CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7644 |
0.7667 |
0.0024 |
0.3% |
0.7588 |
| High |
0.7681 |
0.7696 |
0.0016 |
0.2% |
0.7665 |
| Low |
0.7632 |
0.7642 |
0.0010 |
0.1% |
0.7553 |
| Close |
0.7677 |
0.7649 |
-0.0029 |
-0.4% |
0.7638 |
| Range |
0.0049 |
0.0055 |
0.0006 |
11.2% |
0.0112 |
| ATR |
0.0047 |
0.0047 |
0.0001 |
1.2% |
0.0000 |
| Volume |
82,969 |
78,499 |
-4,470 |
-5.4% |
336,372 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7826 |
0.7792 |
0.7678 |
|
| R3 |
0.7771 |
0.7737 |
0.7663 |
|
| R2 |
0.7717 |
0.7717 |
0.7658 |
|
| R1 |
0.7683 |
0.7683 |
0.7653 |
0.7672 |
| PP |
0.7662 |
0.7662 |
0.7662 |
0.7657 |
| S1 |
0.7628 |
0.7628 |
0.7644 |
0.7618 |
| S2 |
0.7608 |
0.7608 |
0.7639 |
|
| S3 |
0.7553 |
0.7574 |
0.7634 |
|
| S4 |
0.7499 |
0.7519 |
0.7619 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7953 |
0.7907 |
0.7699 |
|
| R3 |
0.7841 |
0.7795 |
0.7668 |
|
| R2 |
0.7730 |
0.7730 |
0.7658 |
|
| R1 |
0.7684 |
0.7684 |
0.7648 |
0.7707 |
| PP |
0.7618 |
0.7618 |
0.7618 |
0.7630 |
| S1 |
0.7572 |
0.7572 |
0.7627 |
0.7595 |
| S2 |
0.7507 |
0.7507 |
0.7617 |
|
| S3 |
0.7395 |
0.7461 |
0.7607 |
|
| S4 |
0.7284 |
0.7349 |
0.7576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7696 |
0.7573 |
0.0123 |
1.6% |
0.0047 |
0.6% |
61% |
True |
False |
76,050 |
| 10 |
0.7696 |
0.7551 |
0.0146 |
1.9% |
0.0048 |
0.6% |
67% |
True |
False |
65,970 |
| 20 |
0.7696 |
0.7464 |
0.0233 |
3.0% |
0.0047 |
0.6% |
80% |
True |
False |
61,541 |
| 40 |
0.7696 |
0.7330 |
0.0366 |
4.8% |
0.0046 |
0.6% |
87% |
True |
False |
61,224 |
| 60 |
0.7696 |
0.7292 |
0.0404 |
5.3% |
0.0049 |
0.6% |
88% |
True |
False |
60,200 |
| 80 |
0.7696 |
0.7074 |
0.0622 |
8.1% |
0.0052 |
0.7% |
92% |
True |
False |
45,589 |
| 100 |
0.7696 |
0.7018 |
0.0678 |
8.9% |
0.0054 |
0.7% |
93% |
True |
False |
36,496 |
| 120 |
0.7696 |
0.6827 |
0.0869 |
11.4% |
0.0064 |
0.8% |
95% |
True |
False |
30,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7928 |
|
2.618 |
0.7839 |
|
1.618 |
0.7784 |
|
1.000 |
0.7751 |
|
0.618 |
0.7730 |
|
HIGH |
0.7696 |
|
0.618 |
0.7675 |
|
0.500 |
0.7669 |
|
0.382 |
0.7662 |
|
LOW |
0.7642 |
|
0.618 |
0.7608 |
|
1.000 |
0.7587 |
|
1.618 |
0.7553 |
|
2.618 |
0.7499 |
|
4.250 |
0.7410 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7669 |
0.7656 |
| PP |
0.7662 |
0.7653 |
| S1 |
0.7655 |
0.7651 |
|