CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7588 |
0.7588 |
-0.0001 |
0.0% |
0.7545 |
| High |
0.7600 |
0.7614 |
0.0015 |
0.2% |
0.7615 |
| Low |
0.7556 |
0.7553 |
-0.0003 |
0.0% |
0.7540 |
| Close |
0.7582 |
0.7557 |
-0.0025 |
-0.3% |
0.7582 |
| Range |
0.0044 |
0.0061 |
0.0018 |
40.2% |
0.0075 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.1% |
0.0000 |
| Volume |
48,941 |
58,450 |
9,509 |
19.4% |
261,522 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7758 |
0.7718 |
0.7591 |
|
| R3 |
0.7697 |
0.7657 |
0.7574 |
|
| R2 |
0.7636 |
0.7636 |
0.7568 |
|
| R1 |
0.7596 |
0.7596 |
0.7563 |
0.7586 |
| PP |
0.7575 |
0.7575 |
0.7575 |
0.7569 |
| S1 |
0.7535 |
0.7535 |
0.7551 |
0.7525 |
| S2 |
0.7514 |
0.7514 |
0.7546 |
|
| S3 |
0.7453 |
0.7474 |
0.7540 |
|
| S4 |
0.7392 |
0.7413 |
0.7523 |
|
|
| 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% |
0.0050 |
0.7% |
10% |
False |
False |
55,851 |
| 10 |
0.7615 |
0.7485 |
0.0130 |
1.7% |
0.0048 |
0.6% |
56% |
False |
False |
54,513 |
| 20 |
0.7615 |
0.7431 |
0.0184 |
2.4% |
0.0047 |
0.6% |
69% |
False |
False |
58,688 |
| 40 |
0.7615 |
0.7298 |
0.0317 |
4.2% |
0.0045 |
0.6% |
82% |
False |
False |
58,905 |
| 60 |
0.7615 |
0.7246 |
0.0369 |
4.9% |
0.0051 |
0.7% |
84% |
False |
False |
53,329 |
| 80 |
0.7615 |
0.7057 |
0.0558 |
7.4% |
0.0053 |
0.7% |
90% |
False |
False |
40,106 |
| 100 |
0.7615 |
0.7006 |
0.0609 |
8.1% |
0.0056 |
0.7% |
91% |
False |
False |
32,111 |
| 120 |
0.7615 |
0.6827 |
0.0788 |
10.4% |
0.0065 |
0.9% |
93% |
False |
False |
26,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7873 |
|
2.618 |
0.7774 |
|
1.618 |
0.7713 |
|
1.000 |
0.7675 |
|
0.618 |
0.7652 |
|
HIGH |
0.7614 |
|
0.618 |
0.7591 |
|
0.500 |
0.7584 |
|
0.382 |
0.7576 |
|
LOW |
0.7553 |
|
0.618 |
0.7515 |
|
1.000 |
0.7492 |
|
1.618 |
0.7454 |
|
2.618 |
0.7393 |
|
4.250 |
0.7294 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7584 |
0.7582 |
| PP |
0.7575 |
0.7574 |
| S1 |
0.7566 |
0.7565 |
|