CME Canadian Dollar Future September 2020
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
0.7605 |
0.7581 |
-0.0024 |
-0.3% |
0.7653 |
| High |
0.7623 |
0.7604 |
-0.0019 |
-0.2% |
0.7655 |
| Low |
0.7575 |
0.7572 |
-0.0003 |
0.0% |
0.7542 |
| Close |
0.7586 |
0.7581 |
-0.0006 |
-0.1% |
0.7581 |
| Range |
0.0049 |
0.0032 |
-0.0017 |
-34.0% |
0.0113 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
105,943 |
25,892 |
-80,051 |
-75.6% |
390,093 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7682 |
0.7663 |
0.7598 |
|
| R3 |
0.7650 |
0.7631 |
0.7589 |
|
| R2 |
0.7618 |
0.7618 |
0.7586 |
|
| R1 |
0.7599 |
0.7599 |
0.7583 |
0.7592 |
| PP |
0.7586 |
0.7586 |
0.7586 |
0.7582 |
| S1 |
0.7567 |
0.7567 |
0.7578 |
0.7560 |
| S2 |
0.7554 |
0.7554 |
0.7575 |
|
| S3 |
0.7522 |
0.7535 |
0.7572 |
|
| S4 |
0.7490 |
0.7503 |
0.7563 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7932 |
0.7869 |
0.7643 |
|
| R3 |
0.7819 |
0.7756 |
0.7612 |
|
| R2 |
0.7706 |
0.7706 |
0.7601 |
|
| R1 |
0.7643 |
0.7643 |
0.7591 |
0.7618 |
| PP |
0.7593 |
0.7593 |
0.7593 |
0.7580 |
| S1 |
0.7530 |
0.7530 |
0.7570 |
0.7505 |
| S2 |
0.7480 |
0.7480 |
0.7560 |
|
| S3 |
0.7367 |
0.7417 |
0.7549 |
|
| S4 |
0.7254 |
0.7304 |
0.7518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7667 |
0.7542 |
0.0125 |
1.6% |
0.0061 |
0.8% |
31% |
False |
False |
94,600 |
| 10 |
0.7696 |
0.7542 |
0.0154 |
2.0% |
0.0056 |
0.7% |
25% |
False |
False |
87,710 |
| 20 |
0.7696 |
0.7535 |
0.0161 |
2.1% |
0.0051 |
0.7% |
28% |
False |
False |
71,762 |
| 40 |
0.7696 |
0.7354 |
0.0343 |
4.5% |
0.0048 |
0.6% |
66% |
False |
False |
65,821 |
| 60 |
0.7696 |
0.7292 |
0.0404 |
5.3% |
0.0047 |
0.6% |
71% |
False |
False |
63,198 |
| 80 |
0.7696 |
0.7119 |
0.0577 |
7.6% |
0.0052 |
0.7% |
80% |
False |
False |
53,408 |
| 100 |
0.7696 |
0.7032 |
0.0664 |
8.8% |
0.0054 |
0.7% |
83% |
False |
False |
42,753 |
| 120 |
0.7696 |
0.6893 |
0.0804 |
10.6% |
0.0058 |
0.8% |
86% |
False |
False |
35,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7740 |
|
2.618 |
0.7688 |
|
1.618 |
0.7656 |
|
1.000 |
0.7636 |
|
0.618 |
0.7624 |
|
HIGH |
0.7604 |
|
0.618 |
0.7592 |
|
0.500 |
0.7588 |
|
0.382 |
0.7584 |
|
LOW |
0.7572 |
|
0.618 |
0.7552 |
|
1.000 |
0.7540 |
|
1.618 |
0.7520 |
|
2.618 |
0.7488 |
|
4.250 |
0.7436 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
0.7588 |
0.7583 |
| PP |
0.7586 |
0.7582 |
| S1 |
0.7583 |
0.7581 |
|