CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7616 |
0.7653 |
0.0037 |
0.5% |
0.7644 |
| High |
0.7667 |
0.7655 |
-0.0012 |
-0.2% |
0.7696 |
| Low |
0.7610 |
0.7554 |
-0.0057 |
-0.7% |
0.7598 |
| Close |
0.7666 |
0.7563 |
-0.0103 |
-1.3% |
0.7666 |
| Range |
0.0057 |
0.0102 |
0.0045 |
79.6% |
0.0099 |
| ATR |
0.0049 |
0.0053 |
0.0005 |
9.3% |
0.0000 |
| Volume |
82,911 |
123,165 |
40,254 |
48.6% |
398,047 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7895 |
0.7831 |
0.7619 |
|
| R3 |
0.7794 |
0.7729 |
0.7591 |
|
| R2 |
0.7692 |
0.7692 |
0.7582 |
|
| R1 |
0.7628 |
0.7628 |
0.7572 |
0.7609 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7581 |
| S1 |
0.7526 |
0.7526 |
0.7554 |
0.7508 |
| S2 |
0.7489 |
0.7489 |
0.7544 |
|
| S3 |
0.7388 |
0.7425 |
0.7535 |
|
| S4 |
0.7286 |
0.7323 |
0.7507 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7949 |
0.7906 |
0.7720 |
|
| R3 |
0.7850 |
0.7807 |
0.7693 |
|
| R2 |
0.7752 |
0.7752 |
0.7684 |
|
| R1 |
0.7709 |
0.7709 |
0.7675 |
0.7730 |
| PP |
0.7653 |
0.7653 |
0.7653 |
0.7664 |
| S1 |
0.7610 |
0.7610 |
0.7657 |
0.7632 |
| S2 |
0.7555 |
0.7555 |
0.7648 |
|
| S3 |
0.7456 |
0.7512 |
0.7639 |
|
| S4 |
0.7358 |
0.7413 |
0.7612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7696 |
0.7554 |
0.0143 |
1.9% |
0.0064 |
0.8% |
7% |
False |
True |
87,648 |
| 10 |
0.7696 |
0.7554 |
0.0143 |
1.9% |
0.0054 |
0.7% |
7% |
False |
True |
79,913 |
| 20 |
0.7696 |
0.7485 |
0.0211 |
2.8% |
0.0051 |
0.7% |
37% |
False |
False |
67,213 |
| 40 |
0.7696 |
0.7330 |
0.0366 |
4.8% |
0.0047 |
0.6% |
64% |
False |
False |
64,026 |
| 60 |
0.7696 |
0.7292 |
0.0404 |
5.3% |
0.0048 |
0.6% |
67% |
False |
False |
62,164 |
| 80 |
0.7696 |
0.7086 |
0.0610 |
8.1% |
0.0052 |
0.7% |
78% |
False |
False |
50,080 |
| 100 |
0.7696 |
0.7018 |
0.0678 |
9.0% |
0.0054 |
0.7% |
80% |
False |
False |
40,086 |
| 120 |
0.7696 |
0.6827 |
0.0869 |
11.5% |
0.0061 |
0.8% |
85% |
False |
False |
33,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8086 |
|
2.618 |
0.7921 |
|
1.618 |
0.7819 |
|
1.000 |
0.7757 |
|
0.618 |
0.7718 |
|
HIGH |
0.7655 |
|
0.618 |
0.7616 |
|
0.500 |
0.7604 |
|
0.382 |
0.7592 |
|
LOW |
0.7554 |
|
0.618 |
0.7491 |
|
1.000 |
0.7452 |
|
1.618 |
0.7389 |
|
2.618 |
0.7288 |
|
4.250 |
0.7122 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7604 |
0.7611 |
| PP |
0.7591 |
0.7595 |
| S1 |
0.7577 |
0.7579 |
|