CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7517 |
0.7474 |
-0.0043 |
-0.6% |
0.7461 |
| High |
0.7517 |
0.7501 |
-0.0017 |
-0.2% |
0.7558 |
| Low |
0.7465 |
0.7467 |
0.0002 |
0.0% |
0.7437 |
| Close |
0.7473 |
0.7491 |
0.0019 |
0.2% |
0.7473 |
| Range |
0.0052 |
0.0034 |
-0.0019 |
-35.6% |
0.0121 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
101 |
161 |
60 |
59.4% |
1,165 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7587 |
0.7572 |
0.7509 |
|
| R3 |
0.7553 |
0.7539 |
0.7500 |
|
| R2 |
0.7520 |
0.7520 |
0.7497 |
|
| R1 |
0.7505 |
0.7505 |
0.7494 |
0.7513 |
| PP |
0.7486 |
0.7486 |
0.7486 |
0.7490 |
| S1 |
0.7472 |
0.7472 |
0.7488 |
0.7479 |
| S2 |
0.7453 |
0.7453 |
0.7485 |
|
| S3 |
0.7419 |
0.7438 |
0.7482 |
|
| S4 |
0.7386 |
0.7405 |
0.7473 |
|
|
| 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 |
0.7454 |
0.0104 |
1.4% |
0.0045 |
0.6% |
36% |
False |
False |
257 |
| 10 |
0.7558 |
0.7432 |
0.0126 |
1.7% |
0.0044 |
0.6% |
47% |
False |
False |
203 |
| 20 |
0.7558 |
0.7332 |
0.0226 |
3.0% |
0.0040 |
0.5% |
71% |
False |
False |
148 |
| 40 |
0.7558 |
0.7291 |
0.0267 |
3.6% |
0.0044 |
0.6% |
75% |
False |
False |
100 |
| 60 |
0.7558 |
0.7089 |
0.0469 |
6.3% |
0.0048 |
0.6% |
86% |
False |
False |
107 |
| 80 |
0.7558 |
0.7024 |
0.0534 |
7.1% |
0.0049 |
0.7% |
88% |
False |
False |
86 |
| 100 |
0.7558 |
0.6835 |
0.0723 |
9.6% |
0.0057 |
0.8% |
91% |
False |
False |
92 |
| 120 |
0.7574 |
0.6835 |
0.0739 |
9.9% |
0.0057 |
0.8% |
89% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7643 |
|
2.618 |
0.7588 |
|
1.618 |
0.7555 |
|
1.000 |
0.7534 |
|
0.618 |
0.7521 |
|
HIGH |
0.7501 |
|
0.618 |
0.7488 |
|
0.500 |
0.7484 |
|
0.382 |
0.7480 |
|
LOW |
0.7467 |
|
0.618 |
0.7446 |
|
1.000 |
0.7434 |
|
1.618 |
0.7413 |
|
2.618 |
0.7379 |
|
4.250 |
0.7325 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7489 |
0.7508 |
| PP |
0.7486 |
0.7502 |
| S1 |
0.7484 |
0.7497 |
|