CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 20-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
0.7596 |
0.7569 |
-0.0027 |
-0.3% |
0.7474 |
High |
0.7616 |
0.7595 |
-0.0021 |
-0.3% |
0.7581 |
Low |
0.7562 |
0.7553 |
-0.0010 |
-0.1% |
0.7467 |
Close |
0.7582 |
0.7589 |
0.0007 |
0.1% |
0.7545 |
Range |
0.0054 |
0.0042 |
-0.0012 |
-21.5% |
0.0114 |
ATR |
0.0046 |
0.0046 |
0.0000 |
-0.6% |
0.0000 |
Volume |
1,396 |
1,211 |
-185 |
-13.3% |
1,102 |
|
Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7705 |
0.7689 |
0.7612 |
|
R3 |
0.7663 |
0.7647 |
0.7600 |
|
R2 |
0.7621 |
0.7621 |
0.7596 |
|
R1 |
0.7605 |
0.7605 |
0.7592 |
0.7613 |
PP |
0.7579 |
0.7579 |
0.7579 |
0.7583 |
S1 |
0.7563 |
0.7563 |
0.7585 |
0.7571 |
S2 |
0.7537 |
0.7537 |
0.7581 |
|
S3 |
0.7495 |
0.7521 |
0.7577 |
|
S4 |
0.7453 |
0.7479 |
0.7565 |
|
|
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% |
0.0043 |
0.6% |
66% |
False |
False |
696 |
10 |
0.7616 |
0.7465 |
0.0151 |
2.0% |
0.0045 |
0.6% |
82% |
False |
False |
448 |
20 |
0.7616 |
0.7432 |
0.0184 |
2.4% |
0.0044 |
0.6% |
85% |
False |
False |
327 |
40 |
0.7616 |
0.7291 |
0.0325 |
4.3% |
0.0042 |
0.6% |
92% |
False |
False |
198 |
60 |
0.7616 |
0.7232 |
0.0384 |
5.1% |
0.0047 |
0.6% |
93% |
False |
False |
171 |
80 |
0.7616 |
0.7062 |
0.0554 |
7.3% |
0.0048 |
0.6% |
95% |
False |
False |
136 |
100 |
0.7616 |
0.6988 |
0.0628 |
8.3% |
0.0052 |
0.7% |
96% |
False |
False |
116 |
120 |
0.7616 |
0.6835 |
0.0781 |
10.3% |
0.0059 |
0.8% |
97% |
False |
False |
121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7773 |
2.618 |
0.7704 |
1.618 |
0.7662 |
1.000 |
0.7637 |
0.618 |
0.7620 |
HIGH |
0.7595 |
0.618 |
0.7578 |
0.500 |
0.7574 |
0.382 |
0.7569 |
LOW |
0.7553 |
0.618 |
0.7527 |
1.000 |
0.7511 |
1.618 |
0.7485 |
2.618 |
0.7443 |
4.250 |
0.7374 |
|
|
Fisher Pivots for day following 20-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7584 |
0.7587 |
PP |
0.7579 |
0.7586 |
S1 |
0.7574 |
0.7584 |
|