CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7608 |
0.7619 |
0.0011 |
0.1% |
0.7588 |
| High |
0.7633 |
0.7665 |
0.0032 |
0.4% |
0.7665 |
| Low |
0.7596 |
0.7615 |
0.0020 |
0.3% |
0.7553 |
| Close |
0.7619 |
0.7638 |
0.0019 |
0.2% |
0.7638 |
| Range |
0.0038 |
0.0050 |
0.0012 |
32.0% |
0.0112 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.5% |
0.0000 |
| Volume |
77,272 |
88,965 |
11,693 |
15.1% |
336,372 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7788 |
0.7762 |
0.7665 |
|
| R3 |
0.7738 |
0.7713 |
0.7651 |
|
| R2 |
0.7689 |
0.7689 |
0.7647 |
|
| R1 |
0.7663 |
0.7663 |
0.7642 |
0.7676 |
| PP |
0.7639 |
0.7639 |
0.7639 |
0.7645 |
| S1 |
0.7614 |
0.7614 |
0.7633 |
0.7626 |
| S2 |
0.7590 |
0.7590 |
0.7628 |
|
| S3 |
0.7540 |
0.7564 |
0.7624 |
|
| S4 |
0.7491 |
0.7515 |
0.7610 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7953 |
0.7907 |
0.7699 |
|
| R3 |
0.7841 |
0.7795 |
0.7668 |
|
| R2 |
0.7730 |
0.7730 |
0.7658 |
|
| R1 |
0.7684 |
0.7684 |
0.7648 |
0.7707 |
| PP |
0.7618 |
0.7618 |
0.7618 |
0.7630 |
| S1 |
0.7572 |
0.7572 |
0.7627 |
0.7595 |
| S2 |
0.7507 |
0.7507 |
0.7617 |
|
| S3 |
0.7395 |
0.7461 |
0.7607 |
|
| S4 |
0.7284 |
0.7349 |
0.7576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7665 |
0.7553 |
0.0112 |
1.5% |
0.0046 |
0.6% |
76% |
True |
False |
67,274 |
| 10 |
0.7665 |
0.7540 |
0.0125 |
1.6% |
0.0046 |
0.6% |
78% |
True |
False |
59,789 |
| 20 |
0.7665 |
0.7435 |
0.0230 |
3.0% |
0.0047 |
0.6% |
88% |
True |
False |
58,788 |
| 40 |
0.7665 |
0.7330 |
0.0335 |
4.4% |
0.0045 |
0.6% |
92% |
True |
False |
59,821 |
| 60 |
0.7665 |
0.7292 |
0.0373 |
4.9% |
0.0049 |
0.6% |
93% |
True |
False |
57,829 |
| 80 |
0.7665 |
0.7057 |
0.0608 |
8.0% |
0.0052 |
0.7% |
96% |
True |
False |
43,575 |
| 100 |
0.7665 |
0.7018 |
0.0647 |
8.5% |
0.0055 |
0.7% |
96% |
True |
False |
34,883 |
| 120 |
0.7665 |
0.6827 |
0.0838 |
11.0% |
0.0064 |
0.8% |
97% |
True |
False |
29,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7875 |
|
2.618 |
0.7794 |
|
1.618 |
0.7745 |
|
1.000 |
0.7714 |
|
0.618 |
0.7695 |
|
HIGH |
0.7665 |
|
0.618 |
0.7646 |
|
0.500 |
0.7640 |
|
0.382 |
0.7634 |
|
LOW |
0.7615 |
|
0.618 |
0.7584 |
|
1.000 |
0.7566 |
|
1.618 |
0.7535 |
|
2.618 |
0.7485 |
|
4.250 |
0.7405 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7640 |
0.7631 |
| PP |
0.7639 |
0.7625 |
| S1 |
0.7638 |
0.7619 |
|