CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7461 |
0.7477 |
0.0016 |
0.2% |
0.7455 |
| High |
0.7475 |
0.7509 |
0.0035 |
0.5% |
0.7503 |
| Low |
0.7437 |
0.7454 |
0.0017 |
0.2% |
0.7432 |
| Close |
0.7471 |
0.7495 |
0.0024 |
0.3% |
0.7473 |
| Range |
0.0038 |
0.0056 |
0.0018 |
46.1% |
0.0071 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
1.8% |
0.0000 |
| Volume |
41 |
351 |
310 |
756.1% |
769 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7652 |
0.7629 |
0.7526 |
|
| R3 |
0.7597 |
0.7574 |
0.7510 |
|
| R2 |
0.7541 |
0.7541 |
0.7505 |
|
| R1 |
0.7518 |
0.7518 |
0.7500 |
0.7530 |
| PP |
0.7486 |
0.7486 |
0.7486 |
0.7492 |
| S1 |
0.7463 |
0.7463 |
0.7490 |
0.7474 |
| S2 |
0.7430 |
0.7430 |
0.7485 |
|
| S3 |
0.7375 |
0.7407 |
0.7480 |
|
| S4 |
0.7319 |
0.7352 |
0.7464 |
|
|
| 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 |
0.7509 |
0.7432 |
0.0077 |
1.0% |
0.0045 |
0.6% |
82% |
True |
False |
155 |
| 10 |
0.7509 |
0.7419 |
0.0090 |
1.2% |
0.0042 |
0.6% |
84% |
True |
False |
165 |
| 20 |
0.7509 |
0.7332 |
0.0178 |
2.4% |
0.0042 |
0.6% |
92% |
True |
False |
114 |
| 40 |
0.7509 |
0.7291 |
0.0219 |
2.9% |
0.0047 |
0.6% |
94% |
True |
False |
106 |
| 60 |
0.7509 |
0.7077 |
0.0432 |
5.8% |
0.0049 |
0.6% |
97% |
True |
False |
93 |
| 80 |
0.7509 |
0.7024 |
0.0485 |
6.5% |
0.0050 |
0.7% |
97% |
True |
False |
77 |
| 100 |
0.7509 |
0.6835 |
0.0674 |
9.0% |
0.0061 |
0.8% |
98% |
True |
False |
88 |
| 120 |
0.7574 |
0.6835 |
0.0739 |
9.9% |
0.0056 |
0.7% |
89% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7745 |
|
2.618 |
0.7654 |
|
1.618 |
0.7599 |
|
1.000 |
0.7565 |
|
0.618 |
0.7543 |
|
HIGH |
0.7509 |
|
0.618 |
0.7488 |
|
0.500 |
0.7481 |
|
0.382 |
0.7475 |
|
LOW |
0.7454 |
|
0.618 |
0.7419 |
|
1.000 |
0.7398 |
|
1.618 |
0.7364 |
|
2.618 |
0.7308 |
|
4.250 |
0.7218 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7490 |
0.7488 |
| PP |
0.7486 |
0.7480 |
| S1 |
0.7481 |
0.7473 |
|