CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 27-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
0.7594 |
0.7610 |
0.0016 |
0.2% |
0.7543 |
High |
0.7617 |
0.7634 |
0.0018 |
0.2% |
0.7616 |
Low |
0.7575 |
0.7597 |
0.0022 |
0.3% |
0.7542 |
Close |
0.7602 |
0.7620 |
0.0018 |
0.2% |
0.7583 |
Range |
0.0042 |
0.0037 |
-0.0005 |
-10.8% |
0.0074 |
ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
1,199 |
1,006 |
-193 |
-16.1% |
3,699 |
|
Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7728 |
0.7711 |
0.7640 |
|
R3 |
0.7691 |
0.7674 |
0.7630 |
|
R2 |
0.7654 |
0.7654 |
0.7627 |
|
R1 |
0.7637 |
0.7637 |
0.7623 |
0.7646 |
PP |
0.7617 |
0.7617 |
0.7617 |
0.7621 |
S1 |
0.7600 |
0.7600 |
0.7617 |
0.7609 |
S2 |
0.7580 |
0.7580 |
0.7613 |
|
S3 |
0.7543 |
0.7563 |
0.7610 |
|
S4 |
0.7506 |
0.7526 |
0.7600 |
|
|
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 |
0.7634 |
0.7555 |
0.0079 |
1.0% |
0.0044 |
0.6% |
82% |
True |
False |
674 |
10 |
0.7634 |
0.7537 |
0.0097 |
1.3% |
0.0044 |
0.6% |
86% |
True |
False |
685 |
20 |
0.7634 |
0.7437 |
0.0198 |
2.6% |
0.0044 |
0.6% |
93% |
True |
False |
455 |
40 |
0.7634 |
0.7332 |
0.0303 |
4.0% |
0.0042 |
0.6% |
95% |
True |
False |
275 |
60 |
0.7634 |
0.7291 |
0.0344 |
4.5% |
0.0046 |
0.6% |
96% |
True |
False |
221 |
80 |
0.7634 |
0.7062 |
0.0572 |
7.5% |
0.0048 |
0.6% |
98% |
True |
False |
177 |
100 |
0.7634 |
0.7024 |
0.0610 |
8.0% |
0.0050 |
0.7% |
98% |
True |
False |
148 |
120 |
0.7634 |
0.6835 |
0.0799 |
10.5% |
0.0059 |
0.8% |
98% |
True |
False |
147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7791 |
2.618 |
0.7731 |
1.618 |
0.7694 |
1.000 |
0.7671 |
0.618 |
0.7657 |
HIGH |
0.7634 |
0.618 |
0.7620 |
0.500 |
0.7616 |
0.382 |
0.7611 |
LOW |
0.7597 |
0.618 |
0.7574 |
1.000 |
0.7560 |
1.618 |
0.7537 |
2.618 |
0.7500 |
4.250 |
0.7440 |
|
|
Fisher Pivots for day following 27-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7619 |
0.7612 |
PP |
0.7617 |
0.7603 |
S1 |
0.7616 |
0.7595 |
|