CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7517 |
0.7540 |
0.0023 |
0.3% |
0.7455 |
| High |
0.7558 |
0.7551 |
-0.0007 |
-0.1% |
0.7503 |
| Low |
0.7517 |
0.7508 |
-0.0009 |
-0.1% |
0.7432 |
| Close |
0.7530 |
0.7527 |
-0.0004 |
0.0% |
0.7473 |
| Range |
0.0041 |
0.0043 |
0.0002 |
4.9% |
0.0071 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
254 |
418 |
164 |
64.6% |
769 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7657 |
0.7635 |
0.7550 |
|
| R3 |
0.7614 |
0.7592 |
0.7538 |
|
| R2 |
0.7571 |
0.7571 |
0.7534 |
|
| R1 |
0.7549 |
0.7549 |
0.7530 |
0.7539 |
| PP |
0.7528 |
0.7528 |
0.7528 |
0.7523 |
| S1 |
0.7506 |
0.7506 |
0.7523 |
0.7496 |
| S2 |
0.7485 |
0.7485 |
0.7519 |
|
| S3 |
0.7442 |
0.7463 |
0.7515 |
|
| S4 |
0.7399 |
0.7420 |
0.7503 |
|
|
| 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 |
0.7558 |
0.7437 |
0.0121 |
1.6% |
0.0043 |
0.6% |
74% |
False |
False |
250 |
| 10 |
0.7558 |
0.7432 |
0.0126 |
1.7% |
0.0042 |
0.6% |
75% |
False |
False |
206 |
| 20 |
0.7558 |
0.7332 |
0.0226 |
3.0% |
0.0040 |
0.5% |
86% |
False |
False |
137 |
| 40 |
0.7558 |
0.7291 |
0.0267 |
3.5% |
0.0046 |
0.6% |
88% |
False |
False |
115 |
| 60 |
0.7558 |
0.7077 |
0.0481 |
6.4% |
0.0048 |
0.6% |
94% |
False |
False |
103 |
| 80 |
0.7558 |
0.7024 |
0.0534 |
7.1% |
0.0050 |
0.7% |
94% |
False |
False |
84 |
| 100 |
0.7558 |
0.6835 |
0.0723 |
9.6% |
0.0060 |
0.8% |
96% |
False |
False |
92 |
| 120 |
0.7574 |
0.6835 |
0.0739 |
9.8% |
0.0057 |
0.8% |
94% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7733 |
|
2.618 |
0.7663 |
|
1.618 |
0.7620 |
|
1.000 |
0.7594 |
|
0.618 |
0.7577 |
|
HIGH |
0.7551 |
|
0.618 |
0.7534 |
|
0.500 |
0.7529 |
|
0.382 |
0.7524 |
|
LOW |
0.7508 |
|
0.618 |
0.7481 |
|
1.000 |
0.7465 |
|
1.618 |
0.7438 |
|
2.618 |
0.7395 |
|
4.250 |
0.7325 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7529 |
0.7520 |
| PP |
0.7528 |
0.7513 |
| S1 |
0.7527 |
0.7506 |
|