CME Canadian Dollar Future September 2020
Trading Metrics calculated at close of trading on 25-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
0.7588 |
0.7565 |
-0.0023 |
-0.3% |
0.7545 |
High |
0.7614 |
0.7595 |
-0.0019 |
-0.2% |
0.7615 |
Low |
0.7553 |
0.7554 |
0.0001 |
0.0% |
0.7540 |
Close |
0.7557 |
0.7585 |
0.0028 |
0.4% |
0.7582 |
Range |
0.0061 |
0.0042 |
-0.0020 |
-32.0% |
0.0075 |
ATR |
0.0048 |
0.0048 |
0.0000 |
-1.0% |
0.0000 |
Volume |
58,450 |
59,138 |
688 |
1.2% |
261,522 |
|
Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7702 |
0.7685 |
0.7608 |
|
R3 |
0.7661 |
0.7644 |
0.7596 |
|
R2 |
0.7619 |
0.7619 |
0.7593 |
|
R1 |
0.7602 |
0.7602 |
0.7589 |
0.7611 |
PP |
0.7578 |
0.7578 |
0.7578 |
0.7582 |
S1 |
0.7561 |
0.7561 |
0.7581 |
0.7569 |
S2 |
0.7536 |
0.7536 |
0.7577 |
|
S3 |
0.7495 |
0.7519 |
0.7574 |
|
S4 |
0.7453 |
0.7478 |
0.7562 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7802 |
0.7767 |
0.7623 |
|
R3 |
0.7728 |
0.7692 |
0.7602 |
|
R2 |
0.7653 |
0.7653 |
0.7596 |
|
R1 |
0.7618 |
0.7618 |
0.7589 |
0.7636 |
PP |
0.7579 |
0.7579 |
0.7579 |
0.7588 |
S1 |
0.7543 |
0.7543 |
0.7575 |
0.7561 |
S2 |
0.7504 |
0.7504 |
0.7568 |
|
S3 |
0.7430 |
0.7469 |
0.7562 |
|
S4 |
0.7355 |
0.7394 |
0.7541 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7615 |
0.7551 |
0.0064 |
0.8% |
0.0049 |
0.6% |
54% |
False |
False |
55,889 |
10 |
0.7615 |
0.7493 |
0.0122 |
1.6% |
0.0047 |
0.6% |
76% |
False |
False |
54,757 |
20 |
0.7615 |
0.7431 |
0.0184 |
2.4% |
0.0047 |
0.6% |
84% |
False |
False |
58,515 |
40 |
0.7615 |
0.7301 |
0.0314 |
4.1% |
0.0045 |
0.6% |
91% |
False |
False |
58,967 |
60 |
0.7615 |
0.7292 |
0.0323 |
4.3% |
0.0049 |
0.7% |
91% |
False |
False |
54,295 |
80 |
0.7615 |
0.7057 |
0.0558 |
7.4% |
0.0053 |
0.7% |
95% |
False |
False |
40,844 |
100 |
0.7615 |
0.7018 |
0.0597 |
7.9% |
0.0056 |
0.7% |
95% |
False |
False |
32,702 |
120 |
0.7615 |
0.6827 |
0.0788 |
10.4% |
0.0065 |
0.9% |
96% |
False |
False |
27,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7771 |
2.618 |
0.7704 |
1.618 |
0.7662 |
1.000 |
0.7637 |
0.618 |
0.7621 |
HIGH |
0.7595 |
0.618 |
0.7579 |
0.500 |
0.7574 |
0.382 |
0.7569 |
LOW |
0.7554 |
0.618 |
0.7528 |
1.000 |
0.7512 |
1.618 |
0.7486 |
2.618 |
0.7445 |
4.250 |
0.7377 |
|
|
Fisher Pivots for day following 25-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
0.7581 |
0.7585 |
PP |
0.7578 |
0.7584 |
S1 |
0.7574 |
0.7584 |
|