CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7560 |
0.7545 |
-0.0016 |
-0.2% |
0.7474 |
| High |
0.7573 |
0.7581 |
0.0009 |
0.1% |
0.7581 |
| Low |
0.7535 |
0.7540 |
0.0005 |
0.1% |
0.7466 |
| Close |
0.7544 |
0.7578 |
0.0034 |
0.5% |
0.7544 |
| Range |
0.0038 |
0.0041 |
0.0004 |
9.3% |
0.0115 |
| ATR |
0.0048 |
0.0047 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
49,215 |
40,713 |
-8,502 |
-17.3% |
263,867 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7689 |
0.7675 |
0.7601 |
|
| R3 |
0.7648 |
0.7634 |
0.7589 |
|
| R2 |
0.7607 |
0.7607 |
0.7586 |
|
| R1 |
0.7593 |
0.7593 |
0.7582 |
0.7600 |
| PP |
0.7566 |
0.7566 |
0.7566 |
0.7570 |
| S1 |
0.7552 |
0.7552 |
0.7574 |
0.7559 |
| S2 |
0.7525 |
0.7525 |
0.7570 |
|
| S3 |
0.7484 |
0.7511 |
0.7567 |
|
| S4 |
0.7443 |
0.7470 |
0.7555 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7874 |
0.7823 |
0.7607 |
|
| R3 |
0.7759 |
0.7709 |
0.7575 |
|
| R2 |
0.7645 |
0.7645 |
0.7565 |
|
| R1 |
0.7594 |
0.7594 |
0.7554 |
0.7620 |
| PP |
0.7530 |
0.7530 |
0.7530 |
0.7543 |
| S1 |
0.7480 |
0.7480 |
0.7534 |
0.7505 |
| S2 |
0.7416 |
0.7416 |
0.7523 |
|
| S3 |
0.7301 |
0.7365 |
0.7513 |
|
| S4 |
0.7187 |
0.7251 |
0.7481 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7581 |
0.7485 |
0.0096 |
1.3% |
0.0046 |
0.6% |
97% |
True |
False |
53,174 |
| 10 |
0.7581 |
0.7452 |
0.0130 |
1.7% |
0.0048 |
0.6% |
98% |
True |
False |
56,662 |
| 20 |
0.7581 |
0.7388 |
0.0194 |
2.6% |
0.0046 |
0.6% |
98% |
True |
False |
60,281 |
| 40 |
0.7581 |
0.7292 |
0.0289 |
3.8% |
0.0045 |
0.6% |
99% |
True |
False |
58,644 |
| 60 |
0.7581 |
0.7119 |
0.0462 |
6.1% |
0.0052 |
0.7% |
99% |
True |
False |
48,771 |
| 80 |
0.7581 |
0.7057 |
0.0524 |
6.9% |
0.0053 |
0.7% |
99% |
True |
False |
36,623 |
| 100 |
0.7581 |
0.6980 |
0.0601 |
7.9% |
0.0059 |
0.8% |
100% |
True |
False |
29,324 |
| 120 |
0.7581 |
0.6827 |
0.0754 |
9.9% |
0.0065 |
0.9% |
100% |
True |
False |
24,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7755 |
|
2.618 |
0.7688 |
|
1.618 |
0.7647 |
|
1.000 |
0.7622 |
|
0.618 |
0.7606 |
|
HIGH |
0.7581 |
|
0.618 |
0.7565 |
|
0.500 |
0.7561 |
|
0.382 |
0.7556 |
|
LOW |
0.7540 |
|
0.618 |
0.7515 |
|
1.000 |
0.7499 |
|
1.618 |
0.7474 |
|
2.618 |
0.7433 |
|
4.250 |
0.7366 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7572 |
0.7571 |
| PP |
0.7566 |
0.7565 |
| S1 |
0.7561 |
0.7558 |
|