CME Canadian Dollar Future December 2020
Trading Metrics calculated at close of trading on 08-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
0.7619 |
0.7651 |
0.0032 |
0.4% |
0.7639 |
High |
0.7668 |
0.7655 |
-0.0013 |
-0.2% |
0.7697 |
Low |
0.7612 |
0.7556 |
-0.0057 |
-0.7% |
0.7600 |
Close |
0.7668 |
0.7565 |
-0.0103 |
-1.3% |
0.7668 |
Range |
0.0056 |
0.0099 |
0.0044 |
78.4% |
0.0098 |
ATR |
0.0048 |
0.0052 |
0.0005 |
9.7% |
0.0000 |
Volume |
7,878 |
31,908 |
24,030 |
305.0% |
21,001 |
|
Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7889 |
0.7826 |
0.7619 |
|
R3 |
0.7790 |
0.7727 |
0.7592 |
|
R2 |
0.7691 |
0.7691 |
0.7583 |
|
R1 |
0.7628 |
0.7628 |
0.7574 |
0.7610 |
PP |
0.7592 |
0.7592 |
0.7592 |
0.7583 |
S1 |
0.7529 |
0.7529 |
0.7556 |
0.7511 |
S2 |
0.7493 |
0.7493 |
0.7547 |
|
S3 |
0.7394 |
0.7430 |
0.7538 |
|
S4 |
0.7295 |
0.7331 |
0.7511 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7947 |
0.7905 |
0.7721 |
|
R3 |
0.7850 |
0.7807 |
0.7694 |
|
R2 |
0.7752 |
0.7752 |
0.7685 |
|
R1 |
0.7710 |
0.7710 |
0.7676 |
0.7731 |
PP |
0.7655 |
0.7655 |
0.7655 |
0.7665 |
S1 |
0.7612 |
0.7612 |
0.7659 |
0.7634 |
S2 |
0.7557 |
0.7557 |
0.7650 |
|
S3 |
0.7460 |
0.7515 |
0.7641 |
|
S4 |
0.7362 |
0.7417 |
0.7614 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7697 |
0.7556 |
0.0142 |
1.9% |
0.0062 |
0.8% |
7% |
False |
True |
9,912 |
10 |
0.7697 |
0.7555 |
0.0142 |
1.9% |
0.0053 |
0.7% |
7% |
False |
False |
5,731 |
20 |
0.7697 |
0.7486 |
0.0211 |
2.8% |
0.0050 |
0.7% |
37% |
False |
False |
3,110 |
40 |
0.7697 |
0.7332 |
0.0366 |
4.8% |
0.0045 |
0.6% |
64% |
False |
False |
1,629 |
60 |
0.7697 |
0.7291 |
0.0407 |
5.4% |
0.0046 |
0.6% |
68% |
False |
False |
1,103 |
80 |
0.7697 |
0.7089 |
0.0608 |
8.0% |
0.0048 |
0.6% |
78% |
False |
False |
858 |
100 |
0.7697 |
0.7024 |
0.0673 |
8.9% |
0.0049 |
0.6% |
80% |
False |
False |
691 |
120 |
0.7697 |
0.6835 |
0.0862 |
11.4% |
0.0056 |
0.7% |
85% |
False |
False |
595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8075 |
2.618 |
0.7914 |
1.618 |
0.7815 |
1.000 |
0.7754 |
0.618 |
0.7716 |
HIGH |
0.7655 |
0.618 |
0.7617 |
0.500 |
0.7605 |
0.382 |
0.7593 |
LOW |
0.7556 |
0.618 |
0.7494 |
1.000 |
0.7457 |
1.618 |
0.7395 |
2.618 |
0.7296 |
4.250 |
0.7135 |
|
|
Fisher Pivots for day following 08-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7605 |
0.7612 |
PP |
0.7592 |
0.7597 |
S1 |
0.7578 |
0.7581 |
|