CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7580 |
0.7590 |
0.0010 |
0.1% |
0.7653 |
| High |
0.7603 |
0.7613 |
0.0010 |
0.1% |
0.7655 |
| Low |
0.7578 |
0.7584 |
0.0006 |
0.1% |
0.7542 |
| Close |
0.7589 |
0.7592 |
0.0004 |
0.0% |
0.7581 |
| Range |
0.0025 |
0.0029 |
0.0004 |
16.0% |
0.0113 |
| ATR |
0.0050 |
0.0049 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
5,396 |
121 |
-5,275 |
-97.8% |
390,093 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7683 |
0.7667 |
0.7608 |
|
| R3 |
0.7654 |
0.7638 |
0.7600 |
|
| R2 |
0.7625 |
0.7625 |
0.7597 |
|
| R1 |
0.7609 |
0.7609 |
0.7595 |
0.7617 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7600 |
| S1 |
0.7580 |
0.7580 |
0.7589 |
0.7588 |
| S2 |
0.7567 |
0.7567 |
0.7587 |
|
| S3 |
0.7538 |
0.7551 |
0.7584 |
|
| S4 |
0.7509 |
0.7522 |
0.7576 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7932 |
0.7869 |
0.7643 |
|
| R3 |
0.7819 |
0.7756 |
0.7612 |
|
| R2 |
0.7706 |
0.7706 |
0.7601 |
|
| R1 |
0.7643 |
0.7643 |
0.7591 |
0.7618 |
| PP |
0.7593 |
0.7593 |
0.7593 |
0.7580 |
| S1 |
0.7530 |
0.7530 |
0.7570 |
0.7505 |
| S2 |
0.7480 |
0.7480 |
0.7560 |
|
| S3 |
0.7367 |
0.7417 |
0.7549 |
|
| S4 |
0.7254 |
0.7304 |
0.7518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7623 |
0.7542 |
0.0081 |
1.1% |
0.0040 |
0.5% |
62% |
False |
False |
54,489 |
| 10 |
0.7696 |
0.7542 |
0.0154 |
2.0% |
0.0052 |
0.7% |
32% |
False |
False |
71,068 |
| 20 |
0.7696 |
0.7542 |
0.0154 |
2.0% |
0.0049 |
0.6% |
32% |
False |
False |
67,541 |
| 40 |
0.7696 |
0.7388 |
0.0309 |
4.1% |
0.0048 |
0.6% |
66% |
False |
False |
63,911 |
| 60 |
0.7696 |
0.7292 |
0.0404 |
5.3% |
0.0047 |
0.6% |
74% |
False |
False |
61,610 |
| 80 |
0.7696 |
0.7119 |
0.0577 |
7.6% |
0.0051 |
0.7% |
82% |
False |
False |
53,464 |
| 100 |
0.7696 |
0.7057 |
0.0639 |
8.4% |
0.0053 |
0.7% |
84% |
False |
False |
42,807 |
| 120 |
0.7696 |
0.6980 |
0.0716 |
9.4% |
0.0057 |
0.8% |
85% |
False |
False |
35,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7736 |
|
2.618 |
0.7688 |
|
1.618 |
0.7659 |
|
1.000 |
0.7642 |
|
0.618 |
0.7630 |
|
HIGH |
0.7613 |
|
0.618 |
0.7601 |
|
0.500 |
0.7598 |
|
0.382 |
0.7595 |
|
LOW |
0.7584 |
|
0.618 |
0.7566 |
|
1.000 |
0.7555 |
|
1.618 |
0.7537 |
|
2.618 |
0.7508 |
|
4.250 |
0.7460 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7598 |
0.7592 |
| PP |
0.7596 |
0.7592 |
| S1 |
0.7594 |
0.7592 |
|