CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7656 |
0.7664 |
0.0008 |
0.1% |
0.7588 |
| High |
0.7671 |
0.7669 |
-0.0002 |
0.0% |
0.7665 |
| Low |
0.7636 |
0.7598 |
-0.0039 |
-0.5% |
0.7553 |
| Close |
0.7651 |
0.7614 |
-0.0037 |
-0.5% |
0.7638 |
| Range |
0.0035 |
0.0071 |
0.0037 |
105.8% |
0.0112 |
| ATR |
0.0047 |
0.0048 |
0.0002 |
3.8% |
0.0000 |
| Volume |
66,216 |
87,452 |
21,236 |
32.1% |
336,372 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7840 |
0.7798 |
0.7653 |
|
| R3 |
0.7769 |
0.7727 |
0.7634 |
|
| R2 |
0.7698 |
0.7698 |
0.7627 |
|
| R1 |
0.7656 |
0.7656 |
0.7621 |
0.7641 |
| PP |
0.7627 |
0.7627 |
0.7627 |
0.7619 |
| S1 |
0.7585 |
0.7585 |
0.7607 |
0.7570 |
| S2 |
0.7556 |
0.7556 |
0.7601 |
|
| S3 |
0.7485 |
0.7514 |
0.7594 |
|
| S4 |
0.7414 |
0.7443 |
0.7575 |
|
|
| 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 |
0.7598 |
0.0099 |
1.3% |
0.0052 |
0.7% |
17% |
False |
True |
80,820 |
| 10 |
0.7696 |
0.7553 |
0.0143 |
1.9% |
0.0048 |
0.6% |
43% |
False |
False |
70,044 |
| 20 |
0.7696 |
0.7464 |
0.0233 |
3.1% |
0.0047 |
0.6% |
65% |
False |
False |
61,960 |
| 40 |
0.7696 |
0.7330 |
0.0366 |
4.8% |
0.0045 |
0.6% |
78% |
False |
False |
61,833 |
| 60 |
0.7696 |
0.7292 |
0.0404 |
5.3% |
0.0049 |
0.6% |
80% |
False |
False |
61,508 |
| 80 |
0.7696 |
0.7074 |
0.0622 |
8.2% |
0.0052 |
0.7% |
87% |
False |
False |
47,508 |
| 100 |
0.7696 |
0.7018 |
0.0678 |
8.9% |
0.0054 |
0.7% |
88% |
False |
False |
38,030 |
| 120 |
0.7696 |
0.6827 |
0.0869 |
11.4% |
0.0062 |
0.8% |
91% |
False |
False |
31,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7970 |
|
2.618 |
0.7854 |
|
1.618 |
0.7783 |
|
1.000 |
0.7740 |
|
0.618 |
0.7712 |
|
HIGH |
0.7669 |
|
0.618 |
0.7641 |
|
0.500 |
0.7633 |
|
0.382 |
0.7625 |
|
LOW |
0.7598 |
|
0.618 |
0.7554 |
|
1.000 |
0.7527 |
|
1.618 |
0.7483 |
|
2.618 |
0.7412 |
|
4.250 |
0.7296 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7633 |
0.7647 |
| PP |
0.7627 |
0.7636 |
| S1 |
0.7620 |
0.7625 |
|