CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 07-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7540 |
0.7517 |
-0.0023 |
-0.3% |
0.7461 |
| High |
0.7551 |
0.7517 |
-0.0034 |
-0.4% |
0.7558 |
| Low |
0.7508 |
0.7465 |
-0.0043 |
-0.6% |
0.7437 |
| Close |
0.7527 |
0.7473 |
-0.0054 |
-0.7% |
0.7473 |
| Range |
0.0043 |
0.0052 |
0.0009 |
20.9% |
0.0121 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.4% |
0.0000 |
| Volume |
418 |
101 |
-317 |
-75.8% |
1,165 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7641 |
0.7609 |
0.7501 |
|
| R3 |
0.7589 |
0.7557 |
0.7487 |
|
| R2 |
0.7537 |
0.7537 |
0.7482 |
|
| R1 |
0.7505 |
0.7505 |
0.7477 |
0.7495 |
| PP |
0.7485 |
0.7485 |
0.7485 |
0.7480 |
| S1 |
0.7453 |
0.7453 |
0.7468 |
0.7443 |
| S2 |
0.7433 |
0.7433 |
0.7463 |
|
| S3 |
0.7381 |
0.7401 |
0.7458 |
|
| S4 |
0.7329 |
0.7349 |
0.7444 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7852 |
0.7783 |
0.7539 |
|
| R3 |
0.7731 |
0.7662 |
0.7506 |
|
| R2 |
0.7610 |
0.7610 |
0.7495 |
|
| R1 |
0.7541 |
0.7541 |
0.7484 |
0.7576 |
| PP |
0.7489 |
0.7489 |
0.7489 |
0.7506 |
| S1 |
0.7420 |
0.7420 |
0.7461 |
0.7455 |
| S2 |
0.7368 |
0.7368 |
0.7450 |
|
| S3 |
0.7247 |
0.7299 |
0.7439 |
|
| S4 |
0.7126 |
0.7178 |
0.7406 |
|
|
| 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% |
0.0046 |
0.6% |
30% |
False |
False |
233 |
| 10 |
0.7558 |
0.7432 |
0.0126 |
1.7% |
0.0044 |
0.6% |
32% |
False |
False |
193 |
| 20 |
0.7558 |
0.7332 |
0.0226 |
3.0% |
0.0041 |
0.5% |
62% |
False |
False |
141 |
| 40 |
0.7558 |
0.7291 |
0.0267 |
3.6% |
0.0045 |
0.6% |
68% |
False |
False |
106 |
| 60 |
0.7558 |
0.7077 |
0.0481 |
6.4% |
0.0048 |
0.6% |
82% |
False |
False |
105 |
| 80 |
0.7558 |
0.7024 |
0.0534 |
7.1% |
0.0049 |
0.7% |
84% |
False |
False |
85 |
| 100 |
0.7558 |
0.6835 |
0.0723 |
9.7% |
0.0059 |
0.8% |
88% |
False |
False |
92 |
| 120 |
0.7574 |
0.6835 |
0.0739 |
9.9% |
0.0057 |
0.8% |
86% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7738 |
|
2.618 |
0.7653 |
|
1.618 |
0.7601 |
|
1.000 |
0.7569 |
|
0.618 |
0.7549 |
|
HIGH |
0.7517 |
|
0.618 |
0.7497 |
|
0.500 |
0.7491 |
|
0.382 |
0.7485 |
|
LOW |
0.7465 |
|
0.618 |
0.7433 |
|
1.000 |
0.7413 |
|
1.618 |
0.7381 |
|
2.618 |
0.7329 |
|
4.250 |
0.7244 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7491 |
0.7511 |
| PP |
0.7485 |
0.7498 |
| S1 |
0.7479 |
0.7485 |
|