CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 02-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.7667 |
0.7656 |
-0.0011 |
-0.1% |
0.7588 |
High |
0.7696 |
0.7671 |
-0.0026 |
-0.3% |
0.7665 |
Low |
0.7642 |
0.7636 |
-0.0006 |
-0.1% |
0.7553 |
Close |
0.7649 |
0.7651 |
0.0003 |
0.0% |
0.7638 |
Range |
0.0055 |
0.0035 |
-0.0020 |
-36.7% |
0.0112 |
ATR |
0.0047 |
0.0047 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
78,499 |
66,216 |
-12,283 |
-15.6% |
336,372 |
|
Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7756 |
0.7738 |
0.7670 |
|
R3 |
0.7722 |
0.7704 |
0.7660 |
|
R2 |
0.7687 |
0.7687 |
0.7657 |
|
R1 |
0.7669 |
0.7669 |
0.7654 |
0.7661 |
PP |
0.7653 |
0.7653 |
0.7653 |
0.7648 |
S1 |
0.7635 |
0.7635 |
0.7648 |
0.7626 |
S2 |
0.7618 |
0.7618 |
0.7645 |
|
S3 |
0.7584 |
0.7600 |
0.7642 |
|
S4 |
0.7549 |
0.7566 |
0.7632 |
|
|
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 |
0.7696 |
0.7596 |
0.0101 |
1.3% |
0.0045 |
0.6% |
55% |
False |
False |
78,784 |
10 |
0.7696 |
0.7551 |
0.0146 |
1.9% |
0.0046 |
0.6% |
69% |
False |
False |
67,196 |
20 |
0.7696 |
0.7464 |
0.0233 |
3.0% |
0.0046 |
0.6% |
81% |
False |
False |
60,886 |
40 |
0.7696 |
0.7330 |
0.0366 |
4.8% |
0.0045 |
0.6% |
88% |
False |
False |
61,312 |
60 |
0.7696 |
0.7292 |
0.0404 |
5.3% |
0.0048 |
0.6% |
89% |
False |
False |
61,056 |
80 |
0.7696 |
0.7074 |
0.0622 |
8.1% |
0.0051 |
0.7% |
93% |
False |
False |
46,416 |
100 |
0.7696 |
0.7018 |
0.0678 |
8.9% |
0.0054 |
0.7% |
93% |
False |
False |
37,156 |
120 |
0.7696 |
0.6827 |
0.0869 |
11.4% |
0.0063 |
0.8% |
95% |
False |
False |
30,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7817 |
2.618 |
0.7761 |
1.618 |
0.7726 |
1.000 |
0.7705 |
0.618 |
0.7692 |
HIGH |
0.7671 |
0.618 |
0.7657 |
0.500 |
0.7653 |
0.382 |
0.7649 |
LOW |
0.7636 |
0.618 |
0.7615 |
1.000 |
0.7602 |
1.618 |
0.7580 |
2.618 |
0.7546 |
4.250 |
0.7489 |
|
|
Fisher Pivots for day following 02-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7653 |
0.7664 |
PP |
0.7653 |
0.7660 |
S1 |
0.7652 |
0.7655 |
|