CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7543 |
0.7568 |
0.0026 |
0.3% |
0.7474 |
| High |
0.7583 |
0.7605 |
0.0023 |
0.3% |
0.7581 |
| Low |
0.7542 |
0.7561 |
0.0019 |
0.2% |
0.7467 |
| Close |
0.7580 |
0.7604 |
0.0024 |
0.3% |
0.7545 |
| Range |
0.0041 |
0.0045 |
0.0004 |
9.9% |
0.0114 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
193 |
479 |
286 |
148.2% |
1,102 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7723 |
0.7708 |
0.7628 |
|
| R3 |
0.7679 |
0.7663 |
0.7616 |
|
| R2 |
0.7634 |
0.7634 |
0.7612 |
|
| R1 |
0.7619 |
0.7619 |
0.7608 |
0.7627 |
| PP |
0.7590 |
0.7590 |
0.7590 |
0.7594 |
| S1 |
0.7574 |
0.7574 |
0.7599 |
0.7582 |
| S2 |
0.7545 |
0.7545 |
0.7595 |
|
| S3 |
0.7501 |
0.7530 |
0.7591 |
|
| S4 |
0.7456 |
0.7485 |
0.7579 |
|
|
| 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 |
0.7605 |
0.7494 |
0.0111 |
1.5% |
0.0044 |
0.6% |
99% |
True |
False |
296 |
| 10 |
0.7605 |
0.7465 |
0.0140 |
1.8% |
0.0044 |
0.6% |
99% |
True |
False |
254 |
| 20 |
0.7605 |
0.7419 |
0.0186 |
2.4% |
0.0043 |
0.6% |
99% |
True |
False |
210 |
| 40 |
0.7605 |
0.7291 |
0.0315 |
4.1% |
0.0042 |
0.6% |
100% |
True |
False |
134 |
| 60 |
0.7605 |
0.7162 |
0.0444 |
5.8% |
0.0048 |
0.6% |
100% |
True |
False |
130 |
| 80 |
0.7605 |
0.7062 |
0.0543 |
7.1% |
0.0048 |
0.6% |
100% |
True |
False |
105 |
| 100 |
0.7605 |
0.6988 |
0.0618 |
8.1% |
0.0053 |
0.7% |
100% |
True |
False |
97 |
| 120 |
0.7605 |
0.6835 |
0.0770 |
10.1% |
0.0058 |
0.8% |
100% |
True |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7794 |
|
2.618 |
0.7722 |
|
1.618 |
0.7677 |
|
1.000 |
0.7650 |
|
0.618 |
0.7633 |
|
HIGH |
0.7605 |
|
0.618 |
0.7588 |
|
0.500 |
0.7583 |
|
0.382 |
0.7577 |
|
LOW |
0.7561 |
|
0.618 |
0.7533 |
|
1.000 |
0.7516 |
|
1.618 |
0.7488 |
|
2.618 |
0.7444 |
|
4.250 |
0.7371 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7597 |
0.7593 |
| PP |
0.7590 |
0.7582 |
| S1 |
0.7583 |
0.7571 |
|