705 |
0.7624 |
|
R3 |
0.7682 |
0.7663 |
0.7613 |
|
R2 |
0.7639 |
0.7639 |
0.7609 |
|
R1 |
0.7620 |
0.7620 |
0.7605 |
0.7630 |
PP |
0.7597 |
0.7597 |
0.7597 |
0.7601 |
S1 |
0.7578 |
0.7578 |
0.7597 |
0.7587 |
S2 |
0.7554 |
0.7554 |
0.7593 |
|
S3 |
0.7512 |
0.7535 |
0.7589 |
|
S4 |
0.7469 |
0.7493 |
0.7578 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7802 |
0.7767 |
0.7623 |
|
R3 |
0.7728 |
0.7692 |
0.7602 |
|
R2 |
0.7653 |
0.7653 |
0.7596 |
|
R1 |
0.7618 |
0.7618 |
0.7589 |
0.7636 |
PP |
0.7579 |
0.7579 |
0.7579 |
0.7588 |
S1 |
0.7543 |
0.7543 |
0.7575 |
0.7561 |
S2 |
0.7504 |
0.7504 |
0.7568 |
|
S3 |
0.7430 |
0.7469 |
0.7562 |
|
S4 |
0.7355 |
0.7394 |
0.7541 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7616 |
0.7551 |
0.0065 |
0.9% |
0.0047 |
0.6% |
78% |
True |
False |
55,608 |
10 |
0.7616 |
0.7535 |
0.0081 |
1.1% |
0.0045 |
0.6% |
82% |
True |
False |
53,913 |
20 |
0.7616 |
0.7431 |
0.0185 |
2.4% |
0.0048 |
0.6% |
92% |
True |
False |
58,743 |
40 |
0.7616 |
0.7330 |
0.0286 |
3.8% |
0.0045 |
0.6% |
95% |
True |
False |
58,459 |
60 |
0.7616 |
0.7292 |
0.0324 |
4.3% |
0.0049 |
0.6% |
96% |
True |
False |
55,119 |
80 |
0.7616 |
0.7057 |
0.0559 |
7.3% |
0.0053 |
0.7% |
97% |
True |
False |
41,500 |
100 |
0.7616 |
0.7018 |
0.0598 |
7.9% |
0.0055 |
0.7% |
98% |
True |
False |
33,227 |
120 |
0.7616 |
0.6827 |
0.0789 |
10.4% |
0.0065 |
0.9% |
98% |
True |
False |
27,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7796 |
2.618 |
0.7727 |
1.618 |
0.7684 |
1.000 |
0.7658 |
0.618 |
0.7642 |
HIGH |
0.7616 |
0.618 |
0.7599 |
0.500 |
0.7594 |
0.382 |
0.7589 |
LOW |
0.7573 |
0.618 |
0.7547 |
1.000 |
0.7531 |
1.618 |
0.7504 |
2.618 |
0.7462 |
4.250 |
0.7392 |
|
|
Fisher Pivots for day following 26-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7599 |
0.7595 |
PP |
0.7597 |
0.7590 |
S1 |
0.7594 |
0.7584 |
|