CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7554 |
0.7605 |
0.0052 |
0.7% |
0.7644 |
| High |
0.7607 |
0.7623 |
0.0016 |
0.2% |
0.7696 |
| Low |
0.7542 |
0.7575 |
0.0033 |
0.4% |
0.7598 |
| Close |
0.7597 |
0.7586 |
-0.0011 |
-0.1% |
0.7666 |
| Range |
0.0065 |
0.0049 |
-0.0017 |
-25.4% |
0.0099 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
135,093 |
105,943 |
-29,150 |
-21.6% |
398,047 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7740 |
0.7712 |
0.7613 |
|
| R3 |
0.7692 |
0.7663 |
0.7599 |
|
| R2 |
0.7643 |
0.7643 |
0.7595 |
|
| R1 |
0.7615 |
0.7615 |
0.7590 |
0.7605 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7590 |
| S1 |
0.7566 |
0.7566 |
0.7582 |
0.7556 |
| S2 |
0.7546 |
0.7546 |
0.7577 |
|
| S3 |
0.7498 |
0.7518 |
0.7573 |
|
| S4 |
0.7449 |
0.7469 |
0.7559 |
|
|
| 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 |
0.7669 |
0.7542 |
0.0127 |
1.7% |
0.0069 |
0.9% |
35% |
False |
False |
106,912 |
| 10 |
0.7696 |
0.7542 |
0.0154 |
2.0% |
0.0057 |
0.7% |
29% |
False |
False |
92,848 |
| 20 |
0.7696 |
0.7535 |
0.0161 |
2.1% |
0.0051 |
0.7% |
32% |
False |
False |
73,380 |
| 40 |
0.7696 |
0.7354 |
0.0343 |
4.5% |
0.0048 |
0.6% |
68% |
False |
False |
66,543 |
| 60 |
0.7696 |
0.7292 |
0.0404 |
5.3% |
0.0047 |
0.6% |
73% |
False |
False |
63,568 |
| 80 |
0.7696 |
0.7119 |
0.0577 |
7.6% |
0.0052 |
0.7% |
81% |
False |
False |
53,088 |
| 100 |
0.7696 |
0.7018 |
0.0678 |
8.9% |
0.0054 |
0.7% |
84% |
False |
False |
42,496 |
| 120 |
0.7696 |
0.6878 |
0.0819 |
10.8% |
0.0059 |
0.8% |
87% |
False |
False |
35,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7829 |
|
2.618 |
0.7750 |
|
1.618 |
0.7701 |
|
1.000 |
0.7672 |
|
0.618 |
0.7653 |
|
HIGH |
0.7623 |
|
0.618 |
0.7604 |
|
0.500 |
0.7599 |
|
0.382 |
0.7593 |
|
LOW |
0.7575 |
|
0.618 |
0.7545 |
|
1.000 |
0.7526 |
|
1.618 |
0.7496 |
|
2.618 |
0.7448 |
|
4.250 |
0.7368 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7599 |
0.7599 |
| PP |
0.7595 |
0.7594 |
| S1 |
0.7590 |
0.7590 |
|