CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7653 |
0.7554 |
-0.0100 |
-1.3% |
0.7644 |
| High |
0.7655 |
0.7607 |
-0.0048 |
-0.6% |
0.7696 |
| Low |
0.7554 |
0.7542 |
-0.0012 |
-0.2% |
0.7598 |
| Close |
0.7563 |
0.7597 |
0.0034 |
0.4% |
0.7666 |
| Range |
0.0102 |
0.0065 |
-0.0037 |
-36.0% |
0.0099 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.6% |
0.0000 |
| Volume |
123,165 |
135,093 |
11,928 |
9.7% |
398,047 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7777 |
0.7752 |
0.7632 |
|
| R3 |
0.7712 |
0.7687 |
0.7614 |
|
| R2 |
0.7647 |
0.7647 |
0.7608 |
|
| R1 |
0.7622 |
0.7622 |
0.7602 |
0.7634 |
| PP |
0.7582 |
0.7582 |
0.7582 |
0.7588 |
| S1 |
0.7557 |
0.7557 |
0.7591 |
0.7569 |
| S2 |
0.7517 |
0.7517 |
0.7585 |
|
| S3 |
0.7452 |
0.7492 |
0.7579 |
|
| S4 |
0.7387 |
0.7427 |
0.7561 |
|
|
| 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 |
0.7671 |
0.7542 |
0.0129 |
1.7% |
0.0066 |
0.9% |
42% |
False |
True |
98,967 |
| 10 |
0.7696 |
0.7542 |
0.0154 |
2.0% |
0.0056 |
0.7% |
35% |
False |
True |
87,508 |
| 20 |
0.7696 |
0.7493 |
0.0204 |
2.7% |
0.0052 |
0.7% |
51% |
False |
False |
71,133 |
| 40 |
0.7696 |
0.7348 |
0.0349 |
4.6% |
0.0048 |
0.6% |
71% |
False |
False |
65,628 |
| 60 |
0.7696 |
0.7292 |
0.0404 |
5.3% |
0.0048 |
0.6% |
75% |
False |
False |
63,062 |
| 80 |
0.7696 |
0.7090 |
0.0607 |
8.0% |
0.0053 |
0.7% |
84% |
False |
False |
51,766 |
| 100 |
0.7696 |
0.7018 |
0.0678 |
8.9% |
0.0054 |
0.7% |
85% |
False |
False |
41,437 |
| 120 |
0.7696 |
0.6878 |
0.0819 |
10.8% |
0.0060 |
0.8% |
88% |
False |
False |
34,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7883 |
|
2.618 |
0.7777 |
|
1.618 |
0.7712 |
|
1.000 |
0.7672 |
|
0.618 |
0.7647 |
|
HIGH |
0.7607 |
|
0.618 |
0.7582 |
|
0.500 |
0.7575 |
|
0.382 |
0.7567 |
|
LOW |
0.7542 |
|
0.618 |
0.7502 |
|
1.000 |
0.7477 |
|
1.618 |
0.7437 |
|
2.618 |
0.7372 |
|
4.250 |
0.7266 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7589 |
0.7604 |
| PP |
0.7582 |
0.7602 |
| S1 |
0.7575 |
0.7599 |
|