CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7568 |
0.7596 |
0.0028 |
0.4% |
0.7474 |
| High |
0.7605 |
0.7616 |
0.0011 |
0.1% |
0.7581 |
| Low |
0.7561 |
0.7562 |
0.0002 |
0.0% |
0.7467 |
| Close |
0.7604 |
0.7582 |
-0.0022 |
-0.3% |
0.7545 |
| Range |
0.0045 |
0.0054 |
0.0009 |
20.2% |
0.0114 |
| ATR |
0.0046 |
0.0046 |
0.0001 |
1.2% |
0.0000 |
| Volume |
479 |
1,396 |
917 |
191.4% |
1,102 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7747 |
0.7718 |
0.7611 |
|
| R3 |
0.7694 |
0.7665 |
0.7597 |
|
| R2 |
0.7640 |
0.7640 |
0.7592 |
|
| R1 |
0.7611 |
0.7611 |
0.7587 |
0.7599 |
| PP |
0.7587 |
0.7587 |
0.7587 |
0.7580 |
| S1 |
0.7558 |
0.7558 |
0.7577 |
0.7545 |
| S2 |
0.7533 |
0.7533 |
0.7572 |
|
| S3 |
0.7480 |
0.7504 |
0.7567 |
|
| S4 |
0.7426 |
0.7451 |
0.7553 |
|
|
| 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 |
0.7616 |
0.7537 |
0.0079 |
1.0% |
0.0042 |
0.5% |
57% |
True |
False |
493 |
| 10 |
0.7616 |
0.7465 |
0.0151 |
2.0% |
0.0045 |
0.6% |
78% |
True |
False |
368 |
| 20 |
0.7616 |
0.7432 |
0.0184 |
2.4% |
0.0043 |
0.6% |
82% |
True |
False |
277 |
| 40 |
0.7616 |
0.7291 |
0.0325 |
4.3% |
0.0042 |
0.6% |
90% |
True |
False |
169 |
| 60 |
0.7616 |
0.7232 |
0.0384 |
5.1% |
0.0047 |
0.6% |
91% |
True |
False |
153 |
| 80 |
0.7616 |
0.7062 |
0.0554 |
7.3% |
0.0048 |
0.6% |
94% |
True |
False |
121 |
| 100 |
0.7616 |
0.6988 |
0.0628 |
8.3% |
0.0052 |
0.7% |
95% |
True |
False |
110 |
| 120 |
0.7616 |
0.6835 |
0.0781 |
10.3% |
0.0059 |
0.8% |
96% |
True |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7843 |
|
2.618 |
0.7756 |
|
1.618 |
0.7702 |
|
1.000 |
0.7669 |
|
0.618 |
0.7649 |
|
HIGH |
0.7616 |
|
0.618 |
0.7595 |
|
0.500 |
0.7589 |
|
0.382 |
0.7582 |
|
LOW |
0.7562 |
|
0.618 |
0.7529 |
|
1.000 |
0.7509 |
|
1.618 |
0.7475 |
|
2.618 |
0.7422 |
|
4.250 |
0.7335 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7589 |
0.7581 |
| PP |
0.7587 |
0.7580 |
| S1 |
0.7584 |
0.7579 |
|