CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7561 |
0.7543 |
-0.0018 |
-0.2% |
0.7474 |
| High |
0.7573 |
0.7583 |
0.0010 |
0.1% |
0.7581 |
| Low |
0.7537 |
0.7542 |
0.0005 |
0.1% |
0.7467 |
| Close |
0.7545 |
0.7580 |
0.0035 |
0.5% |
0.7545 |
| Range |
0.0036 |
0.0041 |
0.0005 |
12.5% |
0.0114 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
204 |
193 |
-11 |
-5.4% |
1,102 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7690 |
0.7675 |
0.7602 |
|
| R3 |
0.7649 |
0.7635 |
0.7591 |
|
| R2 |
0.7609 |
0.7609 |
0.7587 |
|
| R1 |
0.7594 |
0.7594 |
0.7583 |
0.7601 |
| PP |
0.7568 |
0.7568 |
0.7568 |
0.7572 |
| S1 |
0.7554 |
0.7554 |
0.7576 |
0.7561 |
| S2 |
0.7528 |
0.7528 |
0.7572 |
|
| S3 |
0.7487 |
0.7513 |
0.7568 |
|
| S4 |
0.7447 |
0.7473 |
0.7557 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7873 |
0.7823 |
0.7608 |
|
| R3 |
0.7759 |
0.7709 |
0.7576 |
|
| R2 |
0.7645 |
0.7645 |
0.7566 |
|
| R1 |
0.7595 |
0.7595 |
0.7555 |
0.7620 |
| PP |
0.7531 |
0.7531 |
0.7531 |
0.7544 |
| S1 |
0.7481 |
0.7481 |
0.7535 |
0.7506 |
| S2 |
0.7417 |
0.7417 |
0.7524 |
|
| S3 |
0.7303 |
0.7367 |
0.7514 |
|
| S4 |
0.7189 |
0.7253 |
0.7482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7583 |
0.7486 |
0.0097 |
1.3% |
0.0045 |
0.6% |
97% |
True |
False |
226 |
| 10 |
0.7583 |
0.7454 |
0.0129 |
1.7% |
0.0045 |
0.6% |
98% |
True |
False |
241 |
| 20 |
0.7583 |
0.7390 |
0.0193 |
2.5% |
0.0044 |
0.6% |
98% |
True |
False |
191 |
| 40 |
0.7583 |
0.7291 |
0.0292 |
3.9% |
0.0043 |
0.6% |
99% |
True |
False |
123 |
| 60 |
0.7583 |
0.7122 |
0.0461 |
6.1% |
0.0048 |
0.6% |
99% |
True |
False |
122 |
| 80 |
0.7583 |
0.7062 |
0.0521 |
6.9% |
0.0048 |
0.6% |
99% |
True |
False |
99 |
| 100 |
0.7583 |
0.6988 |
0.0595 |
7.9% |
0.0054 |
0.7% |
99% |
True |
False |
93 |
| 120 |
0.7583 |
0.6835 |
0.0748 |
9.9% |
0.0058 |
0.8% |
100% |
True |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7755 |
|
2.618 |
0.7689 |
|
1.618 |
0.7648 |
|
1.000 |
0.7623 |
|
0.618 |
0.7608 |
|
HIGH |
0.7583 |
|
0.618 |
0.7567 |
|
0.500 |
0.7562 |
|
0.382 |
0.7557 |
|
LOW |
0.7542 |
|
0.618 |
0.7517 |
|
1.000 |
0.7502 |
|
1.618 |
0.7476 |
|
2.618 |
0.7436 |
|
4.250 |
0.7370 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7574 |
0.7573 |
| PP |
0.7568 |
0.7566 |
| S1 |
0.7562 |
0.7560 |
|