CME Canadian Dollar Future December 2020
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7657 |
0.7666 |
0.0009 |
0.1% |
0.7590 |
| High |
0.7672 |
0.7669 |
-0.0003 |
0.0% |
0.7666 |
| Low |
0.7638 |
0.7600 |
-0.0038 |
-0.5% |
0.7555 |
| Close |
0.7652 |
0.7616 |
-0.0037 |
-0.5% |
0.7639 |
| Range |
0.0034 |
0.0070 |
0.0036 |
104.4% |
0.0111 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
3.8% |
0.0000 |
| Volume |
4,225 |
2,814 |
-1,411 |
-33.4% |
4,669 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7837 |
0.7796 |
0.7654 |
|
| R3 |
0.7767 |
0.7726 |
0.7635 |
|
| R2 |
0.7698 |
0.7698 |
0.7628 |
|
| R1 |
0.7657 |
0.7657 |
0.7622 |
0.7642 |
| PP |
0.7628 |
0.7628 |
0.7628 |
0.7621 |
| S1 |
0.7587 |
0.7587 |
0.7609 |
0.7573 |
| S2 |
0.7559 |
0.7559 |
0.7603 |
|
| S3 |
0.7489 |
0.7518 |
0.7596 |
|
| S4 |
0.7420 |
0.7448 |
0.7577 |
|
|
| 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 |
0.7600 |
0.0098 |
1.3% |
0.0051 |
0.7% |
16% |
False |
True |
2,967 |
| 10 |
0.7697 |
0.7555 |
0.0142 |
1.9% |
0.0047 |
0.6% |
43% |
False |
False |
1,821 |
| 20 |
0.7697 |
0.7465 |
0.0232 |
3.0% |
0.0046 |
0.6% |
65% |
False |
False |
1,134 |
| 40 |
0.7697 |
0.7332 |
0.0366 |
4.8% |
0.0043 |
0.6% |
78% |
False |
False |
635 |
| 60 |
0.7697 |
0.7291 |
0.0407 |
5.3% |
0.0046 |
0.6% |
80% |
False |
False |
455 |
| 80 |
0.7697 |
0.7077 |
0.0620 |
8.1% |
0.0048 |
0.6% |
87% |
False |
False |
361 |
| 100 |
0.7697 |
0.7024 |
0.0673 |
8.8% |
0.0049 |
0.6% |
88% |
False |
False |
294 |
| 120 |
0.7697 |
0.6835 |
0.0862 |
11.3% |
0.0058 |
0.8% |
91% |
False |
False |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7964 |
|
2.618 |
0.7851 |
|
1.618 |
0.7781 |
|
1.000 |
0.7739 |
|
0.618 |
0.7712 |
|
HIGH |
0.7669 |
|
0.618 |
0.7642 |
|
0.500 |
0.7634 |
|
0.382 |
0.7626 |
|
LOW |
0.7600 |
|
0.618 |
0.7557 |
|
1.000 |
0.7530 |
|
1.618 |
0.7487 |
|
2.618 |
0.7418 |
|
4.250 |
0.7304 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7634 |
0.7648 |
| PP |
0.7628 |
0.7637 |
| S1 |
0.7622 |
0.7626 |
|