CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7622 |
0.7639 |
0.0018 |
0.2% |
0.7590 |
| High |
0.7666 |
0.7682 |
0.0016 |
0.2% |
0.7666 |
| Low |
0.7617 |
0.7634 |
0.0017 |
0.2% |
0.7555 |
| Close |
0.7639 |
0.7679 |
0.0040 |
0.5% |
0.7639 |
| Range |
0.0049 |
0.0048 |
-0.0001 |
-2.0% |
0.0111 |
| ATR |
0.0045 |
0.0046 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1,716 |
3,347 |
1,631 |
95.0% |
4,669 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7809 |
0.7792 |
0.7705 |
|
| R3 |
0.7761 |
0.7744 |
0.7692 |
|
| R2 |
0.7713 |
0.7713 |
0.7687 |
|
| R1 |
0.7696 |
0.7696 |
0.7683 |
0.7704 |
| PP |
0.7665 |
0.7665 |
0.7665 |
0.7669 |
| S1 |
0.7648 |
0.7648 |
0.7674 |
0.7656 |
| S2 |
0.7617 |
0.7617 |
0.7670 |
|
| S3 |
0.7569 |
0.7600 |
0.7665 |
|
| S4 |
0.7521 |
0.7552 |
0.7652 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7953 |
0.7907 |
0.7700 |
|
| R3 |
0.7842 |
0.7796 |
0.7670 |
|
| R2 |
0.7731 |
0.7731 |
0.7659 |
|
| R1 |
0.7685 |
0.7685 |
0.7649 |
0.7708 |
| PP |
0.7620 |
0.7620 |
0.7620 |
0.7632 |
| S1 |
0.7574 |
0.7574 |
0.7629 |
0.7597 |
| S2 |
0.7509 |
0.7509 |
0.7619 |
|
| S3 |
0.7398 |
0.7463 |
0.7608 |
|
| S4 |
0.7287 |
0.7352 |
0.7578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7682 |
0.7555 |
0.0127 |
1.6% |
0.0043 |
0.6% |
98% |
True |
False |
1,549 |
| 10 |
0.7682 |
0.7553 |
0.0129 |
1.7% |
0.0046 |
0.6% |
98% |
True |
False |
1,152 |
| 20 |
0.7682 |
0.7454 |
0.0228 |
3.0% |
0.0045 |
0.6% |
99% |
True |
False |
697 |
| 40 |
0.7682 |
0.7332 |
0.0350 |
4.6% |
0.0043 |
0.6% |
99% |
True |
False |
398 |
| 60 |
0.7682 |
0.7291 |
0.0391 |
5.1% |
0.0046 |
0.6% |
99% |
True |
False |
300 |
| 80 |
0.7682 |
0.7077 |
0.0605 |
7.9% |
0.0047 |
0.6% |
100% |
True |
False |
240 |
| 100 |
0.7682 |
0.7024 |
0.0658 |
8.6% |
0.0049 |
0.6% |
100% |
True |
False |
198 |
| 120 |
0.7682 |
0.6835 |
0.0847 |
11.0% |
0.0059 |
0.8% |
100% |
True |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7886 |
|
2.618 |
0.7807 |
|
1.618 |
0.7759 |
|
1.000 |
0.7730 |
|
0.618 |
0.7711 |
|
HIGH |
0.7682 |
|
0.618 |
0.7663 |
|
0.500 |
0.7658 |
|
0.382 |
0.7652 |
|
LOW |
0.7634 |
|
0.618 |
0.7604 |
|
1.000 |
0.7586 |
|
1.618 |
0.7556 |
|
2.618 |
0.7508 |
|
4.250 |
0.7430 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7672 |
0.7665 |
| PP |
0.7665 |
0.7652 |
| S1 |
0.7658 |
0.7639 |
|