CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7545 |
0.7565 |
0.0021 |
0.3% |
0.7474 |
| High |
0.7581 |
0.7604 |
0.0023 |
0.3% |
0.7581 |
| Low |
0.7540 |
0.7559 |
0.0019 |
0.2% |
0.7466 |
| Close |
0.7578 |
0.7602 |
0.0024 |
0.3% |
0.7544 |
| Range |
0.0041 |
0.0046 |
0.0005 |
11.0% |
0.0115 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
40,713 |
58,948 |
18,235 |
44.8% |
263,867 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7725 |
0.7709 |
0.7627 |
|
| R3 |
0.7679 |
0.7663 |
0.7615 |
|
| R2 |
0.7634 |
0.7634 |
0.7610 |
|
| R1 |
0.7618 |
0.7618 |
0.7606 |
0.7626 |
| PP |
0.7588 |
0.7588 |
0.7588 |
0.7592 |
| S1 |
0.7572 |
0.7572 |
0.7598 |
0.7580 |
| S2 |
0.7543 |
0.7543 |
0.7594 |
|
| S3 |
0.7497 |
0.7527 |
0.7589 |
|
| S4 |
0.7452 |
0.7481 |
0.7577 |
|
|
| 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 |
0.7604 |
0.7493 |
0.0112 |
1.5% |
0.0045 |
0.6% |
98% |
True |
False |
53,624 |
| 10 |
0.7604 |
0.7464 |
0.0141 |
1.8% |
0.0046 |
0.6% |
99% |
True |
False |
57,113 |
| 20 |
0.7604 |
0.7418 |
0.0187 |
2.5% |
0.0045 |
0.6% |
99% |
True |
False |
59,432 |
| 40 |
0.7604 |
0.7292 |
0.0312 |
4.1% |
0.0045 |
0.6% |
99% |
True |
False |
59,131 |
| 60 |
0.7604 |
0.7140 |
0.0464 |
6.1% |
0.0052 |
0.7% |
100% |
True |
False |
49,748 |
| 80 |
0.7604 |
0.7057 |
0.0547 |
7.2% |
0.0053 |
0.7% |
100% |
True |
False |
37,359 |
| 100 |
0.7604 |
0.6980 |
0.0624 |
8.2% |
0.0058 |
0.8% |
100% |
True |
False |
29,911 |
| 120 |
0.7604 |
0.6827 |
0.0777 |
10.2% |
0.0065 |
0.9% |
100% |
True |
False |
24,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7797 |
|
2.618 |
0.7723 |
|
1.618 |
0.7678 |
|
1.000 |
0.7650 |
|
0.618 |
0.7632 |
|
HIGH |
0.7604 |
|
0.618 |
0.7587 |
|
0.500 |
0.7581 |
|
0.382 |
0.7576 |
|
LOW |
0.7559 |
|
0.618 |
0.7530 |
|
1.000 |
0.7513 |
|
1.618 |
0.7485 |
|
2.618 |
0.7439 |
|
4.250 |
0.7365 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7595 |
0.7591 |
| PP |
0.7588 |
0.7580 |
| S1 |
0.7581 |
0.7570 |
|