CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 07-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7538 |
0.7516 |
-0.0022 |
-0.3% |
0.7460 |
| High |
0.7551 |
0.7517 |
-0.0034 |
-0.4% |
0.7558 |
| Low |
0.7506 |
0.7464 |
-0.0042 |
-0.6% |
0.7435 |
| Close |
0.7526 |
0.7472 |
-0.0055 |
-0.7% |
0.7472 |
| Range |
0.0045 |
0.0054 |
0.0009 |
18.9% |
0.0123 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.1% |
0.0000 |
| Volume |
65,972 |
62,310 |
-3,662 |
-5.6% |
314,012 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7645 |
0.7612 |
0.7501 |
|
| R3 |
0.7591 |
0.7558 |
0.7486 |
|
| R2 |
0.7538 |
0.7538 |
0.7481 |
|
| R1 |
0.7505 |
0.7505 |
0.7476 |
0.7494 |
| PP |
0.7484 |
0.7484 |
0.7484 |
0.7479 |
| S1 |
0.7451 |
0.7451 |
0.7467 |
0.7441 |
| S2 |
0.7431 |
0.7431 |
0.7462 |
|
| S3 |
0.7377 |
0.7398 |
0.7457 |
|
| S4 |
0.7324 |
0.7344 |
0.7442 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7856 |
0.7786 |
0.7539 |
|
| R3 |
0.7733 |
0.7664 |
0.7505 |
|
| R2 |
0.7611 |
0.7611 |
0.7494 |
|
| R1 |
0.7541 |
0.7541 |
0.7483 |
0.7576 |
| PP |
0.7488 |
0.7488 |
0.7488 |
0.7505 |
| S1 |
0.7419 |
0.7419 |
0.7460 |
0.7453 |
| S2 |
0.7366 |
0.7366 |
0.7449 |
|
| S3 |
0.7243 |
0.7296 |
0.7438 |
|
| S4 |
0.7121 |
0.7174 |
0.7404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7558 |
0.7435 |
0.0123 |
1.6% |
0.0050 |
0.7% |
30% |
False |
False |
62,802 |
| 10 |
0.7558 |
0.7431 |
0.0127 |
1.7% |
0.0047 |
0.6% |
32% |
False |
False |
64,528 |
| 20 |
0.7558 |
0.7330 |
0.0228 |
3.0% |
0.0044 |
0.6% |
62% |
False |
False |
61,666 |
| 40 |
0.7558 |
0.7292 |
0.0266 |
3.6% |
0.0047 |
0.6% |
68% |
False |
False |
61,165 |
| 60 |
0.7558 |
0.7074 |
0.0484 |
6.5% |
0.0053 |
0.7% |
82% |
False |
False |
43,726 |
| 80 |
0.7558 |
0.7018 |
0.0540 |
7.2% |
0.0055 |
0.7% |
84% |
False |
False |
32,825 |
| 100 |
0.7558 |
0.6827 |
0.0731 |
9.8% |
0.0065 |
0.9% |
88% |
False |
False |
26,297 |
| 120 |
0.7574 |
0.6827 |
0.0747 |
10.0% |
0.0063 |
0.8% |
86% |
False |
False |
21,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7744 |
|
2.618 |
0.7657 |
|
1.618 |
0.7604 |
|
1.000 |
0.7571 |
|
0.618 |
0.7550 |
|
HIGH |
0.7517 |
|
0.618 |
0.7497 |
|
0.500 |
0.7490 |
|
0.382 |
0.7484 |
|
LOW |
0.7464 |
|
0.618 |
0.7430 |
|
1.000 |
0.7410 |
|
1.618 |
0.7377 |
|
2.618 |
0.7323 |
|
4.250 |
0.7236 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7490 |
0.7511 |
| PP |
0.7484 |
0.7498 |
| S1 |
0.7478 |
0.7485 |
|