CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 03-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7447 |
0.7461 |
0.0014 |
0.2% |
0.7455 |
| High |
0.7480 |
0.7475 |
-0.0006 |
-0.1% |
0.7503 |
| Low |
0.7445 |
0.7437 |
-0.0009 |
-0.1% |
0.7432 |
| Close |
0.7473 |
0.7471 |
-0.0002 |
0.0% |
0.7473 |
| Range |
0.0035 |
0.0038 |
0.0003 |
8.6% |
0.0071 |
| ATR |
0.0045 |
0.0044 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
189 |
41 |
-148 |
-78.3% |
769 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7575 |
0.7561 |
0.7492 |
|
| R3 |
0.7537 |
0.7523 |
0.7481 |
|
| R2 |
0.7499 |
0.7499 |
0.7478 |
|
| R1 |
0.7485 |
0.7485 |
0.7474 |
0.7492 |
| PP |
0.7461 |
0.7461 |
0.7461 |
0.7464 |
| S1 |
0.7447 |
0.7447 |
0.7468 |
0.7454 |
| S2 |
0.7423 |
0.7423 |
0.7464 |
|
| S3 |
0.7385 |
0.7409 |
0.7461 |
|
| S4 |
0.7347 |
0.7371 |
0.7450 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7681 |
0.7647 |
0.7512 |
|
| R3 |
0.7610 |
0.7577 |
0.7492 |
|
| R2 |
0.7540 |
0.7540 |
0.7486 |
|
| R1 |
0.7506 |
0.7506 |
0.7479 |
0.7523 |
| PP |
0.7469 |
0.7469 |
0.7469 |
0.7478 |
| S1 |
0.7436 |
0.7436 |
0.7467 |
0.7453 |
| S2 |
0.7399 |
0.7399 |
0.7460 |
|
| S3 |
0.7328 |
0.7365 |
0.7454 |
|
| S4 |
0.7258 |
0.7295 |
0.7434 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7503 |
0.7432 |
0.0071 |
0.9% |
0.0042 |
0.6% |
55% |
False |
False |
149 |
| 10 |
0.7503 |
0.7390 |
0.0113 |
1.5% |
0.0043 |
0.6% |
72% |
False |
False |
140 |
| 20 |
0.7503 |
0.7332 |
0.0171 |
2.3% |
0.0041 |
0.5% |
82% |
False |
False |
99 |
| 40 |
0.7507 |
0.7291 |
0.0217 |
2.9% |
0.0047 |
0.6% |
83% |
False |
False |
102 |
| 60 |
0.7507 |
0.7077 |
0.0430 |
5.8% |
0.0048 |
0.6% |
92% |
False |
False |
88 |
| 80 |
0.7507 |
0.7024 |
0.0483 |
6.5% |
0.0050 |
0.7% |
93% |
False |
False |
73 |
| 100 |
0.7507 |
0.6835 |
0.0672 |
9.0% |
0.0062 |
0.8% |
95% |
False |
False |
85 |
| 120 |
0.7574 |
0.6835 |
0.0739 |
9.9% |
0.0056 |
0.7% |
86% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7636 |
|
2.618 |
0.7574 |
|
1.618 |
0.7536 |
|
1.000 |
0.7513 |
|
0.618 |
0.7498 |
|
HIGH |
0.7475 |
|
0.618 |
0.7460 |
|
0.500 |
0.7456 |
|
0.382 |
0.7451 |
|
LOW |
0.7437 |
|
0.618 |
0.7413 |
|
1.000 |
0.7399 |
|
1.618 |
0.7375 |
|
2.618 |
0.7337 |
|
4.250 |
0.7275 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7466 |
0.7470 |
| PP |
0.7461 |
0.7468 |
| S1 |
0.7456 |
0.7467 |
|