CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7558 |
0.7594 |
0.0036 |
0.5% |
0.7543 |
| High |
0.7596 |
0.7617 |
0.0021 |
0.3% |
0.7616 |
| Low |
0.7555 |
0.7575 |
0.0020 |
0.3% |
0.7542 |
| Close |
0.7586 |
0.7602 |
0.0016 |
0.2% |
0.7583 |
| Range |
0.0041 |
0.0042 |
0.0001 |
2.5% |
0.0074 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
480 |
1,199 |
719 |
149.8% |
3,699 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7704 |
0.7625 |
|
| R3 |
0.7681 |
0.7662 |
0.7613 |
|
| R2 |
0.7639 |
0.7639 |
0.7610 |
|
| R1 |
0.7621 |
0.7621 |
0.7606 |
0.7630 |
| PP |
0.7598 |
0.7598 |
0.7598 |
0.7603 |
| S1 |
0.7579 |
0.7579 |
0.7598 |
0.7589 |
| S2 |
0.7556 |
0.7556 |
0.7594 |
|
| S3 |
0.7515 |
0.7538 |
0.7591 |
|
| S4 |
0.7473 |
0.7496 |
0.7579 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7801 |
0.7765 |
0.7623 |
|
| R3 |
0.7727 |
0.7692 |
0.7603 |
|
| R2 |
0.7654 |
0.7654 |
0.7596 |
|
| R1 |
0.7618 |
0.7618 |
0.7590 |
0.7636 |
| PP |
0.7580 |
0.7580 |
0.7580 |
0.7589 |
| S1 |
0.7545 |
0.7545 |
0.7576 |
0.7563 |
| S2 |
0.7507 |
0.7507 |
0.7570 |
|
| S3 |
0.7433 |
0.7471 |
0.7563 |
|
| S4 |
0.7360 |
0.7398 |
0.7543 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7617 |
0.7553 |
0.0064 |
0.8% |
0.0045 |
0.6% |
77% |
True |
False |
715 |
| 10 |
0.7617 |
0.7537 |
0.0080 |
1.0% |
0.0043 |
0.6% |
82% |
True |
False |
604 |
| 20 |
0.7617 |
0.7432 |
0.0185 |
2.4% |
0.0046 |
0.6% |
92% |
True |
False |
411 |
| 40 |
0.7617 |
0.7332 |
0.0285 |
3.7% |
0.0042 |
0.6% |
95% |
True |
False |
251 |
| 60 |
0.7617 |
0.7291 |
0.0326 |
4.3% |
0.0046 |
0.6% |
96% |
True |
False |
206 |
| 80 |
0.7617 |
0.7062 |
0.0555 |
7.3% |
0.0048 |
0.6% |
97% |
True |
False |
165 |
| 100 |
0.7617 |
0.7024 |
0.0593 |
7.8% |
0.0050 |
0.7% |
98% |
True |
False |
138 |
| 120 |
0.7617 |
0.6835 |
0.0782 |
10.3% |
0.0059 |
0.8% |
98% |
True |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7793 |
|
2.618 |
0.7725 |
|
1.618 |
0.7684 |
|
1.000 |
0.7658 |
|
0.618 |
0.7642 |
|
HIGH |
0.7617 |
|
0.618 |
0.7601 |
|
0.500 |
0.7596 |
|
0.382 |
0.7591 |
|
LOW |
0.7575 |
|
0.618 |
0.7549 |
|
1.000 |
0.7534 |
|
1.618 |
0.7508 |
|
2.618 |
0.7466 |
|
4.250 |
0.7399 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7600 |
0.7597 |
| PP |
0.7598 |
0.7591 |
| S1 |
0.7596 |
0.7586 |
|