CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7639 |
0.7670 |
0.0031 |
0.4% |
0.7590 |
| High |
0.7682 |
0.7697 |
0.0016 |
0.2% |
0.7666 |
| Low |
0.7634 |
0.7644 |
0.0010 |
0.1% |
0.7555 |
| Close |
0.7679 |
0.7650 |
-0.0029 |
-0.4% |
0.7639 |
| Range |
0.0048 |
0.0054 |
0.0006 |
11.5% |
0.0111 |
| ATR |
0.0046 |
0.0046 |
0.0001 |
1.2% |
0.0000 |
| Volume |
3,347 |
2,737 |
-610 |
-18.2% |
4,669 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7824 |
0.7790 |
0.7679 |
|
| R3 |
0.7770 |
0.7737 |
0.7664 |
|
| R2 |
0.7717 |
0.7717 |
0.7659 |
|
| R1 |
0.7683 |
0.7683 |
0.7654 |
0.7673 |
| PP |
0.7663 |
0.7663 |
0.7663 |
0.7658 |
| S1 |
0.7630 |
0.7630 |
0.7645 |
0.7620 |
| S2 |
0.7610 |
0.7610 |
0.7640 |
|
| S3 |
0.7556 |
0.7576 |
0.7635 |
|
| S4 |
0.7503 |
0.7523 |
0.7620 |
|
|
| 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 |
0.7697 |
0.7575 |
0.0122 |
1.6% |
0.0046 |
0.6% |
61% |
True |
False |
2,001 |
| 10 |
0.7697 |
0.7553 |
0.0145 |
1.9% |
0.0047 |
0.6% |
67% |
True |
False |
1,378 |
| 20 |
0.7697 |
0.7465 |
0.0232 |
3.0% |
0.0045 |
0.6% |
80% |
True |
False |
816 |
| 40 |
0.7697 |
0.7332 |
0.0366 |
4.8% |
0.0043 |
0.6% |
87% |
True |
False |
465 |
| 60 |
0.7697 |
0.7291 |
0.0407 |
5.3% |
0.0046 |
0.6% |
88% |
True |
False |
342 |
| 80 |
0.7697 |
0.7077 |
0.0620 |
8.1% |
0.0048 |
0.6% |
92% |
True |
False |
274 |
| 100 |
0.7697 |
0.7024 |
0.0673 |
8.8% |
0.0049 |
0.6% |
93% |
True |
False |
225 |
| 120 |
0.7697 |
0.6835 |
0.0862 |
11.3% |
0.0059 |
0.8% |
94% |
True |
False |
209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7924 |
|
2.618 |
0.7837 |
|
1.618 |
0.7784 |
|
1.000 |
0.7751 |
|
0.618 |
0.7730 |
|
HIGH |
0.7697 |
|
0.618 |
0.7677 |
|
0.500 |
0.7670 |
|
0.382 |
0.7664 |
|
LOW |
0.7644 |
|
0.618 |
0.7610 |
|
1.000 |
0.7590 |
|
1.618 |
0.7557 |
|
2.618 |
0.7503 |
|
4.250 |
0.7416 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7670 |
0.7657 |
| PP |
0.7663 |
0.7655 |
| S1 |
0.7656 |
0.7652 |
|