CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7519 |
0.7550 |
0.0031 |
0.4% |
0.7461 |
| High |
0.7560 |
0.7581 |
0.0022 |
0.3% |
0.7558 |
| Low |
0.7494 |
0.7548 |
0.0054 |
0.7% |
0.7437 |
| Close |
0.7547 |
0.7564 |
0.0017 |
0.2% |
0.7473 |
| Range |
0.0066 |
0.0033 |
-0.0033 |
-49.6% |
0.0121 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
407 |
197 |
-210 |
-51.6% |
1,165 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7663 |
0.7646 |
0.7582 |
|
| R3 |
0.7630 |
0.7613 |
0.7573 |
|
| R2 |
0.7597 |
0.7597 |
0.7570 |
|
| R1 |
0.7580 |
0.7580 |
0.7567 |
0.7589 |
| PP |
0.7564 |
0.7564 |
0.7564 |
0.7568 |
| S1 |
0.7547 |
0.7547 |
0.7560 |
0.7556 |
| S2 |
0.7531 |
0.7531 |
0.7557 |
|
| S3 |
0.7498 |
0.7514 |
0.7554 |
|
| S4 |
0.7465 |
0.7481 |
0.7545 |
|
|
| 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 |
0.7581 |
0.7465 |
0.0116 |
1.5% |
0.0047 |
0.6% |
85% |
True |
False |
199 |
| 10 |
0.7581 |
0.7437 |
0.0145 |
1.9% |
0.0045 |
0.6% |
88% |
True |
False |
225 |
| 20 |
0.7581 |
0.7355 |
0.0226 |
3.0% |
0.0042 |
0.6% |
92% |
True |
False |
173 |
| 40 |
0.7581 |
0.7291 |
0.0291 |
3.8% |
0.0043 |
0.6% |
94% |
True |
False |
116 |
| 60 |
0.7581 |
0.7122 |
0.0460 |
6.1% |
0.0048 |
0.6% |
96% |
True |
False |
118 |
| 80 |
0.7581 |
0.7042 |
0.0540 |
7.1% |
0.0049 |
0.6% |
97% |
True |
False |
95 |
| 100 |
0.7581 |
0.6896 |
0.0685 |
9.1% |
0.0055 |
0.7% |
97% |
True |
False |
96 |
| 120 |
0.7581 |
0.6835 |
0.0746 |
9.9% |
0.0058 |
0.8% |
98% |
True |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7721 |
|
2.618 |
0.7667 |
|
1.618 |
0.7634 |
|
1.000 |
0.7614 |
|
0.618 |
0.7601 |
|
HIGH |
0.7581 |
|
0.618 |
0.7568 |
|
0.500 |
0.7565 |
|
0.382 |
0.7561 |
|
LOW |
0.7548 |
|
0.618 |
0.7528 |
|
1.000 |
0.7515 |
|
1.618 |
0.7495 |
|
2.618 |
0.7462 |
|
4.250 |
0.7408 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7565 |
0.7554 |
| PP |
0.7564 |
0.7544 |
| S1 |
0.7564 |
0.7534 |
|