CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7664 |
0.7616 |
-0.0048 |
-0.6% |
0.7644 |
| High |
0.7669 |
0.7667 |
-0.0002 |
0.0% |
0.7696 |
| Low |
0.7598 |
0.7610 |
0.0013 |
0.2% |
0.7598 |
| Close |
0.7614 |
0.7666 |
0.0052 |
0.7% |
0.7666 |
| Range |
0.0071 |
0.0057 |
-0.0015 |
-20.4% |
0.0099 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.2% |
0.0000 |
| Volume |
87,452 |
82,911 |
-4,541 |
-5.2% |
398,047 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7817 |
0.7798 |
0.7697 |
|
| R3 |
0.7761 |
0.7742 |
0.7682 |
|
| R2 |
0.7704 |
0.7704 |
0.7676 |
|
| R1 |
0.7685 |
0.7685 |
0.7671 |
0.7695 |
| PP |
0.7648 |
0.7648 |
0.7648 |
0.7652 |
| S1 |
0.7629 |
0.7629 |
0.7661 |
0.7638 |
| S2 |
0.7591 |
0.7591 |
0.7656 |
|
| S3 |
0.7535 |
0.7572 |
0.7650 |
|
| S4 |
0.7478 |
0.7516 |
0.7635 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7949 |
0.7906 |
0.7720 |
|
| R3 |
0.7850 |
0.7807 |
0.7693 |
|
| R2 |
0.7752 |
0.7752 |
0.7684 |
|
| R1 |
0.7709 |
0.7709 |
0.7675 |
0.7730 |
| PP |
0.7653 |
0.7653 |
0.7653 |
0.7664 |
| S1 |
0.7610 |
0.7610 |
0.7657 |
0.7632 |
| S2 |
0.7555 |
0.7555 |
0.7648 |
|
| S3 |
0.7456 |
0.7512 |
0.7639 |
|
| S4 |
0.7358 |
0.7413 |
0.7612 |
|
|
| 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% |
0.0053 |
0.7% |
70% |
False |
False |
79,609 |
| 10 |
0.7696 |
0.7553 |
0.0143 |
1.9% |
0.0050 |
0.6% |
79% |
False |
False |
73,441 |
| 20 |
0.7696 |
0.7466 |
0.0230 |
3.0% |
0.0047 |
0.6% |
87% |
False |
False |
62,990 |
| 40 |
0.7696 |
0.7330 |
0.0366 |
4.8% |
0.0046 |
0.6% |
92% |
False |
False |
62,328 |
| 60 |
0.7696 |
0.7292 |
0.0404 |
5.3% |
0.0047 |
0.6% |
93% |
False |
False |
61,773 |
| 80 |
0.7696 |
0.7074 |
0.0622 |
8.1% |
0.0052 |
0.7% |
95% |
False |
False |
48,542 |
| 100 |
0.7696 |
0.7018 |
0.0678 |
8.8% |
0.0054 |
0.7% |
96% |
False |
False |
38,858 |
| 120 |
0.7696 |
0.6827 |
0.0869 |
11.3% |
0.0062 |
0.8% |
97% |
False |
False |
32,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7907 |
|
2.618 |
0.7814 |
|
1.618 |
0.7758 |
|
1.000 |
0.7723 |
|
0.618 |
0.7701 |
|
HIGH |
0.7667 |
|
0.618 |
0.7645 |
|
0.500 |
0.7638 |
|
0.382 |
0.7632 |
|
LOW |
0.7610 |
|
0.618 |
0.7575 |
|
1.000 |
0.7554 |
|
1.618 |
0.7519 |
|
2.618 |
0.7462 |
|
4.250 |
0.7370 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7657 |
0.7655 |
| PP |
0.7648 |
0.7645 |
| S1 |
0.7638 |
0.7634 |
|